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Indexes Presentation of the EDHEC Alternative Indexes March 6, 2003 at 5.00 pm - Ritz Hotel, Paris A conference on the EDHEC Alternative Indexes jointly organised by EDHEC and ALTERAM, a company of the Crédit Mutuel Nord Europe group, specialised in alternative investment.

It includes a presentation on the advantages of using the EDHEC indexes within the framework of alternative multimanagement.

The conference will be chaired by Mr. Laurent Saillard, Head of the Asset Management department of the "Agefi" finance directory.


17:00-17:30 Welcome

17:30-18:10 Constructing representative indexes for alternative investment
  • The heterogeneity of hedge fund indexes
  • The usefulness of indexes of indexes
  • The construction method used for the EDHEC indexes
  • The representativity of the EDHEC indexes
Noël Amenc, EDHEC Professor, Director of Research, Misys Asset Management Systems; Mathieu Vaissié, EDHEC Research Engineer

18:10-18:40 The characteristics of EDHEC indexes for portfolio management
  • Greater stability
  • Better replication
  • Better quality insertion in a multistyle - multiclass allocation
Noël Amenc; Mathieu Vaissié

18:40-19:30 The advantages of using EDHEC indexes in alternative multimanagement
  • Objectives of alternative investment
  • ALTERAM's approach
  • Managers' concerns and the advantages of using EDHEC indexes
Xavier Lépine, Chairman of ALTERAM

19:30 Cocktail
Event Details
  When   Between 06/03/2003 05:00 PM and 06/03/2003 07:30 PM
Where   Salon Louis XV, Hôtel Ritz, 15 place Vendôme, 75001 Paris, France
Contact Details
  Name   Carolyn Essid
E-mail   carolyn.essid@edhec-risk.com
Phone   +33 (0)4 92 96 89 50
  Presentation by Edhec
  Presentation by Alteram