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Sovereign Wealth Funds - September 23, 2009

EDHEC-Risk to conduct Risk Management seminar on November 19 as part of the Institutional Investor Government Funds Roundtable in Singapore

Within the framework of the Asia/MidEast Government Funds Roundtable held in Singapore on November 18-19, 2009, Institutional Investor and EDHEC-Risk will be co-organising a Risk Management seminar conducted by Professor Lionel Martellini, Scientific Director of EDHEC-Risk.

The half-day seminar is entitled "Optimal Risk Management for Sovereign Wealth Funds and Other Long-Term Investors" and will draw upon EDHEC-Risk’s most recent research.

Professor Martellini will be discussing the following topics:

  • From Cap-Weighted Indices to Efficient Benchmarks
    What are the implications of the latest advances in modern portfolio theory for the asset allocation practices of long-term investors?

  • Dynamic Risk Budget Management
    How can sovereign investment funds ensure strict respect of risk constraints with dynamic asset allocation?

  • Mean Reversion in Equities after the Crisis
    How can sovereign investment funds take advantage of mean reversion in equity returns while respecting hard constraints in terms of risk?

  • From Completeness Portfolio to Risk Overlay Management
    How to reconcile risk constraints with long-term strategic holdings?
The overall theme of the two-day educational forum organised by Institutional Investor will be Beyond the Crisis: The Investing Challenges National Funds are Facing Now. Beset by declines in trade surplus and equity portfolios and called upon to prop up local economies in the wake of the financial crisis, government funds took a far more conservative investing stance over the past year. But now many are moving into longer-dated Treasuries, establishing joint investing ventures with neighbouring countries and sizing up opportunities in beaten-down financial markets.

Senior officials of the major sovereign wealth and state pension funds have already confirmed their participation in this private Institutional Investor Roundtable, including Temasek, China Investment Corporation, Korea Investment Corporation, GIC Singapore, GPIF Japan, NPS Korea and EPF Malaysia.

A limited number of complimentary invitations to the roundtable are available for high-level representatives of sovereign wealth and government funds.

To register for either the EDHEC-Risk/Institutional Investor Risk Management Seminar or the Institutional Investor Asia/MidEast Government Funds Roundtable, please refer to the official conference page or contact Kathryn Saklatvala.