EDHEC-Risk Institute Partner News

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• IPE (16/03/2011) EDHEC unveils Risk Indices & Benchmarks spin-off “(…) EDHEC Business School has launched a company to promote its indices, hoping its unique weighting methodology will appeal to passive investors. EDHEC- Risk Indices & Benchmarks (ERIB) will be a separate entity from the business school, allowing it to retain its independence. Talking exclusively to IPE, professor Noël Amenc, director of EDHEC-Risk Institute and chairman of the new group, said that while patenting research was not their main interest, it was to their benefit to reap the rewards of the school’s established brand name and the research conducted. Amenc said other indices applied an “ad-hoc“ approach and that the academic research conducted by EDHEC as a foundation for the benchmarks would serve investors well. (…)“ Copyright IPE • Global Money Management (12/04/2011) EDHEC Opens In London ”(...) EDHEC-Risk Institute, the premier European centre for financial research and its application to the industry, has opened a London office to mark the launch of EDHEC Risk Institute–Europe. With the support of the financial Industry, EDHEC Risk Institute–Europe aims to continue to be the leading academic institution fostering innovation and high professional standards in the investment industry. The opening of the London office follows the launch of EDHEC Risk Institute–Asia in Singapore in January. Professor Noël Amenc, director of EDHEC- Risk Institute, said EDHEC Risk Institute–Europe “will serve as a platform for the continued generation and dissemination of academic insights into the key investment management issues of practical relevance to European investors and financial institutions.” He added that over the past 10 years, in partnership with progressive financial institutions, “our team of professors, engineers and support staff have implemented research programmes and chairs focusing on asset allocation and risk management.” The benefit of a London presence brings the firm closer to many of the financial institutions it collaborates with and it will aim to further strengthen its record of pursuing academic excellence, he continued. (…)“ Copyright Global Money Management (Institutional Investor) 4. Appointments EDHEC-Risk Institute is pleased to announce the following appointments. Three new distinguished members to its international advisory board: • Mr. Tomas Franzén, Chief Investment Strategist, AP2 - Andra AP-fonden Tomas Franzén currently holds a position as Chief Investment Strategist at the Second Swedish National Pension Fund – AP2, in Gothenburg. AP2 is one of four buffer-funds within the recently reformed Swedish national pay-as-you-go pension system. As Chief Investment Strategist, Tomas is responsible for issues related to Investment Policy and Strategic Asset Allocation. AP2 has USD 30bn in assets under management invested in a broad-based global portfolio of public and private assets. Tomas is a member of the Executive Committee at AP2. • Mr. Jaap van Dam, Managing Director Investment Strategy, PGGM As Managing Director Strategy, Jaap van Dam is responsible for the Strategic Asset Allocation and the Investment Plan for the clients of PGGM Investments. He is member of the ALM, Investment and Allocation Committees of PGGM Investments and member of the Front Office Management Team. Jaap is a member of the ICPM Research Committee and the Investment Board of the Dutch Society of Industry Pension funds (VB). EDHEC-Risk Institute Partner News - Issue nº 5 - April 2011 - 8
• Mr. Stuart Lewis, Chief Credit Officer and Deputy Chief Risk Officer, Deutsche Bank Stuart Lewis was appointed Chief Credit Officer and Deputy Chief Risk Officer in December 2006. He joined Deutsche Bank in June 1996. Before assuming his current function, Stuart held the role of Global Head of Loan Exposure Management Group (LEMG) since July 2005. Prior to that, from July 2003, Stuart headed the European function of LEMG. Stuart’s history with Deutsche Bank includes the roles of Deputy Chief Credit Officer of CIB within Credit Risk Management and a member of the Group Risk Committee. Stuart has previously been Chief Credit Officer for Asia and a member of the Bank’s Group Credit Committee from 1996 to 1998. • Frank Fabozzi, acclaimed author and eminent international expert, to join EDHEC in August 2011 as Professor of Finance based in New York Analysis, and Operations Research. He has been the Editor of the Journal of Portfolio Management for twenty-five years and sits on the editorial or advisory boards of seven other journals. He co-developed a model for the valuation of interest rate sensitive claims that is used by major financial institutions and, in 2002, was inducted into the Fixed Income Analysts Society’s Hall of Fame for his lifetime contributions to the advancement of fixed-income analysis and portfolio management. He has edited or authored over one hundred finance books, three of which were co-authored with the late Franco Modigliani and two of which co-edited with Harry Markowitz. He is the eponymous manager of an authoritative series of finance books for practitioners and academics. In 2007, the CFA Institute honoured him with the C. Stewart Sheppard Award for his outstanding contribution to the education of professional investors. He advises financial institutions and US government agencies and is on the board of directors of the BlackRock family of closed-end funds. He holds a MA and PhD in Economics from the City University of New York and is a Chartered Financial Analyst and a Certified Public Accountant. EDHEC-Risk Institute is very pleased to announce that Professor Frank Fabozzi will be joining EDHEC Business School in August 2011. Frank Fabozzi is currently Professor in the Practice of Finance and Becton Fellow at the Yale School of Management, having previously been Visiting Professor of Finance and Accounting at the MIT Sloan School of Management. His recent research focuses on quantitative finance and investment management, with emphasis on mortgage- and asset-backed securities and structured products, and risk measurement, modelling, and management. He has published close to two hundred scientific articles and his research has appeared in leading journals, including Econometric Theory, the Journal of Economic Dynamics and Control, the Journal of Finance, the Journal of Financial and Quantitative 5. First Quarter Activity Highlights Events EDHEC-Risk Institute organised a number of conferences and seminars in Europe, North America and Asia during the first quarter of 2011, details of which may be found below: Event Name Event Type Venue Date EDHEC-Risk Alternative Investment Days 2011 Conference London 05/04/11-06/04/11 Advances in Asset Allocation Seminar New York Singapore EDHEC-Risk Indices & Benchmarks Seminar on Equity Indices Paradigm Shifts in Investment Management: Why Risk Management Adds Value in Asset Management "How to (or how not to) manage money: New approaches for portfolio construction" presentation 08/03/11-10/03/11 29/03/11-31/03/11 Seminar New York 07/02/11 Seminar New York Boston 08/02/11 09/02/11 Seminar London 08/03/11 EDHEC-Risk Institute Partner News - Issue nº 5 - April 2011 - 9
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