EDHEC-Risk Days Europe 2012
By Peter O'Kelly, Marketing & Communications Manager, EDHEC-Risk Institute
Peter O'Kelly
After the success of the last EDHEC-Risk Institutional Days and EDHEC-Risk Alternative Investment Days, which attracted more than 800 investors and investment professionals from all over Europe and beyond, and in order to better satisfy the requirements of institutional investors, EDHEC-Risk Institute has decided to merge its two annual conferences into a unique three-day event in Europe, the EDHEC-Risk Days Europe, which will take place at the Brewery in London in March 2012 (27-28-29).
EDHEC-Risk conferences allow research results to be compared with the practices and needs of European institutional investment professionals. EDHEC-Risk’s independence, the original approach, which leaves time for both instruction and discussion during the sessions, and the highly selective speaker panel, make EDHEC-Risk Days Europe 2012 the must-attend annual conference for investment professionals who are concerned about maintaining best practices in both technical and conceptual terms. The 2012 edition will be the opportunity for EDHEC-Risk to present an overview of its research on investment processes, and traditional and alternative asset classes.
The conference includes three major events that will allow professionals to review major industry challenges, explore state-of-the art investment techniques and benchmark practices to research advances.
On the first day, the Indexation and Passive Investment Conference will focus on exploring enhanced index and optimal benchmark construction and look at new forms of indices and benchmarks. The conference will also be the occasion to evaluate the use of passive investment vehicles and their impact on the market. Results of an exclusive survey of European asset owners will highlight the latest trends in ETF usage. EDHEC-Risk will present a study looking at how heavy ETF trading affects the pricing and liquidity of the underlying assets while the main roundtable will discuss regulators’ considerations in the light of increasing concerns about the complexity and opacity of ETFs.
On the second day, the Global Institutional Investment Conference will present the results of EDHEC-Risk research on themes of great interest to institutional investors, including risk and regulation, Solvency II benchmarks, hybrid pension plans and inflation-linked corporate bond investing. Like the main roundtable of the conference, it will bring together institutional investors, pension protection organisations and regulators for a debate on protecting investors from the default risk of pension funds or their sponsors.
The third day will be dedicated to the Alternative Investment Conference. This will be an opportunity to discuss with investors and regulators whether the AIFM directive offers better protection for investors. EDHEC researchers will also present their latest results relating to hedge funds and alternative investments. Hedge fund modelling and performance, long-short commodity investing and risk management, idiosyncratic-risk based commodity strategies, high frequency trading, and idiosyncratic volatility hedging for portfolio volatility management will be some of the themes included in the programme.
Further information on the conference can be found here.
Registered delegates from pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and non-financial companies attend free of charge.
To register online, please visit the online registration page.
Should you need any help with your registration, please contact Laura Pensato by email or by telephone: +33(0)4 93 18 78 55.
Sponsorship opportunities for the conference are still available. Do not hesitate to contact Joanne Finlay on +33 (0)4 93 18 78 37 or by email to joanne.finlay@edhec-risk.com to discuss these opportunities further.
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