- The AFG and EDHEC-Risk Institute have announced the creation of a new digital outreach initiative entitled “Financial Risk Management as a Source of Performance.”This partnership will aim to emphasise the importance of financial risk management as a main source of added-value in asset management, and to showcase the expertise of French asset managers in this area through a series of digital outreach projects.
- More specifically, the Financial Risk Management as a Source of Performance digital outreach project is designed to provide an international forum for the presentation of technical and conceptual challenges involved in the design of innovative forms of investment solutions, building upon expertise developed within the French investment management industry. The general idea is to combine academic presentations, to set the stage at the conceptual and technical levels, and presentations made by asset managers, who will emphasise how the concepts translate in actual investment implementation.
- Press release announcing the creation of the research chair (September 2017)
Download the first video broadcasted on BOND PORTFOLIO OPTIMIZATION :
Lionel Martellini, Director of EDHEC-Risk starts with the key challenges involved in bond portfolio optimization and Nathalie Pistre, Head of Quantitative Research, Support and Development at Ostrum Asset Management follows up with discussion on how to introduce active views in the context of bond portfolio optimization.