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Executive Education - October 26, 2011

Early bird rates available for New Frontiers in Equity Investing Seminar in New York, January 26-27, 2012

The New Frontiers in Equity Investing Seminar is an intensive two-day course providing participants with both the technical and conceptual tools to better understand the limits and benefits of traditional and alternative equity benchmarks.

Drawing on the expertise developed at the EDHEC-Risk Institute, the first part of the seminar will equip participants with both the technical and conceptual tools that will allow them to better understand the limits and benefits of traditional and alternative equity benchmarks. The second part of the seminar will discuss advanced methods for risk management and performance attribution for equity portfolios.

The event is presented in a highly accessible manner by instructors who combine academic expertise and industry experience.

The programme is intended for investment management professionals who are keen to improve their knowledge of the limits and benefits of traditional and alternative equity benchmarks.


Seminar Instructors:

  • Frank Fabozzi, Professor of Finance at EDHEC Business School.

  • Lionel Martellini, Professor of Finance at EDHEC Business School, Scientific Director of EDHEC-Risk Institute, and Scientific Advisor at EDHEC-Risk Indices & Benchmarks.


Key Learning Benefits:

The seminar will enable participants to:

  • Understand the benefits and limits of alternative equity benchmarks
  • Review the limitations of traditional indices
  • Find out about minimum-variance, equally-weighted, and other forms of benchmarks
  • Discover statistical and fundamental weighting schemes
  • Learn how to use idiosyncratic risk and downside risk to design improved equity indices
  • Discover how to take account of liquidity, transaction costs and tracking error constraints
  • Improve risk management for equity portfolios: from diversification to hedging and insurance
  • Have a better understanding of the use of derivatives in equity portfolio management: risk management, returns management, cost management, and regulatory management
  • From ex-ante to ex-post performance: analyse performance attribution models of equity portfolios.

CFA Institute Continuing Education Credits:

As a participant in the CFA Institute Approved-Provider Programme, EDHEC-Risk Institute has determined that this programme qualifies for 13.5 credit hours. If you are a CFA Institute member, continuing education credit for your participation in this programme will be automatically recorded in your CE Diary. Please see www.cfainstitute.org/ceprogram for more information.


New Frontiers in Equity Investing Seminar: