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EDHEC-Risk Executive Education

CFA Institute / EDHEC-Risk Advances in Asset Allocation Seminar - Overview

1-3 December, 2009 - London


Together with CFA Institute, EDHEC-Risk has introduced seminars that take stock of the latest industry trends and research advances and clarify the distinction between true innovation and mere marketing claims.


The Advances in Asset Allocation seminar is an intensive three-day course that will provide participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management. The seminar will also equip them with practical tools to improve asset allocation and risk management processes, implement novel investment management approaches, and develop new products.

The first half of the seminar focuses on bridging the gap between portfolio theory and portfolio construction to achieve efficient risk diversification. The second half of the seminar is devoted to the integration of liability and risk management constraints in portfolio construction.

The seminar is presented in a highly accessible manner by an instructor who combines academic expertise and industry experience. It strikes a balance between exploration of new models and a study of applications.


Seminar Instructor:

Lionel Martellini, PhD, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk.


Key Learning Benefits:

The seminar will enable participants to:

  • Bridge the gap between modern portfolio theory and practical portfolio construction to build stable models.

  • Understand enhanced index and optimal benchmark construction.

  • Understand state-of-the-art ALM and LDI and examine the role of alternative assets in ALM.

  • Use dynamic beta management, risk budgeting, and dynamic core-satellite allocation to refine investment management and risk management processes and design new investment solutions.


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.

It should be of particular interest to chief executive officers/managing directors; chief investment officers/directors of investments; heads of asset allocation/investment strategy/ALM; heads of investment solutions/structuring/financial services; portfolio managers; risk managers; senior analysts and investment officers; senior investment advisers/consultants; and senior research officers from asset management companies, consultancies, insurance and reinsurance companies, investment banks, non-financial companies, pension funds, endowments and foundations, private banks, regulatory authorities, research firms, sovereign wealth funds.


CFA Institute Continuing Education Programme:

CFA Institute is the world’s leading association of investment professionals and has been an unwavering promoter of higher industry standards for more than sixty years.

EDHEC Asset Management Education is a participant in the CFA Institute Approved-Provider Programme. This seminar qualifies for 20 credit hours. Please see www.cfainstitute.org/ceprogram for more information.


CFA Institute / EDHEC-Risk Advances in Asset Allocation Seminar:


 

EDHEC-Risk Alternative Indexes: Aug 2014 (Estimates)
Conv. Arb. -0.09%
CTA Global 2.79%
Dist. Sec. -0.02%
Emg. Mkts 0.99%
Eq. Mkt Neut. 0.53%
Event Driven 0.54%
Fix. Inc. Arb. 0.24%
Global Macro 1.34%
L/S Equity 1.40%
Merger Arb. 0.30%
Rel. Value 0.71%
Short Selling -2.02%
FoF 0.88%

EDHEC-Risk IEIF Commercial Property: August 2014
Price (FR) 0.10%
Total Return (FR) 0.10%