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Indexes & Benchmarking Efficient Equity Indices and Benchmarks North American Seminar Series June 2011 - Washington DC, Toronto, Chicago, Austin, Los Angeles
Optimal use of equity indices and benchmarks by institutional investors

At special presentations to be held throughout North America in June 2011, Vijay Vaidyanathan, President of EDHEC Risk Indices & Benchmarks—North America, drawing on research from EDHEC-Risk Institute’s ‘Indices & Benchmarking’ research programme, will be exploring enhanced index and optimal benchmark construction and looking at new forms of indices and benchmarks.

Since 2001, EDHEC Risk Institute has structured its work on asset allocation and risk management. Now regarded as a premier centre for applied financial research, it plays a noted role in furthering asset allocation concepts and techniques and systematically highlighting their practical uses to the investment management industry.

At this seminar, Vijay Vaidyanathan will notably be returning to the basics of portfolio theory, addressing the key issue of the optimal use of indices and benchmarks in institutional investment, and recalling that the goal for the rational investor is to achieve the best risk/reward ratio possible.

By reviewing the limitations of traditional indices, Vijay Vaidyanathan will also discuss the improved ‘efficient’ equity indices and benchmarks designed by the research team at EDHEC-Risk Institute and explain how these enhanced indices and benchmarks can be applied in practice.

  • Registration

  • Presentation: Efficient Equity Indices & Benchmarks
    Vijay Vaidyanathan, President, EDHEC Risk Indices & Benchmarks—North America
    • Rehabilitating the Tangency Portfolio: Construction Methodology and Conceptual Background
    • Improving Efficiency in Practice: Addressing Tracking Error, Liquidity and Turnover Constraints
    • Applications: Existing Indices and Benchmarks using EDHEC-Risk’s Efficient Approach
    • Empirical Results

  • Question & Answer Session

Dates & Venues
  • June 13, 2011 – Washington
    Venue: Grand Hyatt Hotel, 1000 H Street NW, Washington DC 20001, United States

  • June 14, 2011 – Toronto
    Venue: Sheraton, 123 Queen Street West, Toronto, Ontario M5H 2M9, Canada

  • June 16, 2011 – Chicago
    Venue: Marriott Downtown Magnificent Mile, 540 North Michigan Avenue, Chicago, Illinois 60611, United States

  • June 20, 2011 – Austin
    Venue: Four Seasons Hotel, 98 San Jacinto Boulevard, Austin 78701-4039, United States

  • June 22, 2011 – Los Angeles
    Venue: Sheraton, 711 South Hope Street, Los Angeles, CA 90017, United States
Event Details
  When   Between 13/06/2011 08:30 AM and 22/06/2011 11:30 AM
Where   Washington, Toronto, Chicago, Austin, Los Angeles
Contact Details
  Name   Laysa Khider
E-mail   laysa.khider@edhec-risk.com
Phone   +33 493 183 496
  Washington seminar programme
  Toronto seminar programme
  Chicago seminar programme
  Austin seminar programme
  Los Angeles seminar programme