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Frank Fabozzi has been awarded the James R. Vertin Award by the CFA Institute Research Foundation, a not-for-profit organization that sponsors independent research for investors and investment professionals around the world.
Any investment process should start with a proper understanding of investors' problems. Individual investors, just like institutional investors, do not need investment products with alleged superior performance. They need investment solutions that could help them meet their goals subject to a number of monetary and risk budget constraints.
Fixed-income investing, factor-based investment strategies, smart beta and multi-index allocation, infrastructure, commodities and hedge fund investing are among the topics to be presented at the EDHEC-Risk Days 2015 conference at The Brewery in London on March 24-25 next.
Rothschild & Cie and EDHEC-Risk Institute have announced the creation of a new research chair at EDHEC-Risk Institute entitled “Active Allocation to Smart Factor Indices.”
The success or failure of satisfying investors’ objectives does not critically depend upon the stand-alone performance of a particular fund nor that of a given asset class. It depends instead upon how well the performance of the investors’ portfolios dynamically interacts with the risk factors impacting the present value of investors’ goals as well as the present value of non-tradable assets and future income streams, if any.
A new EDHEC-Risk Institute publication entitled “Risk Allocation, Factor Investing and Smart Beta: Reconciling Innovations in Equity Portfolio Construction,” drawn from the Amundi ETF & Indexing research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies,” shows that it is possible to reconcile the performance of smart beta with control over the risk of the investment.
A new paper entitled “Unlisted Infrastructure Debt Valuation and Performance Measurement”, drawn from the Natixis research chair at EDHEC-Risk Institute on the “Investment and Governance Characteristics of Infrastructure Debt Instruments,” proposes the first academically robust, yet operationally implementable valuation and risk measurement framework for illiquid infrastructure debt.
Nikolaos Tessaromatis, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, recently participated in the 2014 European Financial Management Association Conference, organised in Rome on 25-26 June, 2014, where he presented his paper entitled, "Global Portfolio Management Under State Dependent Multiple Risk Premia", co-authored with Timotheos Angelidis.
On-line reviews are frequently used by consumers to make a judgment on products before purchase. The number of these reviews and the scope of their influence have increased lately due to the spread of social media such as Facebook and Twitter.
Latest research argues that the Australian superannuation industry could be further strengthened by the development of an industry-led reporting standard and certification scheme.
EDHEC Business School is proud to announce that Professor Monique Valcour has won the 2014 Rosabeth Moss Kanter Award for her contribution to the field of study related to work-family balance.
In a new study entitled “Towards Conditional Risk Parity – Improving Risk Budgeting Techniques in Changing Economic Environments”, drawn from the Lyxor research chair on “Risk Allocation Solutions,” EDHEC-Risk Institute develops a conditional approach to risk parity, which contrasts with standard unconditional risk parity portfolios based on historical volatility estimates.