Equity Indices & Benchmarks Seminar Series

Transcription

1 Equity Indices & Benchmarks Seminar Series Optimal use of equity indices and benchmarks by institutional investors I N V I T A T I O N Düsseldorf, Vienna, Zurich, Geneva, Amsterdam, Paris, Brussels, Stockholm Institute with the support of

2 Equity Indices & Benchmarks Seminar Series At a series of seminars throughout Europe, Felix Goltz, Head of Applied Research at EDHEC Risk Institute and Noël Amenc, Director of EDHEC Risk Institute, drawing on research from the centre s Indices & Benchmarking research programme, will be exploring enhanced index and optimal benchmark construction and looking at new forms of indices and benchmarks. Since 2001, EDHEC Risk Institute has structured its work on asset allocation and risk management. Now regarded as a premier centre for applied financial research, it plays a noted role in furthering asset allocation concepts and techniques and systematically highlighting their practical uses to the investment management industry. At this seminar, Felix Goltz and Noël Amenc will notably be drawing a distinction between indices and benchmarks, addressing the key issue of the optimal use of indices and benchmarks in institutional investment, and explaining the importance of a good index in asset management and asset-liability management. By reviewing the limitations of traditional indices, Felix Goltz and Noël Amenc will also discuss the improved efficient equity indices designed by the research team at EDHEC Risk Institute and present the FTSE EDHEC Risk Efficient Index Series.

3 Germany 27 April Düsseldorf 8:00-10:30 Breidenbacher Hof Hotel - Düsseldorf Austria 5 May Vienna 8:00-10:30 Sacher Hotel - Vienna Switzerland 18 May Zurich 17:30-21:00 Baur au Lac Hotel - Zurich 20 May Geneva 8:00-10:30 President Wilson Hotel - Geneva Netherlands 9 June Amsterdam 17:30-19:15 InterContinental Amstel Hotel - Amsterdam France 10 June Paris 8:00-10:30 Georges V Hotel - Paris Belgium 11 June Brussels 8:00-10:30 Metropole Hotel - Brussels Sweden 16 June Stockholm 8:00-10:30 Grand Hotel - Stockholm

4 Programme Registration - Welcome Coffee and Tea Presentation Equity Indices & Benchmarks* Felix Goltz, Head of Applied Research, EDHEC Risk Institute Noël Amenc, Director, EDHEC Risk Institute > Introduction: difference between an index and a benchmark > Conceptual and pragmatic shortcomings of cap-weighted indices > New forms of efficient equity indices and presentation of the FTSE EDHEC Risk Efficient Index Series Question & Answer Session *For Düsseldorf, Vienna and Zurich, please note that this presentation will be given in German. The slides will be in English. Der Vortrag wird in deutscher Sprache gehalten.

5 Participation Please register with Severine Anjubault Tel.: EDHEC Risk Institute is part of EDHEC Business School, one of Europe s leading business schools and a member of the select group of academic institutions worldwide to have earned the triple crown of international accreditations (AACSB, EQUIS, Association of MBAs). Established in 2001, EDHEC Risk Institute has become the premier European centre for applied financial research. In partnership with large financial institutions, its team of 47 permanent professors, engineers and support staff implements six research programmes and ten research chairs focusing on asset allocation and risk management in the traditional and alternative investment universes. The results of the research programmes and chairs are disseminated through the three EDHEC Risk Institute locations in London, Nice and Singapore. EDHEC Risk Institute validates the academic quality of its output through publications in leading scholarly journals, implements a multifaceted communications policy to inform investors and asset managers on stateof-the-art concepts and techniques, and forms business partnerships to launch innovative products. Its executive education arm helps professionals to upgrade their skills with advanced risk and investment management seminars and degree courses, including the EDHEC Risk Institute PhD in Finance and the EDHEC Risk Institute Executive MSc in Risk and Investment Management. Institute EDHEC-Risk Institute promenade des Anglais BP Nice Cedex 3 France EDHEC Risk Institute Europe New Broad Street House - 35 New Broad Street London EC2M 1NH United Kingdom EDHEC Risk Institute Asia 57#12 Republic Plaza 9 Raffles Place Singapore