Advances in Asset Allocation Seminar
12−14 May 2009
Grand Hyatt New York
New York, New York, USA
In partnership with EDHEC Business School
About the Program
This joint seminar with EDHEC Business School will equip participants with practical tools to improve asset allocation processes, implement novel investment management approaches, and develop new products. It addresses estimation issues and model shortcomings to optimize portfolio construction in a world that does not conform to the tenets of modern portfolio theory. It explores enhanced index construction, optimal benchmarks, and efficient indices and imparts research-based insights into the performance of Fundamental Index® strategies and socially responsible investing. It looks at the benefits of alpha-beta separation, explores optimal risk budgeting techniques in the context of core-satellite investing, and applies them to the implementation of portable beta and portable alpha strategies and the design of long-only absolute return funds and novel liability driven investment solutions. It concludes with a review of the latest advances in asset-liability management.
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Earn 20 CE credits / Get credit for other designations |
| About EDHEC Business School |
Who Should Attend
Functions
Chief executive officers / Managing directors
Chief investment officers / Directors of investments
Head of asset allocation / investment strategy / ALM
Head of investment solutions / structuring / financial services
Portfolio managers
Risk managers
Senior analysts and investment officers
Senior investment advisers / consultants
Senior research officers
Institutions
Asset management companies
Consultancies
Insurance and reinsurance companies
Investment banks
Non-financial companies
Pension funds, endowments, and foundations
Private banks
Research firms
Sovereign wealth funds
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