EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking FTSE EDHEC-Risk Efficient Index Series FTSE EDHEC-Risk ERAFP SRI Index EDHEC-Risk Alternative Indexes EDHEC IEIF Quarterly Commercial Property Index (France) Hedge Fund Index Research Equity Index Research Amundi "ETF, Indexing and Smart Beta Investment Strategies" Research Chair Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair Index Regulation and Transparency ERI Scientific Beta Performance and Risk Reporting Hedge Fund Performance Performance Measurement for Traditional Investment CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair Asset Allocation and Alternative Diversification Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale Prime Services (Newedge) "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project Asset Allocation and Derivative Instruments Volatility Research Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project SGCIB "Structured Investment Strategies" Research ALM and Asset Allocation Solutions ALM and Private Wealth Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Lyxor "Risk Allocation Solutions" Research Chair Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Non-Financial Risks, Regulation and Innovations Risk and Regulation in the European Fund Management Industry Index Regulation and Transparency Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks FBF "Innovations and Regulations in Investment Banking" Research Chair EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute EDHEC-Risk Smart Beta Day Amsterdam 2017, Amsterdam, 21 November, 2017 EDHEC-Risk Smart Beta Day North America 2017, New York, 6 December, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Advances in Asset Allocation Blended Learning Programme 2017-2018 Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, New Haven, 5-7 February, 2018 Investment Management Seminars Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
Alternative Investments GAIM 2003 - 9th Annual Global Alternative Investment Management Forum 10-13 June, 2003 - Geneva, Switzerland Over 850 of the most Influential Players Worldwide at the Industry's Annual Global Meeting Place
In 2002 the best hedge funds and fund-of-fund groups proved they can actually do what is on the label i.e. be uncorrelated to the rest of the market, conserve capital and achieve superior absolute returns. Gaim 2003 reflects the key question asked by all investors: How do the outperformers do it? How can we find the best players before everyone else?

Noël Amenc (Professor of Finance at EDHEC), Jean-René Giraud (Research Associate with EDHEC), and François-Serge Lhabitant (Research Associate with EDHEC) will be speaking at the event.

Link to the presentation by Noël Amenc - Tactical Style Allocation (TSA): A New Form of Market Neutral Strategy

Link to the presentation by Jean-René Giraud - Operational Due Diligence: An Introduction to Quantitative Measurement and Modeling

Programme

Tuesday 10th June, 2003
  • Optional Pre-conference Summit
    2nd Annual Winning Fund of Funds Strategy Summit

  • Optional Whole-Day Workshop
    Advanced Operational Due Diligence On Hedge Funds

  • The Goldman Sachs Hedge Fund Manager Showcase

Wednesday 11 June, 2003
Main Conference Day One

07.30
Registration, Coffee & Opportunity To Visit The Gaim Networking Exchange

Plenary Session 1: In Search Of Alpha: What Will The Winning Business Strategies Be For 2003?

08.00
Opening Address & Chair Session 1
Roger Denby-Jones, Managing Director, GOLDMAN SACHS INTERNATIONAL

08.15
Analysing The Latest In-Depth Research On The Future Of The Alternative Investment Industry Within The Wider Sphere Of Fund Management: What Must Single Managers, Fund of Funds Or Asset Management Groups Do To Win In The New Environment?
Donald Putnam, CEO, PUTNAM LOVELL NBF SECURITIES

08.45
The Alternative Investment Industry Leaders’ Strategy Panel 1

How Can We Ensure We Deliver Alpha To Investors? Which Are The Winning Business Models And Approaches Most Likely To Consistently Meet Performance Expectations And Justify Fees
Chaired by Roger Denby-Jones, Managing Director, GOLDMAN SACHS INTERNATIONAL

Panellists:
  • Glyn Jones, CEO, GARTMORE INVESTMENT MANAGEMENT PLC ~
  • Rainer-Marc Frey, CEO, RMF Investment Group
  • Fabiana Gambarota, Head of Alternative Investment Strategies, MELIORBANCA
  • Scott Metchick, Partner & CIO, EIM
  • Robert Kyprianou, Co-Head of Securities Investment Management, AXA INVESTMENT MANAGERS
09.35
The Changing Face Of Global Regulation In Hedge Funds And The Implications For Distribution
Graham Phillips, Partner, European Hedge Fund Practice, PRICEWATERHOUSECOOPERS (Europe); Barry Knee, Audit Partner, New York, PRICEWATERHOUSECOOPERS (US)

10.05
Coffee & Opportunity to Visit The Gaim Networking Exchange

Plenary Session 2: Interpreting The State of The Global Economy: Which Are The Strategies To Watch?
Session Chair: STATE STREET

10.35
The Outlook For Risk Arbitrage For The Coming Year: Insights Into The Latest M&A Trading Pattern And Corporate Behaviour Analysis
Dr Reza Hadizad, Global Equity Arbitrage Fund, PIONEER ALTERNATIVE INVESTMENTS

10.55
The Gaim International 2003 Global Economy Address: Extended Session

The Life & Death Of Strategies: Examining A New Theory Of Financial Dynamics And Predictability And Efficiencies Of Markets From An Evolutionary Perspective And The Implications For The Strategic Management Of An Alternatives Business
Andrew W. Lo, Harris & Harris Group Professor of Finance, MIT SLOAN SCHOOL OF MANAGEMENT & Director, MIT LABORATORY FOR FINANCIAL ENGINEERING

