Direct access to content
Building upon the success of the first seminar series, the second edition of the Yale School of Management–EDHEC-Risk Institute Certificate in Risk and Investment Management will start again from January 2016, both in London and New Haven.
An agreement between the European Parliament and the Council of the EU on a Regulation of financial benchmarks was found in the night of November 24 to 25, 2015.
The inaugural EDHEC-Risk Smart Beta Day, organised by EDHEC-Risk Institute in partnership with ERI Scientific Beta, will take place at The Plaza on Fifth Avenue in New York on December 15, 2015. The one-day conference will showcase the latest conceptual advances and research results in smart beta investing.
Any investment process should start with a thorough understanding of the investor problem. Individual investors do not need investment products with alleged superior performance; they need investment solutions that can help them meet their goals subject to prevailing dollar and risk budget constraints.
On Thursday 19 November, 2015, Dr. Frédéric Blanc-Brude, Research Director at EDHEC Risk Institute–Asia, Singapore, will be participating in OECD-Euromoney Long-Term Investment Finance Conference as a panelist in the session on "Infrastructure Investment: Moving from Niche Investment to Mainstream".
Frédéric Ducoulombier, Director, EDHEC Risk Institute – Asia, will be speaking on the topic "From Smart Beta to smart allocation: New approaches to defensive equity investing for insurers" at the 4th Asia Investment Management Summit for Insurance. This event will take place in Hong Kong on 27-28 November 2015.
News from LegalEdhec Research Centre
In a new study entitled “Active Allocation to Smart Factor Indices”, drawn from the eponymous Rothschild & Cie research chair, EDHEC-Risk provides a formal empirical analysis of the benefits of strategic and tactical allocation to multiple equity smart factor indices in a context where relative risk with respect to the cap-weighted indices needs to be explicitly controlled for.
Having learned through the recent crises about the limited payoffs and significant risks of excessive reliance on security asset selection models, investment managers and institutional investors are showing unprecedented interest in asset allocation approaches as sources of performance.
In a new study drawn from the Lyxor research chair on “Risk Allocation Solutions”, EDHEC-Risk examines the relative efficiency of standard forms of practical implementation of the factor investing paradigm based on commonly used factors in the equity, fixed-income and commodity universes.
News from the Research Centre.
In a survey of investment professionals conducted as part of the Amundi ETF & Indexing research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies,” EDHEC-Risk Institute has solicited the specific views of European ETF investors on “smart beta” exchange-traded funds (ETFs). This questionnaire has given rise to a study entitled “Investor Interest in and Requirements for Smart Beta ETFs.”
Frédéric Ducoulombier, Business Development Director Asia ex-Japan and the Middle East at ERI Scientific Beta, has been invited to speak on smart beta at The Asset ETF Asia Summit 2015 in Taiwan on 7 July, 2015.