New session announced for the long-running flagship seminar on Advances in Asset Allocation on 15-17 May, 2017 in London
The renowned Advances in Asset Allocation Seminar is an intensive three-day course that will provide participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management.
Cutting-edge concepts will be discussed and illustrated using Excel spreadsheets that delegates can take away.
This exclusive event, presented in a highly accessible manner, will take place in London on May 15-17, 2017. The course will be led by Professor Lionel Martellini, a seasoned instructor who combines academic expertise and industry experience.
Each afternoon of the seminar is dedicated to integrative case studies providing practical applications in both the institutional and individual money management contexts, drawing examples from asset-only and asset-liability management perspectives.
This seminar will enable participants to:
- Bridge the gap between modern portfolio theory and practical portfolio construction to build stable models.
- Understand optimal benchmark construction and its application to smart index construction.
- Understand state-of-the-art ALM and LDI.
- Use dynamic beta management, risk budgeting, and dynamic core-satellite allocation to refine investment management and risk management processes and design new investment solutions.
For further information and registration, please contact Caroline Prévost, EDHEC-Risk Institute at EXECeducation@edhec-risk.com or on +33 493 183 496.