What are the latest research advances in asset allocation, distinguishing between true innovations and mere marketing claims?
CFA Institute and EDHEC Business School are collaborating to initiate a seminar — called Advances in Asset Allocation Seminar — exploring state-of-the-art investment management. They plan to sponsor the event annually.
The inaugural seminar will take place March 19-21 at The Dorchester hotel in London, teaming CFA Institute, the Charlottesville, Va.-based worldwide associating of investment professionals, with EDHEC, the Nice, France-based European center for applied research in asset allocation.
The seminar will bring together academics and practitioners. Speakers will include Bernd Scherer, managing director and global head of quantitative structured products at Morgan Stanley Co. in London, who will discuss optimal portfolio construction in a world that does not conform to the tenets of modern portfolio theory; Lionel Martellini, professor and scientific director of the EDHEC Risk and Asset Management Research Centre, who will review the potential of alternative classes and apply dynamic risk budgeting techniques to the design of long-only absolute-return funds and new liability-driven investment products; and Noël Amenc, professor and director of the EDHEC Risk and Asset Management Research Centre, who will examine fundamental indexes and present new forms of benchmarks and indexes.
