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.



Nithin Thomas

Last week’s news of the ETF Securities’ launch of the first European ETF focused on cybersecurity was greeted by Dr Nithin Thomas, (pictured) founder and CEO of security start-up SQR Systems as ‘excellent news’. ... »

Smart beta

Beverly Chandler

In its latest comment on sectors, Moody’s Investors Service, reports on the rising phenomenon of smart beta and predicts it could lead the way to challenging traditional asset managers.   ... »

Fixed income

Beverly Chandler

Earlier this year saw the launch of a joint venture between Lombard Odier Investment Managers and ETF Securities, which brought Lombard Odier’s fundamental fixed income approach to the ETF world. ... »

Special report
Guide to ETFs for Asset & Wealth Managers

This etfexpress Guide to ETFs, produced specifically for wealth and asset managers, unravels the myriad benefits of including and using ETFs and ETPs within client portfolios... »

Special report
Wealth Adviser Awards 2015

Wealth Adviser Awards 2015

Thu, 21/05/2015 - 13:50

The Wealth Adviser Awards 2015 were determined by the votes of Wealth Adviser's readers, who include wealth managers, IFAs, fund managers, family offices, law firms, accounting firms and other industry professionals. This Special Report includes the full list of winners plus links to video footage of the Awards... »

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

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