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Executive Education - November 24, 2011

Alternative Investments seminar with François-Serge Lhabitant taking place in Singapore on 6-9 February

Fuelled by massive investments on the part of institutions and funds of funds, hedge funds have grown from a cottage industry catering to the needs of private wealth to a two trillion dollar business in which 10,000 managers vie for the attention of global institutional investors.

While assets under management in the hedge fund industry now surpass 2008 levels and investors are keen on upping their commitments to alternative strategies, the global financial crisis has shed light on important areas for progress and the industry is being reshaped by investors’ increased concerns for operational, administrative and risk management issues.

The significance of alternative investments within institutional portfolios is imposing new responsibilities and challenges upon hedge funds, funds of funds and institutional investors.

In this brave new world, asset allocators and their advisors need to develop a solid understanding of the sources of performance and risk drivers of alternative investment strategies. Hedge fund managers need to back-up their claims of value creation with quantitative reports on relative performance and factor exposure while hedge fund administrators and end-investors need to be able to perform such analyses independently.

Understanding and measuring risks, however, are but prerequisites for risk management; institutional investors need to combine quantitative and qualitative approaches to actively manage the liquidity, valuation, and counterparty risks of their hedge fund and managed futures investments.

Finally, as hedge fund allocations can no longer be regarded as marginal, optimally incorporating alternative strategies into institutional portfolios deserves keen attention.

The Alternative Investments seminar, which is aimed at fund of hedge fund managers, investment officers and administrators working for institutional investors, and consultants and key account representatives advising high net worth investors and institutions on hedge fund matters, will notably enable participants to:

  • Understand hedge funds and managed futures
  • Implement modern quantitative analysis of performance and risks
  • Optimise allocation to alternative investments
  • Manage liquidity, valuation and counterparty risks

The seminar is presented in a highly accessible manner by François-Serge Lhabitant, PhD, Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, and Chief Investment Officer at Kedge Capital. François-Serge Lhabitant is responsible for the investment management of the Kedge Capital Funds and investment mandates operated by the Kedge Group. Before joining Kedge Capital, he was a senior executive at UBP where he was in charge of the quantitative analysis and the management of dedicated hedge fund portfolios and prior to that, he was a director at UBS Private Banking Division and Global Asset Management.

For further information about the event, please contact Karen Teo at karen.teo@edhec-risk.com or on +65 6438 0030.