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Asset Management EDHEC-Risk Days Asia 2014 3-4 July, 2014 - Singapore



Bringing Research Insights to
Investment Professionals




Overview

Organised by an academic research centre for the benefit of professionals, EDHEC-Risk Days Asia is an annual conference taking place in Singapore, which presents the research conducted by EDHEC-Risk Institute and discusses it with the institutional investment and wealth management communities. The conference enables participants to have access to the latest conceptual advances and research results in investment and risk management and to discuss their implications and applications with researchers who combine expertise of advanced financial techniques with a sound awareness of their industry relevance.

In 2013, the second edition of the EDHEC-Risk Days Asia attracted close to 700 delegates from twenty-eight countries over four continents. This year again, the event is structured to appeal to institutional investors, traditional and alternative investment managers and policy-makers.




Programme

The New Frontiers in Risk Allocation & Investment Management Conference is a two day event that will include multiple plenary and stream sessions and workshops that will allow professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to research advances.

Each day, the conference will open with an exclusive forum at which leading figures from the investment industry and senior officers of supervisory authorities will discuss ongoing regulatory initiatives that will impact the future of investing.

On the first day, the conference will explore beyond the traditional approach of fundamental indexation and look at smart beta allocation, new index and benchmark offerings in the universe of equity investing and risk management. The conference will also be the occasion to discover new research on portfolio construction and efficient risk diversification. The roundtable will address questions about index transparency and investor expectations.

On the second day, EDHEC-Risk Institute will present research on themes pertinent to institutional investors, including systematic strategies in long-only equity investing and alternative investments, high frequency trading, new research on infrastructure investing and risk parity. The Pensions Forum will look at the future of retirement provision in Asia, at the road towards better designed default options, cost efficiency and market regulation.

Day One

Thursday 3 July, 2014: 08:00-18:15

New Frontiers in Risk Allocation & Investment Management — Day One

Indexing Forum: Index Transparency – What Investors Expect

How to Measure and Manage the Risks of Smart Beta Benchmark Construction

Morning stream sessions
• Where does Smart Beta Performance come from? Neither Alpha nor Malkiel's Monkey
• Volatility and Extreme Risks of Popular Asian Equity Indices
• PhD Forum: The Role of Credit and Liquidity in Financial Contagion

Afternoon workshops
Sponsor led sessions:
• Robustness Risk Analysis of Smart Beta Indices
• New Approaches on Portfolio Construction

Afternoon stream sessions
• From Factor Indices to Smart Factor Indices
• PhD Forum: Regime-Switching in Multiple Curve Libor Market Models

From Asset Allocation to Risk Reporting




Day Two

Friday 4 July, 2014: 08:30-17:15

New Frontiers in Risk Allocation & Investment Management — Day Two

Pensions Forum: The Future of Retirement Provision in Asia - Australian Lessons on Pension System Design

Morning workshops
Sponsor led sessions:
• Multi-Beta Multi-Strategy Indices
• Smart Beta Fixed Income: Managing Credit Risk in Bond Portfolios using a Risk Budgeting Approach

Afternoon stream sessions
• Investors’ Practices for Beta Strategies: A Survey on the use of Alternative Beta in Long-Only Equity Investing and in Alternative Investments
• Valuation and Risk Measurement of Unlisted Infrastructure Debt
• New Frontiers in Risk Parity
• High-Frequency Trading and Systemic Risk Concern

Multi Smart Beta Risk Allocation



Full
programme

Consult the list of confirmed speakers.




Registration & Payment

Registration fees:
Delegate CategoryDelegate FeeGST (7%)Delegate Fee GST Included

Standard rate

SGD 750SGD 52.50SGD 802.50

Investor rate: pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), government and regulatory bodies, single family offices and financial executives from non-financial companies should contact: eridays2014asia@edhec-risk.com or +65 6438 0030 for registration.

FREE

Senior executive/investment officer rate: Senior executive officers (members of the supervisory board, members of the board of directors, C-suite officers) of leading asset/wealth management firms, investment/private banks, and alternative funds and funds of funds should contact: eridays2014asia@edhec-risk.com or +65 6438 0030 for registration.

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.

  • In order to encourage a high level of interaction, plenary sessions at the EDHEC-Risk Days Asia 2014 conference are complemented by limited enrolment streams and workshops that allow for an in-depth exploration of special themes. Since enrolment in workshops and stream sessions is limited, attendees for whom no selection information is available will be given access subject to availability.

  • Programme changes: Please note that while speakers and topics were confirmed at the time of publishing, circumstances beyond the control of EDHEC-Risk Institute may necessitate substitutions, alterations or cancellations of speakers and/or topics.

