Direct access to content

EDHEC Business School

Version
Française

Advanced research

Master of Science in Risk and Asset Management

You are here : MSc in Risk & Asset Management > Curriculum > Core Courses

Module 5 - Asset Management


Twenty years of academic and professional research have shown that the average fund manager under-performs the index. A paradigm change is now taking place, accelerated by several years of down markets that have emphasized the weakness of current practices.
 Drawing on the expertise developed at the Edhec Risk and Asset Management Research Centre, this course equips participants with tools that will allow them to lead change and improve the investment process. It introduces the modern approach to portfolio management that advocates a clear separation between a passively managed core portfolio and one or more very actively managed satellites.
The course then studies the challenges involved in portfolio optimisation with specific emphasis on the need for enhanced estimates of risk and expected returns. It reviews various quantitative techniques used in active asset management, and concludes with a discussion of portfolio performance evaluation.

Written by DELPHINE DUFIET
Date of update June 4, 2008

[ Top of the page ]

Programmes : Theseus-EDHEC MBA - EDHEC Grande Ecole - Master in Management - MSc in Finance - MSc in Capital Markets - MSc in Corporate Finance - MSc in Risk and Asset Management - MSc in Accounting & Management Control - MSc in Strategic Management - MSc in Marketing Management - Bachelor ESPEME - PhD in Finance
Executive Education : EDHEC Executive - Executive MBA - IMARISC - Cycle Supérieur de Management (CSM) - CEVE (BADGE CIF, Conseil en Investissements financiers) - Séminaires - Intras - EDHEC Asset Management Education
EDHEC Corporate : Discover EDHEC - History - Campuses - Recruitment - Media - Research Centres - Chairs - EDHEC Foundation
Contact : Contact us