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EDHEC-Risk Institute Partner News

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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 -

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