April 19-20, 2012 – London

Early bird available before February 20

Drawing on the expertise developed at the EDHEC-Risk Institute, the first part of the seminar equips participants with both the technical and conceptual tools that will allow them to better understand the limits and benefits of different portfolio construction approaches. The second part of the seminar discusses portfolio construction strategies applied in equity portfolio management and alternative indexing strategies.

This exclusive seminar is presented in a highly accessible manner by instructors who combine academic expertise and industry experience. It strikes a balance between exploration of new models and a study of applications.

Seminar Instructors:

Felix Goltz, PhD is Head of Applied Research at EDHEC-Risk Institute. He oversees the institute’s industry surveys and applied research projects on portfolio construction, performance measurement and reporting, and passive investing. He also leads the research and development activities related to the indices developed by the Institute.

Raman Uppal, PhD joined EDHEC Business School as Professor of Finance in 2011. He was formerly Professor of Finance at the London Business School, having previously worked at the University of British Columbia.

Key Learning Benefits:

Understand the limits of various portfolio construction tools

» Review the state of the art in estimating risk parameters

» Review the challenges in estimating expected return parameters and learn about new approaches for estimating expected returns using parametric portfolio

» Review the limits of traditional equity indices

» Discover how to address the challenges in implementing optimised portfolios, in particular, how to manage portfolio liquidity and turnover

» Find out about relative risk concerns when deviating from marketcap weights and discover approaches to manage model risk and peergroup risk

For further information about the event please visit our website

To book a seat, please visit our online store: storelondon.edhec-risk.com

or contact Mélanie Ruiz at EXECeducation@edhec-risk.com

or on: +33 493-187-819