Latest EDHEC-Risk Surveys
Indexes and Benchmarking
FTSE EDHEC-Risk Efficient Index Series
FTSE EDHEC-Risk ERAFP SRI Index
EDHEC-Risk Alternative Indexes
EDHEC-Risk IEIF Commercial Property Indices
Hedge Fund Index Research
Equity Index Research
Amundi ETF "Core-Satellite and ETF Investment" Research Chair
EDHEC-Risk Institute Solvency II Benchmarks
Performance and Risk Reporting
Hedge Fund Performance
EuroPerformance/EDHEC-Risk Institute Style Ratings
Performance Measurement for Traditional Investment
CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair
Asset Allocation and Alternative Diversification
Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair
Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair
Newedge "Advanced Modelling for Alternative Investments" Research Chair
CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project
Asset Allocation and Derivative Instruments
Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project
SGCIB "Structured Investment Strategies" Research
ALM and Asset Allocation Solutions
ALM and Private Wealth Management
AXA Investment Managers "Regulation and Institutional Investment" Research Chair
BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair
Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair
Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair
Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" Research Chair
Russell Investments "Solvency II" Research Chair
Non-Financial Risks, Regulation and Innovations
Best Execution: MiFID and TCA
Mitigating Hedge Funds Operational Risks
FBF "Innovations and Regulations in Investment Banking" Research Chair
All EDHEC-Risk Publications
EDHEC-Risk Position Papers
IPE EDHEC-Risk Institute Research Insights
Events organised by EDHEC-Risk Institute
"Investing in Smart Beta" European Seminar Series: Frankfurt (14 June, 2013), Vienna (28 June, 2013)
"Investing in Smart Beta" European Seminar Series: Stockholm (17 June, 2013), Oslo (18 June, 2013), Helsinki (19 June, 2013)
"Investing in Smart Beta" North American Seminar Series: San Francisco (2 July, 2013)
"Investing in Smart Beta" European Seminar Series: Zurich (4 July, 2013)
"Smart Beta 2.0" North American Seminar Series: Boston (9 July, 2013), New York (10 July, 2013), Toronto (11 July, 2013), San Francisco (23 July, 2013)
"Investing in Smart Beta" European Seminar Series: London (10 July, 2013)
EDHEC-Risk Days North America 2013, New York, 8-9 October, 2013
Events involving EDHEC-Risk Institute's participation
Research Chairs and Strategic Research Projects
International Advisory Board
EDHEC-Risk Press Releases
EDHEC-Risk in the Press
EDHEC Risk Institute-Asia
EDHEC Business School
EDHEC-Risk Executive Education
EDHEC-Risk Institute PhD in Finance
Investment Management Seminars
Advanced Commodity Investment Seminar, New York, 29-30 May, 2013
CFA Institute/EDHEC-Risk Advances in Asset Allocation Seminar, London, 4-6 June, 2013
CFA Institute/EDHEC-Risk Advances in Asset Allocation Seminar, New York, 16-18 July, 2013
Execution and Trading on Equity Markets - The New Landscape Seminar, Singapore, 31 July, 2013
Contact EDHEC-Risk Executive Education
ERI Scientific Beta
EDHEC-Risk Days North America 2013
8-9 October, 2013 - New York, United States
Bringing Research Insights to
EDHEC-Risk Institute is one of the leading international academic research centers; its mission is to build bridges between the academic and professional communities by informing the industry of the latest research in asset management and by exchanging views on all relevant topics of the day.
EDHEC-Risk Institute has a research team in the United States and a research partnership with Princeton University. There are 500,000 US-based recipients of our research, and several hundred North American finance professionals have received formal training from EDHEC-Risk Institute over the past five years. At the inaugural EDHEC–Princeton Institutional Money Management Conference in New York on 27 April, 2012, EDHEC-Risk Institute and Princeton University’s experts presented more than 150 financial industry representatives with the most recent results from their research projects focusing on major issues for institutional investment management.
In the middle of the last decade, the EDHEC-Risk Institute launched a series of research conferences targeted at the financial services industry which have now become a point of reference in Europe.
With the internationalization of its activities, EDHEC-Risk is launching a North American-focused investment conference for institutional investors, traditional and alternative investment managers and policy-makers. The event will take place in New York on October 8-9, 2013 at the Crowne Plaza, Times Square, Manhattan.
Organized by an academic research center for the benefit of professionals, EDHEC-Risk Days North America will present the research conducted by EDHEC-Risk Institute and discuss it with the institutional investor and fund manager communities.
As such, the Institute wishes to enable participants at EDHEC-Risk Days North America 2013 to have access to the latest in the application of academic research and to debate and discuss these issues with researchers who not only have cutting-edge knowledge of analytical and research methods in finance but are also fully aware of the consequences of these methods for the financial industry.
The event will include two major conferences allowing professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to research advances.
On the first day, the Indexation and Passive Investment Conference will focus on equity investment management, incorporating portfolio construction and risk management, indexing and passive investment, and equity structured products. The conference will also be the occasion to evaluate the use of passive investment vehicles and their impact on the market. Results of exclusive surveys of European, Asian and North American asset owners will highlight the latest trends in ETF usage. The roundtable will address questions about regulation and governance linked to the development of new indices.
