EDHEC-Risk Concept
Industry Analysis
Featured Analysis
Latest EDHEC-Risk Surveys
Research News
Research Papers
Books
Features
Interviews
Indexes and Benchmarking
EDHEC-Risk Efficient Equity Indices
FTSE EDHEC-Risk ERAFP SRI Index
Equity Index Research
EDHEC-Risk Alternative Indexes
Hedge Fund Index Research
EDHEC-Risk IEIF Commercial Property Indices
Amundi ETF "Core-Satellite and ETF Investment" Research Chair
Style and Performance Analysis
Hedge Fund Performance
EuroPerformance/EDHEC-Risk Institute Style Ratings
Performance Measurement for Traditional Investment
Asset Allocation and Alternative Diversification
Real Assets
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
SGCIB "Structured Equity Investment Strategies for Long-Term Asian Investors" Strategic Research Project
Asset Allocation and Derivative Instruments
Structured Forms of Investment Strategies
FBF "Structured Products and Derivatives" Research Chair
Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project
ALM and Asset 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
Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair
Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" Research Chair
Russell Investments "Solvency II Benchmarks" Research Chair
La Française AM "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair
Operational Risks and Performance
Best Execution: MiFID and TCA
Mitigating Hedge Funds Operational Risks
CACEIS "Risk and Regulation in the European Fund Management Industry" Research Chair
EDHEC-Risk Publications
Reports, Studies, Surveys and Position Papers
Academic Publications
All EDHEC-Risk Publications
Events
Events organised by EDHEC-Risk Institute
CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, San Francisco, 6-8 March, 2012
Execution and Trading on Equity Markets - The New Landscape, Singapore, 9 March, 2012
EDHEC-Risk Days Europe 2012, London, 27-29 March, 2012
Alternative Asset Allocation Seminar, New York, 11-13 April, 2012
Advances in Equity Portfolio Construction Seminar, London, 19-20 April, 2012
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
Events involving EDHEC-Risk Institute's participation
EDHEC-Risk Institute
Presentation
Research Programmes
Research Chairs and Strategic Research Projects
Partnership
International Advisory Board
Team
EDHEC-Risk News
EDHEC-Risk Newsletter
EDHEC-Risk Press Releases
EDHEC-Risk in the Press
Careers
EDHEC Business School
EDHEC-Risk Executive Education
EDHEC-Risk Institute PhD in Finance
EDHEC-Risk Institute Executive MSc in Risk and Investment Management
Investment Management Seminars
Contact Us
Contact Us
|
Alternative Investments
EDHEC Alternative Investment Days 2008
9-10 December, 2008 - London, UK
Bringing Academic Insights to Alternative Investment
The EDHEC 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 the EDHEC Risk and Asset Management Research Centre and leading pension fund managers and to discuss its 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 Alternative Investment Days are complemented by limited enrolment streams and workshops that allow in-depth exploration of special themes.
Programme
Hedge Funds Summit Tuesday, 9 December, 2008: 08:30-18:30
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, foremost institutional investors, and senior officers of regulatory authorities will look at the controversial issue of shareholder activism. Workshop and stream sessions will examine the new frontiers of an industry being dramatically remodelled by product innovation and advances in risk management and asset allocation techniques.- Hedge Funds: Learning from the Crisis
• What are the limits and pitfalls of regulation for investors and financial stability?
• What would encourage or discourage investment in hedge funds after the crisis? Facts and fiction.
- Hedge Fund Roundtable of Global Thought Leaders
• Is shareholder activism an incentive or a threat to better corporate governance and value creation?
- New Frontiers for the Hedge Fund Industry
The Performance and Risks of Replication Offerings
• What is the track record of competing hedge replication offerings?
• How robust is the performance of hedge fund clones?
Benefits and Limits of Managed Account Platforms
• What are the risk management benefits of managed account platforms?
• Can platforms deliver the performance of the main hedge fund
strategies?
Hedge Fund Transparency and Reporting
• What is the state-of-the-art for risk and performance reporting?
• Can the transparency needs of institutional investors be reconciled with
the constraints of hedge fund managers?
• How has the systemic crisis impacted investors' expectations with regard to transparency and reporting?
Tactical Style Allocation for Funds of Hedge Funds
• Can hedge fund returns be predicted?
• How to implement tactical style allocation within funds of hedge funds.
Optimal Risk Allocation with Hedge Funds
• What is the importance of extreme risk in portfolio construction?
• How to design a hedge fund programme for extreme risk reduction
Hedge Fund Strategy Forum
• What are the investment strategies of the hedge funds showcased?
• What risk management processes have been put in place by their managers? |
| Alternative Investment Conference Wednesday, 10 December, 2008: 08:30-17:45
The second conference day will centre on the integration of alternative investments in institutional portfolios and survey the latest trends in the alternative investment space. Senior officers from Europe’s largest pension funds and EDHEC researchers will present state-of-the-art approaches for optimal use of alternative investments in asset-liability management. Investment managers and academics will examine stimulating product and strategy innovations affecting the various alternative classes and bring new insights into alternative asset allocation, risk management, and performance measurement.- Alternative Investments in Institutional Portfolios
Global Alternative Portfolios for Institutional Investors
• How to account for the specificities of alternative investments in ALM.
• What is the role of alternative investments in the architecture of institutional
portfolios?
Inflation Hedging with Alternative Investments
• What are the inflation hedging properties of commodities, hedge funds,
real estate and infrastructure assets?
• How to implement inflation hedging with enhanced performance.
Institutional Commodity Programmes
• How much to allocate to commodities?
• How to maximise the beta benefits of a passive commodity programme?
Alternative Investments and Absolute Return Strategies
Innovations in Performance Measurement
• How to capture nonlinearities in alternative investment returns.
• What are the latest advances in performance measurement?
New Forms of Absolute Return Funds
• What are the limits of the diversification and tactical allocation approaches?
• How to use portfolio insurance techniques to build absolute return funds.
State-of-the-Art Active Commodity Programmes
• How to use momentum, term-structure and double-sort strategies in
commodity futures trading.
• What is the state-of-the-art of risk management techniques for active
commodity programmes?
Credit Risk and Credit Derivatives
• Who are the winners and the losers of the credit crisis?
• How has credit-derivatives-based risk management performed? |
Registration & Payment
Registration fees:
| Delegate Category | Delegate Fee | VAT at French Rate (19.6%) | Delegate Fee VAT Included |
Standard rate
| €1,000 | €196 | €1,196 |
Pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and financial executives from non-financial companies
| 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 Business School 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 Partners:
Gold Sponsors:
Hedge Fund Strategy Forum Special Guest:
Silver Sponsors:
Exhibitors:
Drinks Reception Sponsor:
Media Partners:
With the endorsement of
|
| FTSE EDHEC-Risk Efficient Indexes: January 2012
|
| EDHEC-Risk Alternative Indexes: December 2011
|
| EDHEC-Risk IEIF Commercial Property: January 2012
|
|