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

  • Confidentiality: All information and training materials supplied are confidential and for delegate use only. Such information may not be copied, transmitted, recorded, distributed or conveyed in any way to any third party for any purpose or duplicated by the delegate for the purpose of internal training.

  • Sharing of Information: Delegates confirm that they authorise EDHEC-Risk Institute to retain their information in the Institute's database to be used by the Institute to assist in communicating details of products and services that may be of interest to the delegate. This information will also be made available to the conference sponsors and endorsers associated with the conference for one-time communication. If the delegate does not wish to receive such information, they should inform the Institute. If the delegate objects to their contact details being made available to conference partners for one-time usage, they should inform the Institute so that they may be removed from the list.
Register on-line for two day attendance:For enquiries, please contact eridays2014asia@edhec-risk.com.

Payment:

Payment is required before the date of the conference. Registration will be confirmed once payment has been received.
  • Payment by credit card:

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



Venue

The EDHEC-Risk Days Asia 2014 will be held at the Ritz Carlton Millenia:
  • Ritz Carlton Millenia
    7 Raffles Avenue
    Singapore 039799
EDHEC-Risk Institute has negotiated an event rate at the Ritz Carlton Millenia over the dates 1-6 July, 2014.

All room reservations must be booked before 20 June, 2014.

Please send the reservation form directly to the hotel, quoting the event name "EDHEC-Risk Days Asia 2014": to Taufik.a.Rahman@ritzcarlton.com or call (65) 6434-5130 for more information.
  • Deluxe Room (buffet breakfast and internet access included): S$390.00
  • Deluxe Room, Marina Bay view: S$455.00
  • Club Deluxe Room, single occupancy: S$540.00
  • Club Deluxe Room, Marina Bay view, single occupancy: S$610.00
Prices are per night and subject to 10% service charge and 7% GST.




Partners

Platinum Partners:











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Gold Sponsors:







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Exhibitors:




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Media Partners:












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Professional Organisations Endorsing the Conference:









Sponsorship

The EDHEC-Risk conference format provides an unrivalled platform for industry practitioners and academic representatives to meet and exchange views on the current topics of most relevance to the investment management industry. This unique research is produced by the professors and researchers from EDHEC-Risk Institute, allowing results to be compared with the practices and needs of investment professionals. EDHEC-Risk’s independence, the original approach, which leaves time for both instruction and discussion during conference sessions, and the highly selective speaker panel, make the EDHEC-Risk Days series of conferences the must-attend annual event for investment professionals who are concerned about maintaining best practices, in both technical and conceptual terms.

The most significant benefit of the academic approach to our conferences is the promotion of learning through research and thought leadership. The result of this approach is the presence of a significant number of key decision makers who tend to avoid events built around successions of sales pitches. This non-commercial approach is reinforced by the limited number of industry sponsors that support each event. While the visibility of each sponsor remains extremely high amongst the delegates, there is no sense of over-presence of sales representatives to distract from the conference proceedings and quality networking.

Due to its academic and not-for-profit nature, the circuit of conferences organised by EDHEC-Risk Institute has always prioritised the quality of the audience, rather than its quantity. The audience is notable for the presence of representatives from sovereign wealth funds and central banks, insurance companies, foundations and pension funds and for the high-ranking positions held by the delegates. In 2013, the second edition of the EDHEC-Risk Days Asia attracted close to 700 delegates from twenty-eight countries over four continents.




Contact

For further information concerning sponsorship of the event, please contact:

Anne-Charlotte Descamps
E-mail: anne-charlotte.descamps@edhec-risk.com
Tel.: +65 6653 8588



Event Details
  When   Between 03/07/2014 08:00 AM and 04/07/2014 05:30 PM
Where   The Ritz Carlton Millenia, 7 Raffles Avenue, Singapore 039799
 
Contact Details
  Name   Anne-Charlotte Descamps
E-mail   anne-charlotte.descamps@edhec-risk.com
Phone   +65 6653 8588
 
Attachments
  Programme


 

 
     


EDHEC-Risk Alternative Indexes: July 2014
Conv. Arb. -0.01%
CTA Global -0.54%
Dist. Sec. -0.59%
Emg. Mkts 0.40%
Eq. Mkt Neut. -0.05%
Event Driven -0.70%
Fix. Inc. Arb. 0.25%
Global Macro -0.27%
L/S Equity -0.90%
Merger Arb. -0.53%
Rel. Value 0.04%
Short Selling 0.61%
FoF -0.40%

EDHEC-Risk IEIF Commercial Property: August 2014
Price (FR) 0.10%
Total Return (FR) 0.10%