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Alternative Investments - January 22, 2009

Building and risk managing resilient multi-style multi-class portfolios

Jointly organised by CFA Institute and the EDHEC Risk and Asset Management Research Centre and CFA Institute, the first Alternative Asset Allocation Seminar (London, 17-19 March) will address the current challenges faced by the industry and present new tools and strategies allowing institutional investors to derive the full benefits of alternative investments while controlling for their specific risks.

This intensive three-day course brings together a team of instructors who combine academic expertise and industry experience to help investment managers optimise the construction and risk management of multi-style multi-class portfolios.

François-Serge Lhabitant, PhD, CIO, Kedge Capital and Associate Professor, EDHEC Business School

  • Building resilient multi-style multi-class portfolios, managing class exposure, minimising the liquidity, valuation, and counterparty risks of alternative investments, and implementing portfolio-wide risk management.

Lionel Martellini, PhD, Scientific Director, EDHEC Risk & Asset Management Research Centre

  • Optimising the integration of alternative investments into asset management and ALM: reducing the cost of inflation protection, maximising diversification benefits.
  • Implementing dynamic risk-controlled strategies to optimally displace traditional assets and designing open-ended investment solutions with liquidity, drawdown, and performance constraints.

Nicolas Mougeot, PhD, Managing Director and European Head of Global Equity Derivatives, Deutsche Bank

  • Exploring the potential of volatility for portfolio diversification and hedging of downside equity risk. Surveying volatility products and strategies and assessing their relevance for strategic and tactical asset allocation.

Christophe Reech, Chairman and Founder, Reech Aim Group

  • Understanding property derivatives and examining their hedging, synthetic allocation, and arbitrage uses. Bringing synthetic liquidity to property portfolios.

Etienne Rouzeau, PhD, Director & Head of Allocation and Risks, Allianz Alternative Asset Management

  • Recognising the nature of extreme risks in fund of funds structures and analysing the efficiency and tractability of the various tail-risk hedging strategies.

Register before February 16 to benefit from €1,000 off the seminar fee.

For more information please contact Mélanie Ruiz:


By Electronic Mail:

AMeducation@edhec-risk.com

By Regular Mail:

EDHEC Asset Management Education,
393-400 promenade des Anglais,
P.O. Box 3116,
06202 Nice Cedex 3,
France

By Telephone or Fax:
Tel: +33 (0)4 93 18 78 19
Mob: +33 (0)6 76 08 38 44
Fax: +33 (0)4 93 18 45 54

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