EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Research News Research Papers Books Features Interviews Indexes and Benchmarking EDHEC-Risk Efficient Equity Indices FTSE EDHEC-Risk ERAFP SRI Index Equity Index Research EDHEC-Risk Alternative Indexes Hedge Fund Index Research EDHEC-Risk IEIF Commercial Property Indices Amundi ETF "Core-Satellite and ETF Investment" Research Chair Solvency II Benchmarks Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification Real Assets Newedge "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project SGCIB "Structured Equity Investment Strategies for Long-Term Asian Investors" Strategic Research Project Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies FBF "Structured Products and Derivatives" Research Chair Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project ALM and Asset Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" Research Chair Russell Investments "Solvency II Benchmarks" Research Chair Operational Risks and Performance Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks CACEIS "Risk and Regulation in the European Fund Management Industry" Research Chair EDHEC-Risk Publications Reports, Studies, Surveys and Position Papers Academic Publications All EDHEC-Risk Publications Events Events organised by EDHEC-Risk Institute Analysing Sovereign Risk for Portfolio Management Decisions Seminar, London, 12-13 June, 2012 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 12-14 June, 2012 Advanced Commodity Investment Seminar, London, 19-20 June, 2012, New York, 16-17 July, 2012 New Frontiers in Equity Investing Seminar, Boston, 26-27 June, 2012 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic Research Projects Partnership IPE EDHEC-Risk Institute Research Insights International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Institute PhD in Finance EDHEC-Risk Institute Executive MSc in Risk and Investment Management Investment Management Seminars Contact Us Contact Us
EDHEC-Risk Executive Education

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

 30 November - 2 December, 2010 — London

About the Instructor

      

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

Lionel has consulted on risk management, alternative investment strategies, and performance benchmarks for various institutional investors, investment banks, and asset management firms, both in Europe and in the United States. His research has been published in leading academic journals, including Management Science and the Review of Financial Studies, and leading practitioner journals, including the Financial Analysts Journal, the Journal of Derivatives, the Journal of Fixed-Income, the Journal of Investment Management, and the Journal of Portfolio Management. He sits on the editorial board of the Journal of Portfolio Management and the Journal of Alternative Investments.

Lionel has co-authored and co-edited reference texts on fixed-income management and alternative investment such as the much-praised Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Wiley Finance) and is regularly invited to deliver presentations at leading academic and industry conferences. He holds graduate degrees in business administration, economics, statistics and mathematics, as well as a PhD in finance from the Haas School of Business at UC Berkeley.

Sample Testimonials from Previous Participants

  • "I found the theoretical content to be very intriguing and at the same time offering great practical opportunities. Professor Martellini’s considerable research expertise is matched by his teaching expertise and obvious enthusiasm."
    Toby Tobleman, CFA
    Principal in Charge, Rudd and Wisdom Inc., USA
    Past participant

  • "Dr. Martellini was an excellent presenter and entertained all input of the participants."
    Michael Hall, CFA
    Senior Vice President, Fidelity Security Life, USA
    Past participant

  • "This is an excellent programme. Martellini clearly understands his material and is able to address the theoretical and practical issues in relation to ALM and investment management. He is not only a master at what he does; he is clearly passionate about it."
    Past participant

  • "Addresses the right questions with brilliant academic precision."
    Kjetil Houg
    Chief Financial Officer - Chief Investment Officer, Oslo Pensjonsforsikring AS, Norway
    Past participant

  • "The lecturer had a deep command of the material and was able to field all questions. A thoroughly useful and enjoyable event."
    Mark Byrne
    Founder and former Executive Chairman, Flagstone Reinsurance Holdings Ltd., United Kingdom
    Past participant

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