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Executive Education - October 26, 2012

CFA Institute/EDHEC-Risk Advances in Equity Portfolio Construction Seminar being held in Singapore in November

The CFA Institute/EDHEC-Risk Advances in Equity Portfolio Construction Seminar in Singapore on November 20-21 will provide the technical and conceptual tools to better understand the limits and benefits of different portfolio construction approaches, and discussing alternative equity index strategies.

Conducted by Raman Uppal, Professor of Finance at EDHEC, and Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, the seminar will enable participants to understand the limits of various portfolio construction tools and find out about the dangers of naively optimised portfolios and the benefits of robust optimisation, while also discovering the objectives and assumptions underlying alternative indices and learning about model selection and hidden risks entailed in the choice of a particular benchmark.

In the face of these recent crises, and given the intrinsic difficulty in generating alpha, the question of the value-added by both active and passive managers has been raised with heightened intensity. Academic and industry research has offered convincing empirical evidence that neither traditional active management based on security selection and market timing nor purely passive management based on market-cap-weighted indices provide investors with efficient risk/reward tradeoffs. The combination of these empirical and theoretical developments has however left investors with a void. While an increasing number of advanced portfolio construction techniques have been proposed by academic research and applied in practice, a host of questions remain regarding how investors can construct portfolios that are both based on sound theoretical and statistical principles and able to address the numerous constraints of the practical portfolio management environment, such as implementation hurdles and peer-group comparisons.

Drawing on the expertise developed at the EDHEC-Risk Institute, the first part of the hands-on seminar equips participants with both the technical and conceptual tools that will allow them to better understand the limits and benefits of different portfolio construction approaches. The second part of the seminar discusses alternative equity index strategies.

The programme is intended for investment management professionals who advise on or participate in the design and implementation of portfolio construction models, and for sell-side practitioners who develop new portfolio construction solutions for investors. The seminar will also be insightful for investment professionals who analyse or decide on the adoption of appropriate model portfolios or benchmarks for equity investments or who are interested in customising their strategic equity benchmark.

For more information, please visit the seminar web page.