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Portfolio Management - February 18, 2011

Raman Uppal giving presentation on "New Approaches for Portfolio Construction" on March 8 in London




At a special presentation to be held in London on March 8, Raman Uppal, Professor of Finance at EDHEC Business School, and Member of EDHEC-Risk Institute, will be drawing on his recent research to explain how to use more efficient constraints and prices of other assets, such as financial options, to optimise construction of stock portfolios.


During the presentation entitled, "New Approaches for Portfolio Construction", Professor Uppal will examine the following topics:

• Modern portfolio theory: Strengths and weaknesses
• Current models of portfolio selection: Performance out-of-sample
• New approaches for portfolio construction: Using better constraints
• New approaches for portfolio construction: Using information in stock-option prices

Professor Uppal’s research specialises in portfolio selection, asset pricing, and risk management. He has published widely in leading journals such as the Journal of Finance, the Review of Financial Studies, and Management Science. He previously worked at London Business School and at the University of British Colombia and is a former Co-Director of the Financial Economics programme of the Centre for Economic Policy Research (CEPR). Raman Uppal received a B.A in Economics from Delhi University, followed by a Masters, an MBA and a PhD from the Wharton School of the University of Pennsylvania in the USA.

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