Optional Research Events
 
Executive MSc in Risk and Investment Management participants also have the opportunity to go beyond coursework and become involved in research activities. They will be offered the chance to join the Doctoral Research Workshop and the Applied Research Seminar series and will enjoy complimentary access to the annual conferences and occasional presentations organised by EDHEC-Risk Institute. Online or physical attendance in these research events provides Executive MSc in Risk and Investment Management participants with additional opportunities to review and discuss future developments in investment management theory and practices.

EDHEC-Risk Institute Doctoral Research Workshop

Primarily organised for faculty, permanent researchers, and EDHEC-Risk Institute PhD in Finance candidates, the Doctoral Research Workshop sees outstanding scholars present and discuss their ongoing research work. Executive MSc in Risk and Investment Management participants will be invited to join selected sessions of the Doctoral Research Workshop chosen for their relevance for investment management. The workshop is accessible in multimedia streaming over the Internet both live and on-demand. Each session lasts for an hour and a half and there are one to two sessions per month.

Recent Doctoral Research Workshops relevant to Executive MSc in Risk and Investment Management participants include:

• CoVaR
  Tobias Adrian, Assistant Vice President, Federal Reserve Bank of New York

• Market Volatility, Market Frictions, and the Cross- Section of Stock Returns
  Federico M. Bandi, Professor of Economics and Finance, The Johns Hopkins Carey Business School and Affiliate Faculty Member, EDHEC-Risk Institute

• Short Selling and the Informational Efficiency of Prices
  Ekkehart Boehmer, Professor of Banking and Finance, Lundquist College of Business, University of Oregon and Affiliate Faculty Member, EDHEC-Risk Institute

• Tails, Fears and Risk Premia
  Tim Bollerslev, Professor of Finance, Fuqua School of Business, and Professor of Economics, Duke University

• When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
  Andrea Buraschi, Chair in Finance, Imperial College Business School

• Longevity Risk and Retirement Savings
  João Cocco, Associate Professor of Finance, London Business School

• Systemic Risk and Default Contagion in Banking Networks
  Rama Cont, Director of the Centre for Financial Engineering, Columbia University

• Gradual Information Diffusion in Asset Markets
  Harrison Hong, Professor of Economics and Finance, Princeton University

• When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns
  Robert Kosowski, Head of the Centre for Hedge Fund Research, Imperial College Business School

• Do the Fama French Factors Really Proxy for Time Varying Opportunity Set?
  Abraham Lioui, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute

• Giants at the Gate: On the Cross-section of Private Equity Investment Returns
  Florencio López-de-Silanes, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute

• How Costly is Regulatory Short-Termism for Defined-Benefit Pension Funds?
  Lionel Martellini, Scientific Director, EDHEC-Risk Institute and Professor of Finance, EDHEC Business School

• Optimal Portfolio Allocations with Hedge Funds
  Marcel Rindisbacher, Associate Professor of Finance and Economics, School of Management, Boston University

• Do Fund Managers Make Informed Asset Allocation Decisions?
  Jacob Sagi, Associate Professor of Finance, Owen Graduate School of Management, Vanderbilt University

• Keynes Meets Markowitz: The Trade-off between Familiarity and Diversification
  Raman Uppal, Professor of Finance, London Business School and Affiliate Faculty Member, EDHEC-Risk Institute

• Stock-Based Compensation and CEO (Dis)Incentives
  Pietro Veronesi, Booth School of Business, University of Chicago

Guest scholars contributing to the EDHEC-Risk Institute Doctoral Research Workshop in 2010/2011 include:

• Professor Yacine Ait-Sahalia, Director of the Bendheim Center for Finance, Princeton University
• Professor Peter Christoffersen, McGill University
• Professor Jakša Cvitanic, California Institute of Technology
• Professor Jérôme Detemple, Boston University
• Professor Francis X. Diebold, Co-Director of the Wharton Financial Institutions Centre, University of Pennsylvania
• Professor Pascal Maenhout, INSEAD
• Professor Antonio Mello, University of Wisconsin-Madison
• Professor Nicholas G. Polson, Booth School of Business, University of Chicago

EDHEC-Risk Institute Applied Research Seminar

Primarily organised for the research team of EDHEC-Risk Institute, the Applied Research Seminar sees faculty and senior research staff present and discuss the results of the applied research projects they conduct in the context of the centre’s six industry-supported programmes and ten corporate-endowed research chairs. Executive MSc in Risk and Investment Management participants will be given the opportunity to participate in the Applied Research Seminar. The seminar is accessible in multimedia streaming over the Internet both live and on-demand. Each session lasts for an hour and a half and there is one session per month.

A non-exhaustive list of recent and forthcoming presentations given as part of the Applied Research Seminar series:

• Advanced Risk Budgeting Techniques for Institutional Portfolios with Alternative Assets
• Assessing the Cost of Protecting against Non- Financial Risks
• Asset and Liability Management Practices of European Pension Funds
• Creating Novel Hedging Solutions Using Real Assets
• Current and Emerging Uses of Exchange-Traded Funds by Institutional Investors
• Designing an Asset-Liability Management Model for Private Wealth Management
• Evaluating Hedge Fund Replication Strategies
• How to Reconcile Long-Term Investment with Short-Term Constraints
• Life-Cycle Investing in the Presence of Stochastic Interest Rates and Equity Risk Premium: Implications for the Design of Enhanced Forms of Target Date Funds
• Optimal Asset-Liability Management Decisions for Sovereign Wealth Funds
• Portfolio Construction and Performance Measurement: Evidence from the Field

EDHEC-Risk Institute Conferences and Research Presentations

As part of its industry outreach activities, EDHEC-Risk organises annual conferences and occasional events to present and discuss the results of its research with the investment management industry. Executive MSc in Risk and Investment Management participants will enjoy complimentary access to all of these research events.

• Overview

• Curriculum

• Faculty

• Programme Audience and Key Benefits

• About EDHEC-Risk Institute

• This programme has been reformatted to appeal to a wider audience and is now organised by EDHEC Business School More...

• Asia-based programme: disclosures in compliance with Singapore's Council for Private Education