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Asset Management Education - March 23, 2011

Early bird rates available for CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation Seminar organised in London on 28-30 June and in New York on 12-14 July


CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation Seminar
London, 28-30 June, 2011
New York, 12-14 July, 2011

Early bird rates available.

Jointly organised by CFA Institute and EDHEC-Risk Institute, the Alternative Asset Allocation Seminar is an intensive three-day course that will impart advanced concepts and practical tools for optimal construction and risk management of multi-style multi-class portfolios. It will also enable participants to derive the full benefits of real assets for asset management and asset-liability management (ALM) while controlling for their specific risks.

Presented in a highly accessible manner by a team of instructors with established reputations for bringing together academic expertise and industry experience, the seminar combines exploration of innovative models, concepts, and themes, presentation of state-of-the-art practical tools, and examination of best industry practices.

Seminar instructors:

  • François-Serge Lhabitant, PhD, Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, and Chief Investment Officer at Kedge Capital Fund Management.

  • Bernd Scherer, PhD, Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute.

  • Nicolas Mougeot, PhD, Managing Director and the Global Head of Equity Derivatives and Quantitative Strategy at Deutsche Bank.

  • Euan Sinclair, PhD, Risk Manager for Bluefin Trading, a privately-owned financial services business focused on listed-derivative market-making, proprietary trading, and institutional sales and trading.

  • Michael Underhill, Chief Investment Officer of Capital Innovations, an asset management firm he established in 2007.
Key learning benefits:

The seminar will enable participants to:

  • Understand the risks, return drivers, and conditional return characteristics of hedge funds, commodities, private equity, real estate, and emerging alternative assets.

  • Find out how to build resilient multi-style multi-class portfolios.

  • Learn to use real assets to improve the risk budgets in asset management and ALM programmes.

  • Explore the potential of volatility for portfolio diversification and hedging of downside equity risk.

  • Examine infrastructure investing as an asset class.
For further information about the event please contact Mélanie Ruiz at EXECeducation@edhec-risk.com or on: +33 493-187-819.