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Risk EDHEC-Risk International Risk Management Seminar Series 5 November, 2010 - Hong Kong
Paradigm Shifts in Investment Management: Why Risk Management Adds Value in Asset Management

A considerable share of the research work carried out by EDHEC-Risk Institute in recent times has been devoted to the challenges facing institutional investors in general, and pension funds in particular.

One of the key points of EDHEC-Risk’s research has been to show that the traditional asset management approaches based on the diversification of risks and relatively static forms of asset allocation were not optimal and did not allow efficient risk management to be implemented. The challenge facing institutional investors and asset managers is to shift from a portfolio management logic to a risk management logic.

At a special lunchtime presentation organised in Hong Kong with the support of CFA Institute, Professor Lionel Martellini, PhD, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute, will be giving a detailed and reasoned summary of the institutional investment research carried out by the research centre in recent times and pointing towards the developments that can be expected over the next few years in the light of advances in academic research.

Programme

12:00-12.30pm
Registration - Drinks Reception

12:30-12:35pm
Welcome address and introduction
Ashvin P. Vibhakar, PhD, CFA, Managing Director, Asia-Pacific Operations, CFA Institute

12:35-13.40pm
Paradigm Shifts in Investment Management: Why Risk Management Adds Value in Asset Management
Lionel Martellini, PhD, Scientific Director, EDHEC-Risk Institute
  • From Modern Portfolio Theory to Asset Management: Towards optimal risk diversification
  • From Asset Management to Asset-Liability Management: Towards optimal risk hedging
  • From Asset (Liability) Management to Risk and Asset (Liability) Management: Towards optimal risk insurance
  • From Asset Management Products to Investment Solutions
13.40-14.00pm
Question & Answer Session
Event Details
  When   Between 05/11/2010 12:00 PM and 05/11/2010 02:00 PM
Where   Mandarin Oriental, Hong Kong
 
Contact Details
  Name   Séverine Anjubault
E-mail   severine.anjubault@edhec-risk.com
Phone   +33 (0)4 93 18 78 63
 
Attachments
  Programme