EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking 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 and Smart Beta 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 Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale 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 Volatility Research 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 EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute EDHEC-Risk Smart Beta Day Amsterdam 2017, Amsterdam, 21 November, 2017 EDHEC-Risk Smart Beta Day North America 2017, New York, 6 December, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Advances in Asset Allocation Blended Learning Programme 2017-2018 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, New Haven, 5-7 February, 2018 Investment Management Seminars Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
Asset Allocation Asset Management Seminar 15-16 October, 2002 - Hotel Le Royal, Luxembourg From Active Asset Allocation to Performance Presentation Standards
A seminar organised by Misys Asset Management Systems with the participation of Noël Amenc, Professor of Finance at the EDHEC Business School.

Despite repeated evidence that asset allocation accounts for a very large proportion of a portfolio return, the industry has never stopped favoring stock picking as the preferred form of active investment strategy.

Today, active asset allocation represents a real challenge to meet new needs of UHNWI and HNWI.

In this seminar, we will attempt to rehabilitate the importance of active asset allocation in the investment process. We will review the benefits of traditional and alternative style management and provide evidence that optimal strategic and tactical asset allocation strategies are likely to significantly enhance the risk-adjusted performance of a multi-style multi-class portfolio.

We will then see the increased importance of performance measurement in this process.

Finally, we will explain how the evolution of the Global Investment Performance Standards (GIPS®) has led to the rapid acceptance by many banks of a global framework for performance measurement.

The Global Investment Performance Standards, sponsored locally by ALGAFI and ALFI, are voluntary ethical standards to be used by investment managers for creating performance presentations that ensure fair representation and full disclosure. Global standardization of investment performance reporting will allow investors to compare investment managers on a global level and will allow investment managers to compete for new business in foreign markets.

Programme

Tuesday 15th October, 2002 - French session
Dedicated to Banks
(refer to English session, Wednesday 16th October, 2002 - 14:30 to 17:15)


Wednesday October 16, 2002 - English session
Dedicated to Professionals in the Finance Sector


08:30-08:45
Introduction

Pierre Servais, Branch Manager, Luxembourg

08:45-09:30
Concepts, Methods and Results of Active Asset Allocation

Noël Amenc, Professor at Edhec Business School

09:30-10:15
Tactical Asset Allocation and "Apollo for Private Wealth Management"

James Meadows - Renaud Barbier; Consultant - Business Development, Misys

10:30-11:15
Performance Measurement and GIPS Compliance

Laurent Fedrigo, President, GIPS Commission, ALFI; Audit Partner, PricewaterhouseCoopers

11:15-12:00
New Business Models to Meet Investment Management Industry Challenges

Michel Thil, Managing Partner, Mazars Luxembourg


Wednesday October 16, 2002 - English session
Dedicated to Banks


14:30-14:45
Introduction

Prof. Dr.Yves Wagner, President, ALGAFI; Director Asset Management, Banque Générale du Luxembourg

14:45-15:30
Concepts, Methods and Results of Active Asset Allocation

Noël Amenc, Professor at Edhec Business School

15:30-16:15
Tactical Asset Allocation and "Apollo for Private Wealth Management"

James Meadows - Renaud Barbier; Consultant - Business Development, Misys

16:30-17:15
Performance Measurement and GIPS Compliance

Laurent Fedrigo, President, GIPS Commission, ALFI; Audit Partner, PricewaterhouseCoopers
Event Details
  When   Between 15/10/2008 02:30 PM and 16/10/2008 12:00 AM
Where   Hotel Le Royal, 12 boulevard Royal, Luxembourg
 
Contact Details
  Name  
Phone  
 
Attachments
  Full details