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Executive Education - January 21, 2011

Next editions of the popular "Advances in Asset Allocation" seminar organised in New York and Singapore in March


The next sessions of the Advances in Asset Allocation seminar will be held in New York on 8-10 March and in Singapore on 29-31 March.

The seminar, organised in conjunction with CFA Institute, is an intensive three-day course providing participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management. It will also equip them with practical tools to improve asset allocation and risk management processes, implement novel investment management approaches, and develop new products.

Designed and conducted by Lionel Martellini, Scientific Director of EDHEC-Risk Institute, it strikes a balance between exploration of new models and a study of applications.

The first part of the seminar focuses on bridging the gap between portfolio theory and portfolio construction to achieve efficient risk diversification. The second part of the seminar shifts from static risk diversification to dynamic risk hedging and focuses on the design of optimal allocation strategies for investors endowed with long-term liability or consumption objectives. The final part of the seminar shows how to account for regulatory, accounting, and other short-term constraints, which requires implementing risk insurance, in addition to risk diversification and risk hedging.

The programme is intended for investment management professionals who advise on or participate in the design and implementation of asset allocation policies and portfolio models and for sell-side practitioners who develop new asset management and ALM solutions for investors.

For further information, please contact Mélanie Ruiz at EXECeducation@edhec-risk.com or on +33 (0)4 93 18 78 19.