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EDHEC Business School

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CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar

du 6 mars 2012 au 8 mars 2012
Between 06/03/2012 08:30 AM and 08/03/2012 05:00 PM

The Advances in Asset Allocation seminar is an intensive three-day course that will provide participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management. The seminar will also equip them with practical tools to improve asset allocation and risk management processes, implement novel investment management approaches, and develop new products.

The first part of the seminar focuses on bridging the gap between portfolio theory and portfolio construction to achieve efficient risk diversification. The second part of the seminar shifts from static risk diversification to dynamic risk hedging and focuses on the design of optimal allocation strategies for investors endowed with long-term liability or consumption objectives. The final part of the seminar shows how to account for regulatory, accounting, and other short-term constraints, which requires implementing risk insurance, in addition to risk diversification and risk hedging.
 
The seminar is presented in a highly accessible manner by Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute, an instructor who combines academic expertise and industry experience. It strikes a balance between exploration of new models and a study of applications.
 
Further details about the seminar are available here.
 
Type :
Séminaire
Contact :
Joanne Finlay
Lieu(x) :
Intercontinental San Francisco, 888 Howard Street, San Francisco, CA - 94103 United States

Finance


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