CFA Institute / EDHEC Second Annual Advances in Asset Allocation Seminar
17-19 November, 2008 - The Dorchester, London
12-14 May, 2009 - The Grand Hyatt, New York
Together with CFA Institute, the EDHEC Risk and Asset Management
Research Centre has introduced an annual event that takes stock of
the latest industry trends and research advances and clarifies the distinction between true innovation and mere marketing claims.
The second Advances in Asset Allocation seminar is an intensive three-day course which will provide participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management as well as equip them with practical tools to improve asset allocation processes, implement novel investment management approaches, and develop new products.
Presented in a highly accessible manner by a team of instructors with established reputations for bringing together academic expertise and industry experience, the seminar balances exploration of new models and approaches with applications and case studies.
Course Contents:
The CFA Institute / EDHEC Second Annual Advances in Asset Allocation Seminar:
- Addresses estimation issues and model shortcomings to optimise portfolio construction in a world that does not conform to the tenets of modern portfolio theory.
- Explores enhanced index construction, optimal benchmarks and efficient indices; it also imparts research-based insights into the performance of fundamental index®* strategies and socially responsible investing.
- Looks at the benefits of alpha-beta separation, explores optimal risk budgeting techniques in the context of core-satellite investing, and applies them to the design of long-only absolute return funds and novel liability driven investment solutions.
- Examines dynamic risk management techniques and presents a framework for blending active management and risk control that allows for the development of new structured products.
- Discusses the latest advances in asset-liability management and looks at the potential of alternative classes and strategies as diversification, substitution, and inflation-hedging vehicles.
*Fundamental Index® is a trade mark of Research Affiliates, LLC
Seminar Instructors:
- Noël Amenc, PhD, Professor of Finance and Dean of Research at EDHEC Business School and Director of the EDHEC Risk and Asset Management Research Centre.
- Lionel Martellini, PhD, Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre.
Key Learning Benefits:
The seminar will enable participants to:
- Bridge the gap between modern portfolio theory and practical portfolio construction to build stable models.
- Use dynamic beta management, risk budgeting and dynamic core-satellite allocation to refine the investment management and risk management processes and design new investment solutions.
- Understand state-of-the-art asset-liability management (ALM) and LDI and examine the role of alternative assets in ALM.
- Understand enhanced index and optimal benchmark construction.
Who Should Attend:
- The programme is intended for investment management professionals who advise on or participate in the design and implementation of asset allocation policies and portfolio models and for sell-side practitioners who develop new asset management and ALM solutions for investors.
- The inaugural edition of the seminar attracted a large cross-section of buy- and sell-side institutions from twenty countries worldwide. Global giants, national champions, and small boutiques were represented by their senior officers and investment specialists.
CFA Institute Continuing Education Programme:
EDHEC Asset Management Education is registered with CFA Institute as an Approved Provider of the Continuing Education Programme. This seminar qualifies for 20 CE credits under the guidelines of the CFA Institute Continuing Education Programme. Please see www.cfainstitute.org/ceprogram for more information.
CFA Institute / EDHEC Second Annual Advances in Asset Allocation Seminar:
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