Advances in Asset Allocation Seminar
18−20 May 2010
The Raffles
Singapore
In partnership with EDHEC−Risk Institute and hosted by CFA Singapore
About the Program
Having learned through the recent crises about the limited payoffs and significant risks of excessive reliance on asset selection models, investment managers and institutional investors are showing unprecedented interest in asset allocation approaches as sources of performance. This seminar offers a unique opportunity to gain an in-depth appreciation of the concepts and techniques that will shape the future of investment management. It will equip you with practical tools to improve asset allocation and risk management processes and implement novel investment approaches that will set you apart in this increasingly competitive market environment.
During this intensive seminar, participants will:
- Learn to address estimation issues and model shortcomings to optimize portfolio construction in a world that does not conform to the tenets of modern portfolio theory
- Explore enhanced index construction, optimal benchmarks, and efficient indices and hear research-based insights into the performance of alternative weighting schemes for equity indicies
- Review the latest advances in asset−liability management and discover new cost-efficient approaches to inflation hedging
- Gain insight into optimal risk budgeting techniques in the context of core–satellite investing
- Examine dynamic risk management techniques and discover a new framework for blending active management and risk control
| Download the Advances in Asset Allocation (PDF) brochure |
| Earn 20 CE credits |
| About EDHEC−Risk Institute |
| Please contact us for more information |
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
Regulatory authorities
Research firms
Sovereign wealth funds