London, 28-30 June, 2011
New York, 12-14 July, 2011
Early birds available.
Jointly organised by CFA Institute and EDHEC-Risk Institute, the Alternative Asset Allocation Seminar is an intensive three-day course that will impart advanced concepts and practical tools for optimal construction and risk management of multi-style multi-class portfolios. It will also enable participants to derive the full benefits of real assets for asset management and asset-liability management (ALM) while controlling for their specific risks.
Presented in a highly accessible manner by a team of instructors with established reputations for bringing together academic expertise and industry experience, the seminar combines exploration of innovative models, concepts, and themes, presentation of state-of-the-art practical tools, and examination of best industry practices.
•François-Serge Lhabitant, PhD, Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, and Chief Investment Officer at Kedge Capital Fund Management.
• Bernd Scherer, PhD, Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute.
• Nicolas Mougeot, PhD, Managing Director and the Global Head of Equity Derivatives and Quantitative Strategy at Deutsche Bank
• Euan Sinclair, PhD, Risk Manager for Bluefin Trading, a privately-owned financial services business focused on listed-derivative market-making, proprietary trading, and institutional sales and trading.
• Michael Underhill, Chief Investment Officer of Capital Innovations, an asset management firm he established in 2007
Key Learning Benefits:
The seminar will enable participants to:
•Understand the risks, return drivers, and conditional return characteristics of hedge funds, commodities, private equity, real estate, and emerging alternative assets.
•Find out how to build resilient multi-style multi-class portfolios.
•Learn to use real assets to improve the risk budgets in asset management and ALM programmes.
•Explore the potential of volatility for portfolio diversification and hedging of downside equity risk.
• Examine infrastructure investing as an asset class.
For further information about the event please contact Mélanie Ruiz at EXECeducation@edhec-risk.com  or on: +33 493-187-819