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Indices & Benchmarking - April 16, 2009

EDHEC and CASAM partner a research chair on the use of ETFs within a "core-satellite" investment approach

                              

The EDHEC Risk and Asset Management Research Centre and Crédit Agricole Structured Asset Management (CASAM) have announced the creation of new research chair entitled "Core-Satellite and ETF Investment". The chair will involve three years of academic research into ETFs (exchange-traded funds) and the use of ETFs as part of a core-satellite approach to asset management.

A CASAM/EDHEC advisory board will supervise the work. The team of researchers at the EDHEC Risk and Asset Management Research Centre, under the leadership of centre director Noël Amenc, will examine advanced forms of risk budgeting in a dynamic core-satellite approach and the use of these techniques by investors and asset managers.

The first project as part of the chair will be the EDHEC ETF Survey 2009, an in-depth pan-European survey on the use of ETFs by European investors. The findings of this survey will be presented at the third ETF and Indexation Summit at EDHEC Institutional Days, to be held in Paris (CNIT La Défense) on 26 and 27 May 2009.

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