EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking FTSE EDHEC-Risk Efficient Index Series FTSE EDHEC-Risk ERAFP SRI Index EDHEC-Risk Alternative Indexes EDHEC IEIF Quarterly Commercial Property Index (France) Hedge Fund Index Research Equity Index Research Amundi "ETF, Indexing and Smart Beta Investment Strategies" Research Chair Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair Index Regulation and Transparency ERI Scientific Beta Performance and Risk Reporting Hedge Fund Performance Performance Measurement for Traditional Investment CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair Asset Allocation and Alternative Diversification Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale Prime Services (Newedge) "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project Asset Allocation and Derivative Instruments Volatility Research Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project SGCIB "Structured Investment Strategies" Research ALM and Asset Allocation Solutions ALM and Private Wealth Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Lyxor "Risk Allocation Solutions" Research Chair Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Non-Financial Risks, Regulation and Innovations Risk and Regulation in the European Fund Management Industry Index Regulation and Transparency Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks FBF "Innovations and Regulations in Investment Banking" Research Chair EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute Wealth Management Systems for Individual Investors Conference, New York, 26 April, 2017 EDHEC-Risk Smart Beta Day Germany 2017, Munich, 22 June, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management Yale SOM-EDHEC-Risk Harvesting Risk Premia in Equity and Bonds Markets Seminar, 21-23 June, 2017, London Investment Management Seminars Advances in Asset Allocation Seminar, London, 15-17 May, 2017 Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
EDHEC-Risk Information

EDHEC Risk Institute—Asia



Overview

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.


Research

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:
TitleSupported byPublication/PresentationDate
Asset-Liability Management Techniques for Sovereign Wealth Fund ManagementDeutsche BankAsset-Liability Management Decisions for Sovereign Wealth Funds

An Integrated Approach to Sovereign Wealth Risk Management

What Asset-Liability Management Strategy for Sovereign Wealth Funds?
October 2010


June 2011


February 2012
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
April 2011

September 2012


August 2013

February 2014

July 2014


August 2014
ALM and Asset Management A Post-crisis Perspective on Diversification for Risk ManagementMay 2011
Structured Equity Investment Strategies for Long-Term Asian InvestorsSociété Générale Corporate and Investment BankingStructured Equity Investment Strategies for Long-Term Asian InvestorsAugust 2011
Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and RegulationCME GroupLong-Short Commodity Investing: Implications for Portfolio Risk and Market RegulationAugust 2011
Indices and Passive Management from the Asian Investor’s PerspectiveAmundi ETFEDHEC-Risk Asia Indexing Survey

Assessing the Quality of Asian Stock Market Indices
August 2011

February 2013
Infrastructure Investment in AsiaNatixis

Meridiam/Campbell Lutyens
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
February 2012

January 2013


June 2014




July 2014



January 2015
The Benefits of Volatility Derivatives in Equity Portfolio ManagementEurexThe Benefits of Volatility Derivatives in Equity Portfolio ManagementMarch 2012
Regulation and Institutional InvestmentAXA Investment ManagersSuperannuation v2.0: Towards the Next Generation of Pension Funds in AustraliaJuly 2014
 

Communication

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.

Research Events

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.

Press Review

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.


Executive Education

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.


Contact

EDHEC Risk Institute—Asia
One George Street
#07-02
Singapore 049145
Tel: +65 6438 0030
Fax: +65 6438 9891
E-mail: edhecrisk.singapore@edhec-risk.com