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Alternative Investments Seminar, Singapore, 6-9 February, 2012
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Alternative Asset Allocation Seminar, New York, 11-13 April, 2012
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State-of-the-Art Commodities Investing Seminar, Singapore, 23-24 April, 2012
EDHEC-Risk Days Asia 2012, Singapore, 9-10 May, 2012
CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 12-14 June, 2012
Advanced Commodity Investment Seminar, London, 19-20 June, 2012
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Alternative Investments
EDHEC-Risk Alternative Investment Days 2010
8-9 February, 2010 - London, UK
Bringing Academic Insights to Alternative Investment
The EDHEC-Risk 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 EDHEC-Risk and to discuss the 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-Risk Alternative Investment Days are complemented by limited enrolment streams and workshops that allow in-depth exploration of special themes.
Programme
Hedge Fund Summit Monday, 8 February, 2010: 08:15-17:00
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 and senior officers of regulatory authorities will look at the controversial issue of hedge fund regulation. In the afternoon, stream sessions will examine the new frontiers of an industry being dramatically shaken by the financial crisis; high on the agenda will be risk management.
Hedge Fund Regulation:
The Undesirable Effects of Banning Short Selling
Did the short ban spill over to the whole market?
Was there an impact of this measure on extreme market movements?
Should we reconsider the role of market authorities?
Hedge Fund Roundtable of Global Thought Leaders
Are the new initiatives to regulate the hedge fund industry an appropriate response to the financial crisis?
Measuring and Managing Risk in Hedge Funds after the Financial Crisis:
Correlation Risk in Hedge Funds
What is the correlation risk factor in the hedge fund universe?
What correlation risk factors do we observe in the hedge fund strategies?
What are the models used to price correlation risk?
Investing in Hedge Funds after the Financial Crisis
A risk management perspective
How to assess the real benefits of hedge funds investments
How to rethink business models, liquidity, fees and investment approaches
How to Capture Operational Risks of Hedge Funds and Manage them Better?
Can we oblige market participants in the asset management industry to be legally responsible for their operations? What can they be accountable for?
How a division of responsibilities for the management of non-financial risks could improve relationships between asset managers, prime brokers and custodians
New Frontiers for the Hedge Fund Industry:
Hedge Fund Replication Forum
What are the performances of synthetic hedge fund clones?
How useful is hedge fund replication for benchmarking and risk management?
What does the future hold for hedge fund replication?
What are the Determinants of Funds of Hedge Funds Performance?
Does asset allocation matter?
Do funds of hedge funds add value?
Is the added value of funds of hedge funds regime-dependent? |
| State-of-the-Art Alternative Investment Conference Tuesday, 9 February, 2010: 08:45-17:00
The second day of the conference will centre on the integration of alternative investments in institutional portfolios and survey the latest trends in the alternative investment space. EDHEC-Risk researchers will present state-of-the-art approaches for optimal use of alternative investments in asset allocation. Investment managers and academics will examine stimulating product and strategy innovations affecting the various alternative classes and bring new insights to asset diversification.
Asset Allocation and Diversification for Institutional Portfolios in the Alternative Universe:
How to Make Asset Diversification Robust in Alternative Investment
What is the evidence of non-normality in alternative investment returns?
What are the relevant risk estimators to diversify in the alternative asset class?
How to incorporate higher-order moments
ETFs and the Alternative Asset Class
What are the challenges for ETFs covering the alternative asset class after the recent liquidity crisis?
How to diversify a portfolio with alternative asset class ETFs
How can we use alternative asset class ETFs as hedging instruments
Bayes Reloaded: Introducing Fat Tails into Equilibrium Returns
How can we overcome multivariate normality in the Black/Litterman-model?
How can we allow larger uncertainty about capital market equilibrium?
How do we find optimal leverage in the presence of fat tails?
Latest Trends in Alternative Asset Classes and Strategies:
Is Sustainable Development a Genuine Alternative Asset Class?
Unveiling the results of an exclusive EDHEC-Risk survey on sustainable
development
What is the impact of ESG/SD events on the performance of individual stocks?
How can sustainable development funds be used as diversification/hedging tools against commodity price rises?
How to Invest in Credit Derivatives after the Crisis
What does the Big Bang Protocol do?
Does the use of clearing houses reduce systemic risk?
What can we expect from Basel III?
Capturing the Risk Premium of Commodity Futures
How to price commodity futures: backwardation and contango
What is the role of hedging pressure in measuring risk premiums?
Can risk premiums explain the performance of active strategies in commodity
futures markets?
How to Invest in Commodities in an Era of Enhanced Regulation
Has there been excessive speculation in the US oil markets?
What are the latest risk-management techniques in commodity-futures investing?
Update on commodity product innovations |
Registration & Payment
Registration fees:
| Delegate Category | Delegate Fee | VAT at French Rate | Delegate Fee (including VAT) |
Investor rate: pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and financial executives from non-financial companies
| Free |
Standard rate
| 1,000 | 196 | 1,196 |
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-Risk Institute will be made available online to all delegates.
- EDHEC-Risk Institute 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 Partner:
Gold Sponsors:
Silver Sponsors:
Exhibitors:
Media Partners:
With the endorsement of:
Accommodation
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| FTSE EDHEC-Risk Efficient Indexes: December 2011
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| EDHEC-Risk Alternative Indexes: December 2011
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| EDHEC-Risk IEIF Commercial Property: December 2011
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