Sign up for free newsletter

 

EDHEC-Risk Institute Advances in Equity Portfolio Construction

Training : EDHEC-Risk Institute Advances in Equity Portfolio Construction

Thu, 19/04/2012 - 08:00 for three days
Conducted by : EDHEC
Duration : three days
Apply now Visit site

 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


features
Special report
Hedgeweek Special Report: Prime Brokerage 2015

Read how prime brokers of all shapes and sizes are becoming both operational and balance sheet-efficient, and broadening out their product suites for hedge fund managers... »

Special report
Lyxor Asset Management - Why trend-following strategies are back on track

This Hedgeweek Special Report explains not only why managed futures should be reconsidered by investors, but also how a more effective risk allocation strategy can benefit investor portfolios in both correlated and non-correlated markets... »

Article
Christiopher Elvin, Preqin

55% of private equity firms surveyed by Preqin at the end of 2014 stated they would deploy greater levels of capital in 2015, although 39% suggested it is more difficult to find attractive investments. Preqin’s Christopher Elvin comments: ... »

Special report
Cayman Islands Hedge Fund Services 2014

Cayman Islands Hedge Fund Services 2014

Fri, 19/12/2014 - 10:24

With service providers reporting growth in hybrid funds, funds for single investors and bespoke managed accounts, this report examines the regulations and new services being developed in Cayman to tackle the fast-changing offshore funds market... »

Article
Christopher ELvin, Preqin

977 private equity funds held a final close throughout the year raising a total of USD486bn, higher than any annual amount between 2009 and 2012, and on track to match the 2013 total. Preqin’s Christopher Elvin (pictured) reviews a year of private equity fundraising:  ... »

latestjobs
FX Options Trading - NYC - USA

Sat, 31 Jan 2015 00:00:00 GMT

FX Trader, New York City, USA

Sat, 31 Jan 2015 00:00:00 GMT

VP FX Algo Strategy Java Developer

Sat, 31 Jan 2015 00:00:00 GMT

events
2 days 6 hours from now - Kuala Lumpur
6 days 6 hours from now - Las Vagas
1 week 6 hours from now - Florida
specialreports