EDHEC Risk Institute—Asia
Launched in Singapore in September 2010, EDHEC Risk Institute—Asia is the Singapore home base of EDHEC-Risk Institute for its operations in the Asia-Pacific region.
Asia is a key growth area for the global investment industry and the development of the financial sector and, as elsewhere, the region needs to be supported by industry-oriented research and professional education. The mission of EDHEC Risk Institute—Asia is to serve as a platform for generating academic insight into important global investment issues, with particular relevance to investors and institutions in the Asia-Pacific region. Working with the support of the investment industry, EDHEC Risk Institute—Asia aims to foster innovation and high, professional standards in the region and worldwide. EDHEC Risk Institute—Asia currently comprises a team of fifteen research and marketing staff based in Singapore.
The research team conducts Asia-focused work in the context of the Institute’s pre-existing research programmes and new thematic programmes. Work conducted in the context of the Institute’s six research programmes is being extended and adapted to regional characteristics. The two thematic programmes address issues of global importance and of particular regional relevance, with one looking at the optimal management of sovereign reserves and investment vehicles and the other looking at infrastructure investment in Asia. While the bulk of the research will concentrate on the region, the Asian team will also be leading or contributing to theoretical work of general application. In particular, EDHEC Risk Institute—Asia has committed to a new multi-year initiative looking at infrastructure investment and the Research Director at EDHEC Risk Institute–Asia, Frédéric Blanc-Brude leads the global research efforts of EDHEC-Risk Institute in this field. EDHEC Risk Institute–Asia is establishing itself as a centre for expertise in the area of infrastructure debt and equity investment.
|EDHEC-Risk Institute Research Projects in Asia – completed as of January 2015:|
|Asset-Liability Management Techniques for Sovereign Wealth Fund Management||Deutsche Bank||Asset-Liability Management Decisions for Sovereign Wealth Funds|
An Integrated Approach to Sovereign Wealth Risk Management
What Asset-Liability Management Strategy for Sovereign Wealth Funds?
|Novel Approaches for Hedging Tail Risk and Investigating the Potential of Volatility and Higher Moments as Asset Classes||Extreme Hedge Fund Risk Diversification with Volatility|
The Risks of Volatility ETNs: a Recent Incident and Underlying Issues
Tail Risk of Asian Markets: An Extreme Value Theory Approach
Tail Risk of Equity Market Indices: An Extreme Value Theory Approach
Tail Risk of Smart Beta Portfolios: An Extreme Value Theory Approach
The Impact of Risk Controls and Strategy-Specific Risk Diversification on Extreme Risk
|ALM and Asset Management||A Post-crisis Perspective on Diversification for Risk Management||May 2011|
|Structured Equity Investment Strategies for Long-Term Asian Investors||Société Générale Corporate and Investment Banking||Structured Equity Investment Strategies for Long-Term Asian Investors||August 2011|
|Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation||CME Group||Long-Short Commodity Investing: Implications for Portfolio Risk and Market Regulation||August 2011|
|Indices and Passive Management from the Asian Investor’s Perspective||Amundi ETF||EDHEC-Risk Asia Indexing Survey|
Assessing the Quality of Asian Stock Market Indices
|Infrastructure Investment in Asia||Natixis|
|Pension Fund Investment in Social Infrastructure|
Towards Efficient Benchmarks for Infrastructure Equity Investments
Benchmarking Long-Term Investment in Infrastructure: Objectives, Roadmap and Recent Progress
Unlisted Infrastructure Debt Valuation and Performance Measurement—Theoretical Framework and Data Collection Requirements
The Valuation of Privately-Held Infrastructure Equity Investments
|The Benefits of Volatility Derivatives in Equity Portfolio Management||Eurex||The Benefits of Volatility Derivatives in Equity Portfolio Management||March 2012|
|Regulation and Institutional Investment||AXA Investment Managers||Superannuation v2.0: Towards the Next Generation of Pension Funds in Australia||July 2014|
Marketing staff play an important role in the dissemination of research results towards end-users. This is achieved via a number of channels that include direct distribution to professionals in the region, organisation of research events in Asia and Australasia, and by maintaining media relations.
Direct Research Dissemination
EDHEC Risk Institute—Asia distributes its research directly to some 400,000 finance professionals in Asia and Australasia, and to over 1.5 million investment practitioners worldwide.
In addition to a number of research seminars and other events that are organised regularly in the region, EDHEC-Risk Institute exported its original conference concept to Asia in 2012 in order to provide Asia-based finance professionals with easier access to state-of-the-art research in investment and risk management and to establish a dialogue around research results with particular relevance to investors and institutions in the region.
The inaugural conference on May 8-9, 2012 was attended by over 800 participants including end-investors, traditional and alternative asset managers, investment bankers, and wealth managers. Building on this success, the second edition of EDHEC-Risk Days Asia 2013 was held in Singapore on 15-16 May, 2013, followed by the third edition on July 3-4, 2014.
The EDHEC Risk Institute—Asia press review contains a selection of articles from the business and specialised press from 2014. The articles in this press review have either appeared in publications within Asia, or have been published outside the region but report EDHEC-Risk Institute’s activities in the area.
The Institute offers the whole range of its executive education programmes in Asia – from short courses that present research advances to risk and investment officers to the EDHEC-Risk Institute PhD in Finance, which allows high-level practitioners in full-time jobs to acquire the background and skills to put academic research to use in their organisations, generate new knowledge and advance practices.
EDHEC Risk Institute—Asia has been awarded a six-year licence by the Singapore Council for Private Education for short course and degree programme activities and has also been invited to join the country’s Global Schoolhouse initiative as an institution representing the best in the field of finance.
EDHEC Risk Institute—Asia
One George Street
Tel: +65 6438 0030
Fax: +65 6438 9891
EDHEC-Risk Days Asia 2014
EDHEC Risk Institute—Asia press review