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 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.


Alt assets research

Germany flag

German private equity

Thu, 17/09/2015 - 13:24

In the face of volatility in the surrounding European continent, Germany has remained relatively stable and attractive to many private equity investors. Here, Preqin provides the latest statistics for German fundraising and deals, as well as details of the largest transactions of 2015 YTD. ... »

Alt assets research

Magnifying glass

In this excerpt from Preqin Investor Outlook: Alternative Assets, H2 2015, we take a closer look at how investors source and select new investment opportunities, based on the results of our interviews with over 100 investors in hedge funds. ... »

Hedge fund ops

Giles Travers, SEI

The business of asset management has grown exponentially more complex over the last decade. As system technology and data management improves, managers are devising ever-new investment strategies to find that elusive source of alpha.  ... »


Richard Ansyet, Intralinks

Over the last 10 years, organisations have undergone a wholesale change in the way they run their businesses. Thanks to cloud-based platforms, wireless Internet, and the proliferation of desktop and mobile device applications, the perimeter of most businesses has moved beyond the four walls of their office. This has revolutionised the way people work: no longer tied to their desks they can be equally as effective aboard an aircraft or sitting next to the beach on vacation.  ... »

Special report
Malta Alternative Investment Fund Services 2015

Read why alternative investment vehicles are lining up to set up in Malta not just as AIFs but also increasingly as AIFMs; the types of of managers and funds using Malta as their springboard into the EU; and, the various structures available to managers... »

IG Credit Trader - Investment Bank

Mon, 05 Oct 2015 00:00:00 GMT

Credit Desk Analyst- Sell Side Investment Bank- NY

Mon, 05 Oct 2015 00:00:00 GMT

Institutional Equity Research Sales- Senior Level

Mon, 05 Oct 2015 00:00:00 GMT

2 hours 8 min from now - London
2 hours 8 min from now - New York
6 days 2 hours from now - New York
1 week 5 days from now - New York