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Portfolio Management "How to (or how not to) manage money: New approaches for portfolio construction" presentation 8 March, 2011 - London, United Kingdom
At a special presentation in London on March 8, Raman Uppal, Professor of Finance at EDHEC Business School, and Member of EDHEC-Risk Institute, will be drawing on his recent research to explain how to use more efficient constraints and prices of other assets, such as financial options, to optimise construction of stock portfolios.

Programme
  • 8:00am
    Registration (welcome coffee)

  • 8.30am
    Presentation: "New Approaches for Portfolio Construction"
    Raman Uppal, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute
    • Modern portfolio theory: Strengths and weaknesses
    • Current models of portfolio selection: Performance out-of-sample
    • New approaches for portfolio construction: Using better constraints
    • New approaches for portfolio construction: Using information in stock-option prices

  • 10.00am
    Question & Answer Session
About the Speaker

Professor Uppal’s research specialises in portfolio selection, asset pricing, and risk management. He has published widely in leading journals such as the Journal of Finance, the Review of Financial Studies, and Management Science. He previously worked at London Business School and at the University of British Colombia and is a former Co-Director of the Financial Economics programme of the Centre for Economic Policy Research (CEPR). Raman Uppal received a B.A in Economics from Delhi University, followed by a Masters, an MBA and a PhD from the Wharton School of the University of Pennsylvania in the USA.
Event Details
  When   Between 08/03/2011 08:00 AM and 08/03/2011 10:30 AM
Where   EDHEC Risk Institute—Europe, 10 Fleet Place, Ludgate, London EC4M 7RB, United Kingdom
 
Contact Details
  Name   Severine Anjubault
E-mail   severine.anjubault@edhec-risk.com
Phone   +33 493 187 863
 
Attachments
  Programme