CFA Institute / EDHEC First Annual Advances in Asset Allocation Seminar
17-19 March, 2008 - The Dorchester, LondonSeminar Instructors
Noël Amenc, PhD, is Professor of Finance and Dean of Research at EDHEC Business School and Director of the EDHEC Risk and Asset Management Research Centre.
Before joining EDHEC Business School full-time, Noël was Head of Research with Misys Asset Management Systems. Prior to this, he was the president of SIP SA, a portfolio management software company he founded, developed and sold.
Noël has conducted research in the fields of quantitative asset management, portfolio performance analysis, and asset allocation and published numerous articles in academic and practitioner journals such as Journal of Portfolio Management, Journal of Performance Measurement, Journal of Asset Management, and Financial Analysts Journal. He has co-authored four books on quantitative equity management, portfolio management, performance analysis, and hedge funds including the notable "Portfolio Theory and Performance Analysis" (Wiley Finance). Noël is an Associate Editor of the Journal of Alternative Investments and a member of the scientific advisory council of the AMF, the French financial markets authority. He holds graduate degrees in economics, finance and management and a PhD in finance.
Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre.
Lionel has served as a consultant for various institutional investors, investment banks, and asset management firms both in Europe and in the United States on questions related to risk management, alternative investment strategies, and asset allocation decisions in the absence and in the presence of liability constraints and performance benchmarks. His research has been published in leading academic and practitioner journals including Management Science, Review of Financial Studies, European Financial Management, Financial Analysts Journal, and Risk. 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.
Bernd Scherer, PhD, is Managing Director and Global Head of Quantitative Structured Products at Morgan Stanley (London).
He was previously in charge of Quantitative Research and Portfolio Engineering at Deutsche Asset Management (New York). Bernd is widely regarded as an expert on asset valuation, portfolio construction, strategic asset allocation and asset liability modelling.
He is the author of four books on mathematical modelling of portfolio construction and risk management including the bestselling "Portfolio Construction and Risk Budgeting" (Risk Books) and has published over 50 articles in academic and practitioner journals such as Financial Analysts Journal, Journal of Portfolio Management, Risk, Journal of Investment Management and Journal of Asset Management.
Bernd serves as adjunct professor at several universities worldwide and is a much soughtafter speaker in industry conferences. He holds graduate degrees in economics and business administration as well a PhD from the University of Giessen.
CFA Institute / EDHEC First Annual Advances in Asset Allocation Seminar:
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