11.55
Gaim 2003 Global Strategy Panel

The Global Investment Outlook Today For Hedge Funds: Key Analysis And Winning Strategic Recommendations For Opportunities Across All Strategies
Simon Nocera, CIO, LUMEN ADVISORS Sushil Wadwhani, President & CEO, WADWHANI ASSET MANAGEMENT Alain de Coster, Portfolio Manager, ABS CAPITAL Dr Philippa Malmgren, President, CANONBURY GROUP

Speaker to be announced, STATE STREET Top Global Strategists

12.45
Lunch

Announcement Of The Gaim 2003 Award: The Alternatives Personality Of The Year

14:15
Stream Sessions
  • Stream A - New Distribution Strategies
  • Stream B - Building a Successful Business
  • Stream C - Operational Innovation
  • Stream D - Trading Strategies
  • Stream E - New Research - The Master Sessions
16.50
The GAIM 2003 Absolute Winners Gallery
In association with ASIA HEDGE, EUROHEDGE, HEDGE FUND RESEARCH, INVESTORFORCE & TREMONT TASS

18.25
End of Day One Sessions

19.30
Gaim Cocktail Party


Thursday 12 June, 2003
Main Conference Day Two

08.30
Coffee & Opportunity To Visit The Gaim Networking Exchange

09:00
Stream Sessions:
  • Stream A - Risk and Transparency

  • Stream B - New Product Development

  • Stream C - Convertible Bond and Event Driven Strategies

  • Stream D - Equity and Quantitative Market Neutral Strategies including:

    09:50 - 10:15 Equity Market Neutral
    Examining The Results Of The Latest Research Into How To Maximise An Equity Market Neutral Strategy: Overcoming The Key Problems Of How To Apply Portfolio Risk And How To Remove Operational Risk
    Noël Amenc, Professor of Finance at EDHEC
10.40
Coffee & Opportunity To Visit The Gaim Networking Exchange

11:10
Stream Sessions:
  • Winning Business Strategies
  • Institutional and HNW Portfolio Construction
  • Relative Value Strategies
  • Equity Strategies12.50
    Lunch sponsored by Cargill Investor Services

    Plenary Session 2: Meeting Investors’ Expectations Of Risk & Return

    14.20
    Gaim 2003 Research Paper of the Year

    Dangerous Attractions: Informationless Investing And Hedge Fund Performance Measurement Bias In Portfolio Construction: Towards a New Understanding Of How Sources Of Return Can Be Catastrophically Misconstrued And What The True Sources Really Are
    Andrew Weisman, MD, Director of Research and Risk Management, STRATIVARIUS
    Winner of Bernstein Fabozzi Jacobs Levy Research Paper of the Year from Journal of Portfolio Management 2002


    15.00
    The Gaim 2003 Plan Sponsor Address:
    Introduced By Joe Pescatore, Executive Director, UBS WARBURG

    Pension Funds And Alternatives In The Next 3-5 Years: What Are Going To Be The Greatest Challenges & Most Effective Solutions In Addressing Asset Allocation, Risk And The Rise Of CFOS?
    Mark Anson, CIO, CalPERS Keynote Investor

    15.30
    Afternoon Tea & Opportunity to Visit The Gaim Networking Exchange

    16.00
    The Alternative Investment Industry Leaders’ Strategy: Panel 2

    Is Established Risk Management And Manager Selection Methodology Good Enough In Times Of Flat Returns?: What New Approaches Or Methodologies Should We Apply To Improve Performance?
    Afsaneh Mashayekhi Beschloss, President & CEO, CARLYLE ASSET MANAGEMENT GROUP
    Salim Shariff, Portfolio Manager & Executive Director, MORGAN STANLEY AIP
    Nicola Meaden, Managing Director, THE BLACKSTONE GROUP INTERNATIONAL
    Fabio Savoldelli, President, MERRILL LYNCH ALTERNATIVE STRATEGIES
    Steve Ezzes, CIO, K2 ADVISORS Winning Minds


    17.00
    End of Gaim International Main Conference 2003


    Friday 13th June 2003
    • Optional Half-Day Masterclass
      Advanced Hedge Fund Portfolio Construction

    • Optional Post-conference Programme
      4th GAIM Institutional Investment Summit
      Examining The Thinking Behind Major Institutions’ Changing Approach To Alternatives Within Their Portfolios and Their Businesses
    Event Details
      When   Between 11/06/2004 09:00 AM and 12/06/2004 05:00 PM
    Where   Expo-Lac, Noga Hilton, Geneva, Switzerland
    Web  
     
    Contact Details
      Name   Aden Watkins
    E-mail   awatkins@iirltd.co.uk
    Phone   +44 (0)20 7915 5198
     
    Attachments
      Presentation by Noël Amenc - Tactical Style Allocation (TSA): A New Form of Market Neutral Strategy
      Presentation by Jean-René Giraud - Operational Due Diligence: An Introduction to Quantitative Measurement and Modeling


  •