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We are very delighted to announce that Professor Riccardo Rebonato, a specialist in interest rate risk modelling with applications to bond portfolio management and fixed-income derivatives pricing, has joined EDHEC-Risk Institute on May 2, 2016. He also joined the EDHEC Faculty.
The conference included three major events allowing investment professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to research advances.
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey of 180 European ETF investors, conducted as part of the Amundi ETF, Indexing & Smart Beta research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies”.
Smart beta solutions, factor investing, multi-asset risk allocation, infrastructure, and hedge fund investing are among the topics to be presented at the EDHEC-Risk Days 2016 conference at The Brewery in London on March 15-16 next.
EDHEC Business School (EDHEC) has launched a new research unit, called the EDHEC Infrastructure Institute-Singapore (EDHECinfra), dedicated to reducing the knowledge gap that has been preventing the trillion-dollar infrastructure investment industry from becoming a major asset class for institutional investors.
EDHEC Risk Institute has been conducting research for several years on the possibility of reconciling financial and environmental performance.
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.