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FTSE EDHEC-Risk Efficient Index Series
FTSE EDHEC-Risk ERAFP SRI Index
EDHEC-Risk Alternative Indexes
EDHEC IEIF Quarterly Commercial Property Index (France)
Hedge Fund Index Research
Equity Index Research
Amundi ETF, Indexing & Smart Beta "ETF and Passive Investment Strategies" Research Chair
Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair
Index Regulation and Transparency
ERI Scientific Beta
Performance and Risk Reporting
Hedge Fund Performance
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
Sociιtι Gιnιrale Prime Services (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
Lyxor "Risk Allocation Solutions" Research Chair
Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair
Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair
Non-Financial Risks, Regulation and Innovations
Risk and Regulation in the European Fund Management Industry
Index Regulation and Transparency
Best Execution: MiFID and TCA
Mitigating Hedge Funds Operational Risks
FBF "Innovations and Regulations in Investment Banking" Research Chair
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IPE EDHEC-Risk Institute Research Insights
AsianInvestor EDHEC-Risk Institute Research Insights
P&I EDHEC-Risk Institute Research for Institutional Money Management
Events organised by EDHEC-Risk Institute
JOIM-Oxford-EDHEC Retirement Investing Conference, Oxford, 11-13 September, 2016
Events involving EDHEC-Risk Institute's participation
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EDHEC Risk Institute-Asia
EDHEC Business School
EDHEC-Risk Executive Education
Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management
Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, London, 27-29 June, 2016
Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, New Haven, 11-13 July, 2016
Investment Management Seminars
CFA Institute/EDHEC-Risk Advances in Asset Allocation Seminar, New York, 13-15 July, 2016
Contact EDHEC-Risk Executive Education
ERI Scientific Beta
EDHEC PhD in Finance
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. In 2012, EDHEC-Risk Institute signed two strategic partnership agreements with the Operations Research and Financial Engineering department of Princeton University to set up a joint research programme in the area of risk and investment management, and with Yale School of Management to set up joint certified executive training courses in North America and Europe in the area of investment management. At the second EDHECPrinceton Institutional Money Management Conference in New York on 3 April, 2013, EDHEC-Risk Institute and Princeton Universitys 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 indexing and risk diversification, portfolio construction and risk management and smart beta investment. The conference will also be the occasion to evaluate the use of passive investment vehicles and their impact on the market. Results of exclusive indexing surveys will compare the latest usage of indices and investor perceptions. The roundtable will address questions about transparency 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 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 study 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 Index 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: Constructing an Observable Regime Indicator for Asset Allocation
Sponsor-led sessions presenting technical innovations in the use of passive investment:
Smart Beta 2.0, organised by ERI Scientific Beta
Afternoon stream sessions
What are the New Methods of Investing Passively in Commodities?
PhD Forum: Pricing Real Options in the Oil & Gas Value Chain
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
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
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
Sponsor-led sessions presenting best practices into the key themes of institutional asset management:
Smart Beta Diversification, organised by ERI Scientific Beta
Volatility Harvesting: Why Does Diversifying and Rebalancing Create Portfolio
Growth?, organised by Parametric
Extracting Alpha from Hedge Funds: Value Beyond Performance, organised by Lyxor Asset Management
Afternoon stream sessions
Towards an Infrastructure Equity Beta?
The Convergence Between Long-Only Investment and Hedge Funds
EDHEC-Risk Institute PhD in Finance Information Session
Clarifying the Impact of Speculators and Financial Investors on Commodity Markets
Fixed-Income Return Attribution Analysis
Infrastructure Debt: Who is Afraid of Construction Risk?
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
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 10 August, 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
Register on-line for two day attendance:For enquiries, please contact firstname.lastname@example.org.
- 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.
Frequently asked questions.
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: March 2016
|EDHEC IEIF Quarterly Commercial Property: March 2016