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Asset Management Education - November 24, 2009

New sessions of the CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation Seminar organised in London and New York in 2010


Team of instructors to feature EDHEC-Risk Institute's Lionel Martellini and François-Serge Lhabitant, and guest industry lecturers Peter Carr (Bloomberg), Nicolas Mougeot (Deutsche Bank), Russell Read (C Change Investments), and Etienne Rouzeau (Allianz Alternative Asset Management).

Following the success of the inaugural CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation seminar held in London earlier this year, two new sessions of the seminar are being organised during the first quarter of 2010:
  • London: 16–18 March, 2010
  • New York: 30 March–1 April, 2010.

This intensive three-day course aims to impart advanced concepts and practical tools for optimal construction and risk management of multi-style multi-class portfolios. It is designed to enable participants to derive the full benefits of alternative investments for asset management and asset-liability management (ALM) while controlling for their specific risks.

Covering the latest techniques for optimisation of asset allocation and risk management for multi-class portfolios with alternative investments and exploring particularly topical subjects such as volatility as an asset class, green investing as a super-investment theme, and state-of-the-art extreme risk management for funds of funds, the seminar is aimed at investment management professionals who advise on or participate in the design and implementation of asset allocation and risk management policies, and at sell-side practitioners who develop new asset management and ALM solutions for investors.

The Alternative Asset Allocation seminar combines exploration of innovative models, concepts and themes, presentation of state-of-the-art practical tools, and examination of best industry practices. Renowned for blending academic quality and industry relevance, EDHEC-Risk Institute professors Lionel Martellini and François-Serge Lhabitant will look at the state-of-the-art in multi-style multi-class portfolio management and how to optimise the contribution of alternative investments in asset-management and ALM frameworks.

Entitled "New Frontiers in Alternative Asset Allocation", the last day of the seminar will call upon a team of professionals of a very high academic calibre for the sessions. The topic of volatility as an asset class will be explored by Dr Nicolas Mougeot, Global Head of Equity Derivatives and Quantitative Strategy at Deutsche Bank, in London, and by Dr Peter Carr, Head of Quantitative Financial Research at Bloomberg LP, in New York. Dr Etienne Rouzeau, Head of Allocation and Risks with Allianz Alternative Asset Management, will present a case study on extreme risk management of funds of hedge funds. Dr Russell Read, former CIO of CalPERS and Managing Partner of C Change Investments, a private equity firm investing in companies that address resource limits in energy, water, food, air and materials, will enable participants to benefit from his extensive experience in investing in natural resources and clean technologies in order to evaluate the interest of green investing, the different investment vehicles available, and the optimisation of allocation to this key investment theme.

For further information about the CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation seminar, please contact Mélanie Ruiz at melanie.ruiz@edhec-risk.com or on +33 (0)4 93 18 78 19.

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