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  • 13/09/17:
    EDHEC-Risk Institute and AFG launch a digital outreach partnership on financial risk management as a source of performance
    The French Asset Management Association (Association Française de la Gestion Financière, AFG) and EDHEC-Risk Institute have announced the creation of a new digital outreach initiative entitled “Financial Risk Management as a Source of Performance.” This partnership will aim to emphasise the importance of financial risk management as a main source of added-value in asset management, and to showcase the expertise of French asset managers in this area through a series of digital outreach projects.
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  • 07/09/17:
    EDHEC-Risk Institute welcomes five distinguished new members to its international advisory board
    EDHEC-Risk Institute is pleased to announce that five members have joined its international advisory board, which brings together distinguished scholars, representatives of regulatory bodies as well as senior executives from business partners and other leading institutions: Ms Jayne Atkinson, Chief Investment Officer, Unilever UK Pension Fund; Mr Stéphane Monier, Head of Private Client Investments, Lombard Odier; Ms Lisa Shalett, Head of Investment and Portfolio Solutions, Morgan Stanley Wealth Management; Mr Brnic Van Wyk, Head of Asset/Liability Management, Investments Division, QSuper; and Mr Takashi Yamashita, Director, Investment Strategy, Government Pension Investment Fund (GPIF), Japan.
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  • 29/08/17:
    Masterclass on New Frontiers in Retirement Investing Milan, 16 October 2017
    EDHEC Business School is proud to present a new international initiative offered jointly with SDA Bocconi School of Management: the Masterclass on New Frontiers in Retirement Investing. The workshop focuses on the topic of Retirement Investing, drawing on the latest academic research with practical relevance. The two pillars of the financial debate on retirement needs – funding and investments – are deeply analysed by experts from these two leading European Business Schools. The workshop will also include a roundtable discussion where regulators and investment managers will exchange their perspectives on the topic.
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  • 08/06/17:
    EDHEC-Risk’s 10th European ETF and Smart Beta Survey brings new insights on drivers for product adoption & challenges faced by investors
    EDHEC-Risk Institute has announced the results of the 10th EDHEC European ETF and Smart Beta Survey, a comprehensive survey of 211 European ETF and smart beta investors, conducted as part of the Amundi research chair at EDHEC-Risk Institute on “ETF, Indexing and Smart Beta Investment Strategies”. EDHEC-Risk Institute has conducted a regular ETF survey since 2006, providing a detailed account of European investor perceptions and practices in the domain of ETFs and smart beta strategies over the past decade.
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  • 01/06/17:
    EDHEC-Risk Institute study shows that goal-based investing principles can be used to design scalable retirement investment strategies that meet individual investors’ needs
    Existing financial products marketed as “retirement investment solutions” do not meet the needs of future retirees, which involve securing their essential goals expressed in terms of minimum levels of replacement income (focus on safety), while generating a relatively high probability of achieving their aspirational goals expressed in terms of target levels of replacement income (focus on performance). Meaningful solutions should therefore combine safety and performance to meet this dual objective. In a new publication entitled “Mass Customisation versus Mass Production in Retirement Investment Management: Addressing a “Tough Engineering Problem”, EDHEC-Risk Institute analyses how the retirement investing problem can be formally framed within the context of dynamic portfolio choice theory.
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  • 23/03/17:
    EDHEC-Risk Institute, KAIST, Princeton, and Tsinghua University to host a series of annual rotational conferences on FinTech starting in Princeton on 26 April 2017
    EDHEC-Risk Institute, KAIST, Princeton, and Tsinghua University are partnering for the first time and are pleased to announce the launch of a series of rotational conferences on financial technologies. This forum will facilitate discussion among all interested parties (academics, practitioners, and regulators) from around the world. In the era of the fourth industrial revolution, every aspect of our lives is rapidly changing. What were once perceived as topics of science fiction – including artificial intelligence, robotics, autonomous vehicles, the Internet of Things, and quantum computing – are now being deployed in the real world, with a speed and on a scale we have never seen. Thanks to the vast amount of data, increased computing power and newly developed technologies, the tasks that only human beings could do are now beautifully and efficiently conducted by machines. Without question, many industries will face unprecedented fundamental changes – from daily operations to the whole value chain.
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  • 16/03/17:
    EDHEC-Risk Institute paper analyses the impact of transaction costs on the performance of systematic equity strategies
    A new EDHEC-Risk Institute publication entitled “Smart Beta Replication Costs,” conducted as part of the Amundi research chair at EDHEC-Risk Institute on “ETF, Indexing and Smart Beta Investment Strategies”, provides an explicit estimate of the costs applied to a range of Smart Beta strategies and analyses the impact of different implementation rules or stock universes. A reasonable expectation from an investor’s perspective is that providers should disclose the estimated level of transaction costs generated by their strategies so as to allow for information on net returns. However, providers often fail to make explicit reference to transaction costs and simply report gross returns, leaving it to other market participants to figure out the exact amount of transaction costs. The objective of this paper is to assess transaction costs of smart beta strategies in order to contrast the gross returns of such strategies shown in backtests with estimates of net returns that are actually available to investors when considering transaction costs.
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