Five faculty members featured in CFA Institute Take 15 Series
Executive MSc in Risk and Investment Management core faculty members Noël Amenc, Lionel Martellini, Felix Goltz, François Lhabitant, and Bernd Scherer recently participated in the CFA Institute Take 15 Series. The Take 15 Series is a continuing series of short interviews with leading practitioners on timely topics focused on the investment profession.
 | Executive MSc core faculty member and EDHEC-Risk Institute Scientific Director Professor Lionel Martellini kicked the series off with a discussion of the Institute’s views on the future of investment management and the central role of risk management therein. He emphasised that risk management was not to be confused with risk measurement, shed light on the links between asset allocation and risk management, and explained how risk diversification, risk hedging, and risk insurance should be combined. Professor Amenc discussed EDHEC-Risk Institute’s work on the asset/liability management approach to private wealth management; Doctor Goltz, Head of Applied Research at EDHEC-Risk Institute, explained why cap-weighted equity indices were not efficient and how to design better benchmarks; Professor Lhabitant drew on his academic research and professional experience as a fund-of-hedge-fund manager to describe hedge fund due diligence in a post-Madoff world; and Professor Scherer discussed the asset allocation policies of sovereign wealth funds sourced by oil revenues. These video interviews were recorded in London on the occasion of the CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, and of the EDHEC-Risk Institute Alternative Investment Days. The sessions can be downloaded in video and audio format. More… For further information on the EDHEC-Risk Institute Executive MSc in Risk and Investment Management or to register for an information session, please contact Mélanie Ruiz: E-mail: melanie.ruiz@edhec-risk.com
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