On the second day, the Global Institutional Investment Conference will focus on global asset allocation and alternative investment for institutional investors and private wealth managers. It will present the results of EDHEC-Risk research on themes of great interest to institutional investors, including the construction of new liability-hedging portfolios for institutional investors, the convergence between long-only investment and hedge funds, new research on infrastructure investing, liability-hedging portfolios and risk allocation.
Tuesday 8 October, 2013: 07:30-18:00
Indexation and Passive Investment Conference
Roundtable: Governance and Transparency of Indices
• Understanding regulation: the accuracy of track records; the transparency and governance of indices
• What level of transparency do investors expect?
• What is needed, in terms of regulation, to improve the quality of indices?
• Presentation of a survey carried out by EDHEC-Risk Institute
The Development of Passive Investment in North America, Asia & Europe
• How are the new forms of indices perceived by institutional investors?
• What are the consequences, in terms of asset allocation, of the multiplication of new forms of beta?
• What is the role of indices in this search for new benchmarks?
• Presentation of the results of EDHEC-Risk ETF Surveys in North America, Asia & Europe
Morning stream sessions
• Choose your Smart Beta: How to Appreciate the Performance and Risks of New Forms of Equity Benchmarks
• PhD Forum
• Can Track Records of Indices be Trusted?
Sponsor-led sessions presenting technical innovations in the use of passive investment
Afternoon stream sessions
• What are the New Methods of Investing Passively in Commodities?
• PhD Forum
• Investing in Low Volatility Strategies
From Asset Allocation to Risk Reporting
• The limits of traditional concentration measurements and portfolio diversification
• Improved techniques for measuring diversification using risk contribution approach
• How to measure and report the portfolio exposure to uncorrelated factors
Wednesday 9 October, 2013: 07:30-18:00
Global Institutional Investment Conference
What if the Regulation of Long-Term Investors were not as Costly as they Think? - Reconciling Long-Term Optimal Investing Strategies with Short-Term Funding Risk Constraints
• Using insurance and not hedging to optimally manage short-term constraints
• Benefitting from mean-reversion in equity returns
• Reducing the opportunity costs of short-term constraints
Hedging Long-Term Inflation-Linked Liabilities without Inflation-Linked Instruments
• Inflation risk versus liability risk: Measuring the true impact of inflation risk within liability risk
• Expected inflation risk versus realised inflation risk
• Diversifying versus hedging expected inflation risk in nominal bond portfolios
Sponsor-led sessions presenting best practices into the key themes of institutional asset management
Afternoon stream sessions
• Infrastructure Debt for Institutional Investors
• The Convergence Between Long-Only Investment and Hedge Funds
• Commodity Prices: Does Speculation Matter?
• Fixed-Income Return Attribution Analysis
• Infrastructure Equity: Long-Term Investment and Time Consistency
From Asset Allocation to Risk Allocation
• From asset allocation to risk allocation: Beyond risk parity and equal risk contribution
• Measuring the effective number of bets
• Managing diversification to risk factors
The final program will be made available during May 2013 when registrations will open.
Registration & Payment
Cancellation Policy: Given the moderate conference fee, we do not accept cancellations; invoiced sums will remain payable in full. If a registered delegate is unable to attend, a substitute delegate from the same organisation is welcome at no extra charge.
|Delegate Category||Delegate Fee|
Early bird rate delegate fee until 31 July, 2013
Standard rate 2 days delegate fee
Investor rate: pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and financial executives from non-financial companies should contact: email@example.com or +33 493 187 837 for registration
- The registration fee includes buffet lunch, refreshments and full conference documentation. Delegates may be refused admission if payment is not received prior to the conference.
- Conference documentation designed by EDHEC Business School will be made available online to all delegates.
- EDHEC-Risk Institute reserves the right to alter the program without notice.
Payment is required before the date of the conference. Registration will be confirmed once payment has been received. Payment can be made by credit card.Registrations will open during May 2013.
Global Event Partners:
The Concept: Research for Business
With EDHEC-Risk Days North America 2013, the Institute has created a new type of conference in the region that is aimed at providing professionals with state-of-the-art applied research in investment and risk management. This unique research is produced by the professors and researchers from EDHEC-Risk Institute, the premier asset management research center in Europe.
EDHEC-Risk Days North America will allow research results to be compared with the practices and needs of investment professionals in the North American region. This conference will focus predominantly on Indexation and Passive Investment issues.
The program will include 30 speakers and panelists who will be both academics and professionals. EDHEC has considerable experience with internationally renowned speakers.
Our independence and academic orientation, the conference format leaving time for both instruction and discussion, and the highly selective speaker panel combine to make EDHEC-Risk Days North America 2013 the must-attend conference for investment professionals who are concerned about maintaining best practices in technical and conceptual terms.
To ensure the exclusivity of the event, EDHEC-Risk Institute has decided to invite selected delegates to the event; they will be assessed by the Institute to ensure they add value to the conference.
The program format has a mix of plenary sessions, stream sessions, and workshops presented by our sponsors to cater to the needs and interests of institutional investors and asset allocators and infuse interaction and dialogue among financial professionals.
For further information concerning sponsorship of the event, please contact:
Tel.: +33 (0)4 93 18 78 37
|EDHEC-Risk Alternative Indexes: Apr 2013 (Estimates)
|EDHEC-Risk IEIF Commercial Property: April 2013