Sign up for free newsletter

 

Advances in Equity Portfolio Construction Seminar

Training : Advances in Equity Portfolio Construction Seminar

Tue, 12/02/2013   for 2 Days
Conducted by : EDHEC-Risk Institute
Contact : Mélanie Ruiz
Duration : 2 Days
Apply now Visit site

 Seminar Outline: 

Jointly organised by CFA Institute and EDHEC-Risk Institute, the Advances in Equity Portfolio Construction Seminar aims to provide investment practitioners with the tools to better understand the limits and benefits of different portfolio construction approaches, and to discuss alternative index strategies.
This exclusive event 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, Head of Applied Research, EDHEC-Risk Institute 
Raman Uppal, Professor of Finance, EDHEC Business School
 
Key Learning Benefits:
The seminar will enable participants to:
Understand the limits of various portfolio construction tools; find out about the dangers of naively optimised portfolios and the benefits of robust optimisation.
Review the state of the art in estimating risk parameters; discover how to achieve robustness of risk parameter estimates, and how to capture the dynamics of risk parameters.
Review the challenges in estimating expected return parameters and learn about new approaches for estimating expected returns using parametric portfolios, risk-based estimation, and estimates implied from option prices.
Study the limits of traditional equity indices; find out about the minimum-variance benchmark, equally-weighted benchmark, fundamentals-based weighting schemes and other new forms of indices; discover the objectives and assumptions underlying alternative indices and learn about model selection and hidden risks entailed in the choice of a particular benchmark.
Discover how the different steps in alternative equity index construction methodologies contribute to investment outcomes. Understand alternative construction approaches for defensive equity strategies and fundamentals-based equity strategies.
Investigate relative risk concerns when deviating from market-cap weights and explore approaches to manage model risk and peer-group risk.
 
Course Fees:
Standard rate: EUR2,700 
Early bird rate available before January 13
CFA Institute Member rate: EUR2,025
 
Further Information and Registration:
For further information about the event please visit our webpage: or contact Mélanie Ruiz at EXECeducation@edhec-risk.com or on: +33 493-187-819
 
Continuing Education Credits
As a participant in the CFA Institute Approved-Provider Programme, EDHEC-Risk Institute has determined that this programme qualifies for 13 credit hours. If you are a CFA Institute member, continuing education credit for your participation in this programme will be automatically recorded in your CE Diary.
 


features
Special report
Hedgeweek Special Report: The Bahamas – How it continues to evolve its funds industry

The Bahamas is taking steps to raise its profile as an attractive funds centre, continuing to build out the popular SMART Fund model template to provide a range of solutions for investment managers, plus its new ICON structure designed to appeal specifically to Brazilian investment managers and advisers.... »

Special report
How to Access Europe using third party AIFMs

Read how managers seeking to distribute in Europe can appoint a third party AIFM (or ManCo), and the fund distribution benefits this can bring, both for new fund launches and redomiciled funds... »

Article

Fund managers and investors are in a tug-of-war over the issue of transparency. Once content with a performance update, basic valuation and general market commentary, Limited Partners (LPs) are now digging deeper, asking more questions and requiring more information from General Partners (GPs) than ever before. ... »

Comment
Richard Hoey, BNY Mellon

Global gross domestic product (GDP) growth should accelerate somewhat in 2015 and 2016 from the pace of the last three years because of much lower oil prices, the avoidance of special drags on the world economy, and continuing easy monetary policies from global central banks, according to  BNY Mellon Chief Economist Richard Hoey. Hoey (pictured) made the comments in his February outlook.  ... »

latestjobs
Algorithmic Trading Developer - C++, Linux, Python

Fri, 24 Apr 2015 00:00:00 GMT

Senior Project Manager – Data Governance

Fri, 24 Apr 2015 00:00:00 GMT

Java Programmer – Credit Derivatives, Front Office

Fri, 24 Apr 2015 00:00:00 GMT

events
6 hours 59 min from now - Grand Caymen
1 day 6 hours from now - New York
1 day 6 hours from now - Wiesbaden
2 days 6 hours from now - California
3 days 6 hours from now - London
specialreports