EDHEC Investment Research
Supporting expertise for the design, implementation and management of multistyle/multiclass products
Institutional investors and asset managers eager to develop superior risk-performance profiles by making full use of the asset allocation approaches and recommendations of the EDHEC Risk and Asset Management Research Centre have expressed a need for support through consulting services.
To satisfy these expectations, EDHEC Business School has set up a dedicated entity assisting professionals in the implementation of the centre’s research results and offering asset allocation services in the context of a core-satellite approach encompassing alternative investments.
EDHEC Investment Research (EIR) provides high level advisory services as well as technology licensing and transfers for the design, implementation, and management of multistyle/multiclass investments.
Three capacities, one provider
Since 2005, EDHEC Investment Research has been acting in the following capacities for asset management companies and institutional investors:- Product Designer: EIR taps into its market knowledge and deep familiarity with client expectations to custom-design innovative multistyle/multiclass products which meet the needs of investors.
- Investment Advisor: EIR uses its technical expertise to optimise the strategic allocation and portfolio construction phases within multistyle/multiclass approaches.
- Global Product Manager: EIR combines its conceptual knowhow and practical capabilities to assist professionals in the design and subsequent implementation of multistyle/multiclass funds.
The EDHEC Investment Research Design Process
Product design assignments are conducted according to a distinctive project management method which integrates the results of the market research and design studies carried out by EIR consultants with client input.This method guarantees complete traceability of the output and conclusions of the consulting assignment.
Leading edge scientific expertise
EDHEC Investment Research’s conceptual expertise and technological know-how allows for the implementation of the most recent advances of research in:- Dynamic asset allocation in a core-satellite approach
- Minimum volatility and extreme risk allocation
- Implicit/explicit factor analysis of the risks of the various asset classes
- Stochastic volatility modelling
- Blending of the investor’s and manager’s views in the allocation process - Bayesian optimisation approach
- Stochastic Programming for Asset-Liability Management
Proven track record
EDHEC Investment Research has taken part in the design of a wide array of financial products targeted at both retail and institutional investors; recent missions include:- Design of equity and fixed income funds with positive tracking error insurance (structured alpha)
- Design of funds of hedge funds which optimise alternative diversification properties (alternative optimal betas)
- Design of investable hedge fund indices (alternative betas)
- Design of derivatives products improving equity returns in low volatility and low visibility environments (portable betas)
- Feasibility study for the implementation of equity-linked structured products targeted at the allocation needs of institutional investors (structured betas)
- Design of liability-driven products
- Design of a multistyle/multiclass fund of fund spanning hedge funds (portable alpha and portable betas)
- Opportunity study for the implementation of ALM dedicated to a Family Office
- Design of a European rating service for mutual funds (Equity, Fixed Income and diversified)
- Design of a full range of Private Wealth Management products and services
 | Jean-René Giraud
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