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Alternative Investments EDHEC Alternative Investment Days 2008 9-10 December, 2008 - London, UK
Bringing Academic Insights to Alternative Investment

The EDHEC Alternative Investment Days are organised by an academic research centre for the benefit of professionals.

The conference aims to present the applied research conducted by the EDHEC Risk and Asset Management Research Centre and leading pension fund managers and to discuss its results with the institutional investor and fund manager communities.

The event is structured to appeal to institutional investors, alternative investment managers, and policy-makers.

The first part of the conference addresses the central issues driving the hedge fund industry today while the second half looks at the importance of alternative investments in institutional portfolios and surveys the latest trends in the wide range of alternative classes and strategies.

In order to encourage interaction, plenary sessions at the EDHEC Alternative Investment Days are complemented by limited enrolment streams and workshops that allow in-depth exploration of special themes.



Programme

Hedge Funds Summit

Tuesday, 9 December, 2008: 08:30-18:30

The first day of the conference will focus on the future of the hedge fund industry. At the Hedge Fund Roundtable, leading figures from the global alternative investment industry, foremost institutional investors, and senior officers of regulatory authorities will look at the controversial issue of shareholder activism. Workshop and stream sessions will examine the new frontiers of an industry being dramatically remodelled by product innovation and advances in risk management and asset allocation techniques.

  • Hedge Funds: Learning from the Crisis
    • What are the limits and pitfalls of regulation for investors and financial stability?
    • What would encourage or discourage investment in hedge funds after the crisis? Facts and fiction.

  • Hedge Fund Roundtable of Global Thought Leaders
    • Is shareholder activism an incentive or a threat to better corporate governance and value creation?

  • New Frontiers for the Hedge Fund Industry
    The Performance and Risks of Replication Offerings
    • What is the track record of competing hedge replication offerings?
    • How robust is the performance of hedge fund clones?

    Benefits and Limits of Managed Account Platforms
    • What are the risk management benefits of managed account platforms?
    • Can platforms deliver the performance of the main hedge fund
    strategies?

    Hedge Fund Transparency and Reporting
    • What is the state-of-the-art for risk and performance reporting?
    • Can the transparency needs of institutional investors be reconciled with
    the constraints of hedge fund managers?
    • How has the systemic crisis impacted investors' expectations with regard to transparency and reporting?

    Tactical Style Allocation for Funds of Hedge Funds
    • Can hedge fund returns be predicted?
    • How to implement tactical style allocation within funds of hedge funds.

    Optimal Risk Allocation with Hedge Funds
    • What is the importance of extreme risk in portfolio construction?
    • How to design a hedge fund programme for extreme risk reduction

  • Hedge Fund Strategy Forum
    • What are the investment strategies of the hedge funds showcased?
    • What risk management processes have been put in place by their managers?


Alternative Investment Conference

Wednesday, 10 December, 2008: 08:30-17:45

The second conference day will centre on the integration of alternative investments in institutional portfolios and survey the latest trends in the alternative investment space. Senior officers from Europe’s largest pension funds and EDHEC researchers will present state-of-the-art approaches for optimal use of alternative investments in asset-liability management. Investment managers and academics will examine stimulating product and strategy innovations affecting the various alternative classes and bring new insights into alternative asset allocation, risk management, and performance measurement.

  • Alternative Investments in Institutional Portfolios
    Global Alternative Portfolios for Institutional Investors
    • How to account for the specificities of alternative investments in ALM.
    • What is the role of alternative investments in the architecture of institutional
    portfolios?

    Inflation Hedging with Alternative Investments
    • What are the inflation hedging properties of commodities, hedge funds,
    real estate and infrastructure assets?
    • How to implement inflation hedging with enhanced performance.

    Institutional Commodity Programmes
    • How much to allocate to commodities?
    • How to maximise the beta benefits of a passive commodity programme?

  • Alternative Investments and Absolute Return Strategies
    Innovations in Performance Measurement
    • How to capture nonlinearities in alternative investment returns.
    • What are the latest advances in performance measurement?

    New Forms of Absolute Return Funds
    • What are the limits of the diversification and tactical allocation approaches?
    • How to use portfolio insurance techniques to build absolute return funds.

    State-of-the-Art Active Commodity Programmes
    • How to use momentum, term-structure and double-sort strategies in
    commodity futures trading.
    • What is the state-of-the-art of risk management techniques for active
    commodity programmes?

    Credit Risk and Credit Derivatives
    • Who are the winners and the losers of the credit crisis?
    • How has credit-derivatives-based risk management performed?


View
full
programme



Registration & Payment

Registration fees:

Delegate CategoryDelegate FeeVAT at French Rate (19.6%)Delegate Fee VAT Included

Standard rate

€1,000 €196€1,196

Pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and financial executives from non-financial companies

Free

Cancellation Policy: Given the moderate conference fee, we do not accept cancellations; invoiced sums will remain payable in full. If a registered delegate is unable to attend, a substitute delegate from the same organisation is welcome at no extra charge.

  • The registration fee includes buffet lunch, refreshments and full conference documentation. Delegates may be refused admission if payment is not received prior to the conference.

  • Conference documentation designed by EDHEC Business School will be made available online to all delegates.

  • EDHEC Business School reserves the right to alter the programme without notice.
Register on-line:Payment:
  • Payment is required before the date of the conference.

  • Registration will be confirmed once payment has been received.

  • Payment can be made by credit card when registering on-line.

  • Please note that credit card payments will be debited in euros.


Partners

Global Event Partners:



Gold Sponsors:



Hedge Fund Strategy Forum Special Guest:



Silver Sponsors:



Exhibitors:



Drinks Reception Sponsor:



Media Partners:



With the endorsement of



Event Details
  When   Between 09/12/2008 08:30 AM and 10/12/2008 05:00 PM
Where   ExCeL Conference Centre, One Western Gateway, Royal Victoria Dock, London E16 1XL, United Kingdom
 
Contact Details
  Name   Mélanie Ruiz
E-mail   eaid2008@edhec-risk.com
Phone   +33 (0)4 93 18 78 19
 
Attachments
  Full programme