New Frontiers in Equity Investing Seminar

Category: Business & Economics > Capital Market 26th Jan 2012 - 27th Jan 2012 , 08:30 AM - 05:00 PM

The New Frontiers in Equity Investing Seminar is an intensive two-day course providing participants with both the technical and conceptual tools to better understand the limits and benefits of traditional and alternative equity benchmarks

Asset management is the art and science of designing investment solutions that match investors needs. For more than 50 years, the industry has focused on delivering alpha through security selection as the main source of added-value, based on the assumption that market cap weighted indices were efficient portfolios. This sole focus, which did not fare well during recent market turbulences, has somewhat distracted the industry from another, more significant, source of added value: beta & risk management.

Drawing on the expertise developed at the EDHEC-Risk Institute, the first part of the seminar will equip participants with both the technical and conceptual tools that will allow them to better understand the limits and benefits of traditional and alternative equity benchmarks. The second part of the seminar will discuss advanced methods for risk management and performance attribution for equity portfolios.

The programme is intended for investment management professionals who are keen to improve their knowledge of the limits and benefits of traditional and alternative equity benchmarks.

The seminar will enable participants to:

- Understand the benefits and limits of alternative equity benchmarks

- Find out about minimum-variance, equally-weighted, and other forms of benchmarks

- Discover statistical and fundamental weighting schemes

- Learn how to use idiosyncratic risk and downside risk to design improved equity indices

Instructors:

Frank Fabozzi, Professor of Finance at EDHEC Business School

Lionel Martellini, Professor of Finance at EDHEC Business School, Scientific Director of EDHEC-Risk Institute, and Scientific Advisor at EDHEC-Risk Indices & Benchmarks.