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Asset Allocation
Edhec Asset Management Days 2005
21st-22nd April, 2005 - Geneva, Switzerland

The Best of Both Worlds:
Where Academics and Practitioners Meet

*** Click here to view the Edhec Asset Management Days documentation ***
What answers can research give to the questions that institutional investors are asking themselves?
- New Frontiers in Asset Management
Separating out alpha and beta management, or how does one optimise the costs, risk management and performance of the portfolio through a core-satellite approach? Are indices the right support for strategic allocation? What is the place of structured products in asset allocation?
- Using Hedge Funds in Institutional Investors' Portfolios
Hedge fund diversification, from a sell-side to a buy-side perspective. Do hedge funds have alphas? How does one optimise the alternative diversification of the portfolio within the framework of active-passive investment management? How does one measure and manage the risks of hedge funds?
- Risk Management
What progress has been made in the area of risk management? How does one optimise the management of the risk budget? Return-Based Style Analysis: how does one analyse the risk of a portfolio without knowing its contents? The implementation of positive tracking error insurance strategies.
- New Trends in Funds Ratings
A need for new ratings - what are the goals of fund ratings? What uses can ratings be put to in multimanagement? Can quantitative performance analysis be used as a basis for selecting alpha managers?
- Best Operations
When good performance comes from best execution of operations. How does one measure the operational efficiency of the investment process?
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Edhec will be organising an annual European conference devoted to the asset management industry. This conference will be hosted each year in a European financial capital. In 2005, Edhec Asset Management Days will take place in Geneva.
This event is the natural next step on from our first Edhec Hedge Fund Day, which was organised on May 13th 2004 in London. Edhec Hedge Fund Day allowed more than 600 professionals and sophisticated investors to learn from and debate with academics. The audience ranged from private and institutional investors to hedge fund and fund of hedge fund managers from 13 countries.
The goal of the Edhec Asset Management Days is to present investment management professionals, institutional investors, private bankers and asset managers with the results of the research carried out by Edhec in the area of asset allocation and risk management.
In view of our academic background, it is not about organising an umpteenth sales conference where the speakers in turn deliver excessively brief messages that they do not have the time to discuss thoroughly, but about genuinely transmitting expertise on and debating current themes proposed by the Edhec research team.
This year, the overall theme developed in the first Edhec Asset Management Days will be the new frontier in asset management. This theme will include the major topics covered in our various research programmes such as:- Indices and benchmarking
- Risk management
- Alternative diversification
- Fund ratings
The Edhec Asset Management Days 2005 will take place on the 21st and 22nd of April at the Hotel President Wilson in Geneva.
The conference will be structured around two major parts:- Day 1: Plenary sessions and dedicated streams - from 8:45am to 7:00pm
- Day 2: Workshop sessions - from 8:45am to 5:00pm
The intensive first day will conclude with a drinks reception that will follow the announcement of the first Europerformance-Edhec European fund ratings.
Attendance at the event will be by personal invitation only. To request registration please contact Carolyn Essid by email.
Platinum sponsors:

Special gold sponsors:
Sponsors:
Media partners:

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