Factor Investing in Asset–Liability Management
Professional Investing Series
Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute will discuss how to integrate some of the most significant advances in institutional money management.
Topics: Economics, Investment Management Strategies, Multi-Asset Strategies, Alternative Assets, Passive Management, Portfolio Optimization & Rebalancing Hedge Strategies.
Hosted by CFA Institute
Institutional investors have begun to recognize the importance of risk factors in asset allocation decisions, even though factor investing has had mixed results over the last few years. Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute, has been working to combine the benefits of liability hedging and performance improvement through factor investing. In this webinar, Professor Martellini will explain how to integrate some of the most significant advances in institutional money management.
The webinar is free and open to members and non-members.
If you are a CFA Institute member, you are eligible to record 0.75 PL credits for your participation in this meeting
EDHEC Buisness School
Lionel Martellini s a Professor of Finance at EDHEC Business School and the Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.
Professor Martellini holds Master’s degrees in management (ESCP Europe), economics and statistics (ENSAE), pure mathematics (Paris 6 University), probability and stochastic processes (Paris 6 University), as well as a PhD in finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d’Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.
Professor Martellini is a member of the editorial board of The Journal of Portfolio Management, The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Economist, The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, Goal-Based Investing and is preparing a new textbook on Investment Solutions.
Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.
Caitriona McGuinness is a partner at Mercer Ireland, where she leads both the defined contribution (DC) business and the Irish Mercer Master Trust. She oversees the provision of advice to clients across their defined contribution pension arrangements, including best practice structures for corporate pension plans, investment consulting, plan governance, and engaging members. Ms. McGuinness’s role also involves oversight of Mercer’s Irish delegated DC solution, Mercer Aspire, and contributing to the Mercer Ireland Country Leadership team. She has 18 years of experience in the investment and pension industries. Previously, she worked for 12 years as a senior fund manager at KBC Fund Management in Ireland, specialising in the management of emerging market equities. Ms. McGuinness has served as president of CFA Society Ireland and is a contributor to Irish media, commenting on issues relating to the investment and pension industries. She earned an undergraduate degree in international commerce from National University of Ireland Galway and a master’s degree in financial services from University College Dublin.