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CFA Institute / EDHEC-Risk Institute Alternative Asset Allocation Seminar (New York)

Training : CFA Institute / EDHEC-Risk Institute Alternative Asset Allocation Seminar (New York)

Tue, 30/03/2010 - 09:00 for 3 days
Conducted by : EDHEC
Contact : Mélanie Ruiz
Duration : 3 days
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This intensive three-day course will impart advanced techniques for optimal construction and risk management of multi-style multi-class portfolios.

30 March-1 April, 2010 - New York

Early bird available before February 1st

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 alternative investments 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.

Seminar Instructors:

•François-Serge Lhabitant, PhD, Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, Professor of Finance at the University of Lausanne, and Chief Investment Officer at Kedge Capital. 

•Lionel Martellini, PhD, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute. 

•Peter Carr, PhD, Head of Quantitative Financial Research at Bloomberg LP. 

•Russell Read, PhD, Senior Managing Partner of C Change Investments, a private equity firm investing in companies that address resource limits in energy, water, food, air and materials, and former Chief Investment Officer of CalPERS. 

•Etienne Rouzeau, PhD, Director, and Head of Allocation and Risks with Allianz Alternative Asset Management (AAAm), the fund of hedge fund operation of Allianz Global Investors. 

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 alternative investments to improve the risk budgets in asset management and LDI programmes.

•Explore the potential of volatility for portfolio diversification and hedging of downside equity risk.

•Examine green investing as a super-investment theme.

•Review best industry practices in the fields of extreme risk management.


For further information about the event please visit our website


To book a seat, please visit our online store: or contact Mélanie Ruiz at or on: +33 493-187-819



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