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EDHEC-Risk Executive Education

CFA Institute / EDHEC First Annual Advances in Asset Allocation Seminar

17-19 March, 2008 - The Dorchester, London

Together with CFA Institute, the EDHEC Risk and Asset Management Research Centre is introducing an annual event that will take stock of the latest research advances in asset allocation and clarify the distinction between true innovation and mere marketing claims in emerging industry trends.

The inaugural 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.

The 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. It 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 new liability driven investment (LDI) solutions. It also looks at the potential of alternative classes and strategies as diversification and substitution vehicles and imparts research-based insights into the Fundamental Index® strategy*, optimal benchmarks, and efficient indices.

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.

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.

Bernd Scherer, PhD, Managing Director and Global Head of Quantitative Structured Products at Morgan Stanley (London).

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 risk budgeting and dynamic core-satellite allocation to refine the investment management process and design new investment solutions

  • Implement new forms of alternative diversification to optimise the risk-return characteristics of the core portfolio

  • Analyse the Fundamental Index® strategy*, optimal benchmarks and efficient indices and assess their potential for asset allocation

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 investment officers; directors of investments; heads of asset allocation, new product development/structured products/institutional solutions, research; portfolio/fund managers; senior advisors/consultants; and senior investment officers from asset management companies, consultancies, family offices, insurance companies, investment banks, pension funds, endowments and foundations, and private banks.

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 First Annual Advances in Asset Allocation Seminar:

*Fundamental Index® is a trade mark of Research Affiliates, LLC