Boston, 26-27 June 2012 – An intensive two-day seminar providing participants with both the technical and conceptual tools to better understand the limits and benefits of traditional and alternative equity benchmarks, and discussing advanced methods for risk management and performance attribution for equity portfolios.

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 event is presented in a highly accessible manner by instructors who combine academic expertise and industry experience.

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.

Seminar 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.

Key Learning Benefits:
The seminar will enable participants to:

• Understand the benefits and limits of alternative equity benchmarks
   
• Review the limitations of traditional indices
   
• Find out about minimum-variance, risk-parity, and other forms of benchmarks
   
• Discover statistical and fundamental weighting schemes
   
• Learn how to take account of liquidity, transaction costs and tracking error constraints
   
• Improve risk management for equity portfolios: from diversification to hedging and insurance
   
• Have a better understanding of the use of derivatives in equity portfolio management: risk management, returns management, cost management, and regulatory management
   
• Analyse performance attribution models of equity portfolios

For further information about the event please click here

To book a seat, please visit our online store: store.edhec-risk.com or contact Mélanie Ruiz at EXECeducation@edhec-risk.com or on: +33 493-187-819