Webinars
Forthcoming webinars
Past webinars
“Bond Portfolio Optimization”, organised by EDHEC-Risk Institute, in partnership with OSTRUM Asset Management.
EDHEC-Risk starts with the key challenges involved in bond portfolio optimization and Otrum Asset Management follows up with a discussion on how to introduce active views in the context of bond portfolio optimization.
By Lionel Martellini, Professor of Finance, EDHEC Business School and Director, EDHEC-Risk Institute and Nathalie Pistre, Head of Quantitative Research, Support and Development at Ostrum Asset Management.
In partnership with
“Mass-Customization of Goal-Based Investment Solutions: The New Frontier in Digital Wealth Management Services” Webinar on 6 September 2017, 6.00pm CEST”, organised by the Retirement Income Industry Association (RIIA).
Existing financial products marketed as “retirement investment solutions” do not meet the needs of future retirees in securing their essential goals of minimum levels of replacement income (focus on safety) while generating a relatively high probability of achieving their aspirational goals, expressed in terms of target levels of replacement income (focus on performance). Meaningful solutions should combine safety and performance to meet this dual objective.
By Lionel Martellini, Professor of Finance, EDHEC Business School and Director, EDHEC-Risk Institute.
“Stress Testing with Bayesian Nets and Related Techniques”, part of the Regulation Digital Week organised by RiskMinds, on 5 September 2017, 3.00 pm CET
This webinar was part of RiskMinds Regulation Digital Week, 4-8 September 2017.
Extracting business value from the stress testing process.
- How to deal with the dimensionality curse
- How to propagate “stressed views” on a handful of risk factors to a complex portfolio
- How to make the stressed scenario consistent with the normal market conditions
- How to carry out sensitivity analysis
By Riccardo Rebonato, Professor of Finance, EDHEC Business School and Member of EDHEC-Risk Institute.
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
