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Presentation of Investment & Pensions Europe<br />
(IPE) supplement “<strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> Research<br />
Insights”<br />
<strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> and Investment & Pensions<br />
Europe (IPE) have established a partnership to<br />
produce a special editorial supplement to provide IPE<br />
readers with insights into the latest developments in<br />
institutional investment research.<br />
At a special presentation held in London on April<br />
18, Noël Amenc, Director, <strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong>, and<br />
Liam Kennedy, Editor, Investment & Pensions Europe,<br />
presented the IPE <strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> Research<br />
Insights supplement and discussed research-based<br />
solutions to some of the key challenges currently<br />
facing institutional investors.<br />
The Spring 2011 issue of Investment & Pensions<br />
Europe <strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> Research Insights may<br />
be downloaded here. In this issue, <strong>EDHEC</strong>-<strong>Risk</strong>’s<br />
researchers look at two of the key challenges facing<br />
institutional investors today: selecting the right<br />
benchmark for passive investment and holding a<br />
portfolio that provides an optimal risk-return tradeoff.<br />
Additional articles address the optimal design<br />
of debt programmes for corporates and the optimal<br />
dynamic asset allocation for sovereign assets given<br />
different drivers of economic risks as well as varying<br />
levels of debt. Finally, we report the results of separate<br />
European surveys of institutional investors on<br />
exchange-traded funds and indices, both equity and<br />
fixed-income.<br />
Summary:<br />
• Alternative weighting schemes: conditions for<br />
optimality<br />
• Efficient indexation: an alternative to cap-weighted<br />
indices<br />
• Indices in institutional investment management:<br />
results of a European survey<br />
• Institutional investors’ views on exchange-traded<br />
funds<br />
• Inflation-linked corporate bonds and the optimal<br />
design of debt programmes<br />
• Integrated approach to sovereign wealth risk<br />
management<br />
Forthcoming Events<br />
Private Equity Seminar:<br />
• Private Equity and Investment Returns over the<br />
Last 30 Years<br />
May 10, 2011 – London, United Kingdom<br />
Private Equity and Investment Returns<br />
over the Last 30 Years<br />
I N V I T A T I O N<br />
May 10, 2011 - 10 Fleet Place - London<br />
A special presentation of the conclusions of a recent<br />
study conducted by Professor Florencio Lopez de<br />
Silanes that examines the determinants of private<br />
equity returns using a newly constructed worldwide<br />
database of 7,500 investments made over thirty years.<br />
For further information, or to register for the above<br />
seminar, please contact Séverine Anjubault at<br />
severine.anjubault@edhec-risk.com or on +33<br />
(0)4 93 18 78 63.<br />
Executive Seminars:<br />
• New Forms of Passive Equity Investing Seminar<br />
May 17, 2011 – Zurich, Switzerland<br />
May 18, 2011 – San Francisco, United States<br />
May 26, 2011 – Amsterdam, The Netherlands<br />
June 15, 2011 – Copenhagen, Denmark<br />
A seminar, exclusively reserved for institutional<br />
investors, drawing on the expertise developed at<br />
<strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> to equip participants with both<br />
the technical and conceptual tools enabling them to<br />
better understand the limits and benefits of traditional<br />
and alternative equity benchmarks.<br />
• CFA <strong>Institute</strong>/<strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> Alternative<br />
Asset Allocation Seminar – London<br />
June 28-30, 2011, London, United Kingdom<br />
<strong>Institute</strong><br />
<strong>EDHEC</strong>-<strong>Risk</strong> <strong>Institute</strong> <strong>Partner</strong> <strong>News</strong> - Issue nº 5 - April 2011 - 13 -