The AFG is setting up the Agoras de la Gestion Financière, to encourage exchanges between practitioners and university researchers. Under the aegis and at the initiative of the Financial Management Commission chaired by Jean François Boulier, this cycle of presentations and discussions of new concepts and new management tools aims to promote the dissemination of the most recent knowledge in investment and portfolio management.
The first Agora will take place on February 10, 2016 and will focus on portfolio construction, in particular correlation estimates and their consequences on asset allocation. Patrice Abry, Director of Academic Research at Vivienne Investissement and Director of Research at CNRS at L’École Normale Supérieure de Lyon, will present work conducted in collaboration with Laurent Jaffrès, President of Vivienne Investissement. The presentation will be followed by a commentary by Raul Leote de Carvalho of BNP Paribas IP.
