EDHEC-Risk - EDHEC-Risk Days North America 2013

Asset Management EDHEC-Risk Days North America 2013 8-9 October, 2013 - New York, United States

Bringing Research Insights to
Investment Professionals

Program

Registration

Partners

Sponsorship

Overview

EDHEC-Risk Institute is one of the leading international academic research centers; its mission is to build bridges between the academic and professional communities by informing the industry of the latest research in asset management and by exchanging views on all relevant topics of the day.

EDHEC-Risk Institute has a research team in the United States and a research partnership with Princeton University. There are 500,000 US-based recipients of our research, and several hundred North American finance professionals have received formal training from EDHEC-Risk Institute over the past five years. At the inaugural EDHEC–Princeton Institutional Money Management Conference in New York on 27 April, 2012, EDHEC-Risk Institute and Princeton University’s experts presented more than 150 financial industry representatives with the most recent results from their research projects focusing on major issues for institutional investment management.

In the middle of the last decade, the EDHEC-Risk Institute launched a series of research conferences targeted at the financial services industry which have now become a point of reference in Europe.

With the internationalization of its activities, EDHEC-Risk is launching a North American-focused investment conference for institutional investors, traditional and alternative investment managers and policy-makers. The event will take place in New York on October 8-9, 2013 at the Crowne Plaza, Times Square, Manhattan.

Organized by an academic research center for the benefit of professionals, EDHEC-Risk Days North America will present the research conducted by EDHEC-Risk Institute and discuss it with the institutional investor and fund manager communities.

As such, the Institute wishes to enable participants at EDHEC-Risk Days North America 2013 to have access to the latest in the application of academic research and to debate and discuss these issues with researchers who not only have cutting-edge knowledge of analytical and research methods in finance but are also fully aware of the consequences of these methods for the financial industry.

Program

The event will include two major conferences allowing 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 equity investment management, incorporating portfolio construction and risk management, indexing and passive investment, and equity structured products. The conference will also be the occasion to evaluate the use of passive investment vehicles and their impact on the market. Results of exclusive surveys of European, Asian and North American asset owners will highlight the latest trends in ETF usage. The roundtable will address questions about regulation and governance linked to the development of new indices.

On the second day, the Global Institutional Investment Conference will focus on global asset allocation and alternative investment for institutional investors and private wealth managers. It will present the results of EDHEC-Risk research on themes of great interest to institutional investors, including the construction of new liability-hedging portfolios for institutional investors, the convergence between long-only investment and hedge funds, new research on infrastructure investing, liability-hedging portfolios and risk allocation.

Day One

Tuesday 8 October, 2013: 07:30-18:00

Indexation and Passive Investment Conference

Roundtable: Governance and Transparency of Indices
• Understanding regulation: the accuracy of track records; the transparency and governance of indices
• What level of transparency do investors expect?
• What is needed, in terms of regulation, to improve the quality of indices?
• Presentation of a survey carried out by EDHEC-Risk Institute

The Development of Passive Investment in North America, Asia & Europe
• How are the new forms of indices perceived by institutional investors?
• What are the consequences, in terms of asset allocation, of the multiplication of new forms of beta?
• What is the role of indices in this search for new benchmarks?
• Presentation of the results of EDHEC-Risk ETF Surveys in North America, Asia & Europe

Morning stream sessions
• Choose your Smart Beta: How to Appreciate the Performance and Risks of New Forms of Equity Benchmarks
• PhD Forum
• Can Track Records of Indices be Trusted?

Afternoon workshops
Sponsor-led sessions presenting technical innovations in the use of passive investment

Afternoon stream sessions
• What are the New Methods of Investing Passively in Commodities?
• PhD Forum
• Investing in Low Volatility Strategies

From Asset Allocation to Risk Reporting
• The limits of traditional concentration measurements and portfolio diversification
• Improved techniques for measuring diversification using risk contribution approach
• How to measure and report the portfolio exposure to uncorrelated factors

Day Two

Wednesday 9 October, 2013: 07:30-18:00

Global Institutional Investment Conference

What if the Regulation of Long-Term Investors were not as Costly as they Think? - Reconciling Long-Term Optimal Investing Strategies with Short-Term Funding Risk Constraints
• Using insurance and not hedging to optimally manage short-term constraints
• Benefitting from mean-reversion in equity returns
• Reducing the opportunity costs of short-term constraints

Hedging Long-Term Inflation-Linked Liabilities without Inflation-Linked Instruments
• Inflation risk versus liability risk: Measuring the true impact of inflation risk within liability risk
• Expected inflation risk versus realised inflation risk
• Diversifying versus hedging expected inflation risk in nominal bond portfolios

Afternoon workshops
Sponsor-led sessions presenting best practices into the key themes of institutional asset management

Afternoon stream sessions
• Infrastructure Debt for Institutional Investors
• The Convergence Between Long-Only Investment and Hedge Funds
• Commodity Prices: Does Speculation Matter?
• Fixed-Income Return Attribution Analysis
• Infrastructure Equity: Long-Term Investment and Time Consistency

From Asset Allocation to Risk Allocation
• From asset allocation to risk allocation: Beyond risk parity and equal risk contribution
• Measuring the effective number of bets
• Managing diversification to risk factors

The final program will be made available during May 2013 when registrations will open.

Full
program
available
shortly

Registration & Payment

Registration fees:

Delegate Category	Delegate Fee
Early bird rate delegate fee until 31 July, 2013	€350
Standard rate 2 days delegate fee	€500
Investor rate: pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and financial executives from non-financial companies should contact: eridaysnorthamerica@edhec-risk.com or +33 493 187 837 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.
Conference documentation designed by EDHEC Business School will be made available online to all delegates.
EDHEC-Risk Institute reserves the right to alter the program without notice.

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.Registrations will open during May 2013.

Partners

Global Event Partners:

Gold Sponsors:

Exhibitors:

Sponsorship

The Concept: Research for Business

With EDHEC-Risk Days North America 2013, the Institute has created a new type of conference in the region that is aimed at providing professionals with state-of-the-art applied research in investment and risk management. This unique research is produced by the professors and researchers from EDHEC-Risk Institute, the premier asset management research center in Europe.

EDHEC-Risk Days North America will allow research results to be compared with the practices and needs of investment professionals in the North American region. This conference will focus predominantly on Indexation and Passive Investment issues.

The program will include 30 speakers and panelists who will be both academics and professionals. EDHEC has considerable experience with internationally renowned speakers.

Our independence and academic orientation, the conference format leaving time for both instruction and discussion, and the highly selective speaker panel combine to make EDHEC-Risk Days North America 2013 the must-attend conference for investment professionals who are concerned about maintaining best practices in technical and conceptual terms.

To ensure the exclusivity of the event, EDHEC-Risk Institute has decided to invite selected delegates to the event; they will be assessed by the Institute to ensure they add value to the conference.

The program format has a mix of plenary sessions, stream sessions, and workshops presented by our sponsors to cater to the needs and interests of institutional investors and asset allocators and infuse interaction and dialogue among financial professionals.

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

Joanne Finlay
Conference Manager
E-mail: joanne.finlay@edhec-risk.com
Tel.: +33 (0)4 93 18 78 37


	Event Details
	When		Between 08/10/2013 07:30 AM and 09/10/2013 08:00 PM
	Where		Crowne Plaza, Times Square, Manhattan, New York, United States

	Contact Details
	Name		Joanne Finlay
	E-mail		joanne.finlay@edhec-risk.com
	Phone		+33 (0)4 93 18 78 37

	Attachments
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