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Institutional Investment EDHEC-Risk Institutional Days 2010 8-9 December, 2010 - Grimaldi Forum, Monaco
Bringing Research Insights to Institutional Investors

In partnership with Investments & Pensions Europe (IPE)




The EDHEC-Risk Institutional Days 2010 are organised by an academic research centre for the benefit of professionals to present the research conducted by EDHEC-Risk Institute and discuss its results with the institutional investor and fund manager communities.

The conference will include several main events that will allow professionals to review major industry challenges, explore state-of-the-art investment techniques, and benchmark practices to research advances:
  • The overriding theme of the Indexation and Passive Investment Conference will on this occasion be "back to basics": differentiating between indices and benchmarks and the consequences for the investment management process. EDHEC-Risk researchers will explore enhanced index and optimal benchmark construction and look at new forms of indices and benchmarks. The event will also be the occasion to evaluate the use of passive investment vehicles, in particular ETFs, and of indices.

  • The Global Institutional Investment Conference will present the results of EDHEC-Risk research into themes of great interest to institutional investors; these research results will be discussed in view of the comments from senior representatives of the finance industry. The conference will open with a session that will bring together institutional investors and regulators for a debate on the impact of regulations on the financial management of European pension funds. The conference will also be the opportunity to compare institutional investors’ and issuers’ needs for inflation-linked bonds, to assess the value of dynamic liability-driven investment from an integrated asset-liability management (ALM) perspective, and to better understand how to manage risk with sovereign wealth funds.

  • At the Advanced Portfolio Construction Seminar, professors from London Business School and EDHEC Business School will explain how to use market indicators, such as prices or volatility, to optimise portfolio construction and will examine the role of real assets in long-term asset allocation.

  • The Private Wealth Management Seminar will focus on the application of asset-liability management to private wealth management (PWM). EDHEC-Risk will examine the current shortcomings of PWM; an overview of best practices for private ALM will put these shortcomings into perspective.

  • The PhD Forum is the novelty of the 2010 edition of EDHEC-Risk Institutional Days. It will feature three presentations given by students from EDHEC-Risk Institute's PhD in Finance programme on their specialised research topics.

    The purpose of the EDHEC-Risk Institute PhD in Finance is to help outstanding individuals become autonomous researchers and lifelong innovators by enabling them to develop the scientific background and skills required to define, conduct, and complete research projects that advance knowledge and practices in the financial industry.

    As such, EDHEC-Risk wished to enable participants at EDHEC-Risk Institutional Days 2010 to be able to have access to the latest in financial theory and 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.
A special partnership between EDHEC-Risk and the leading European institutional investment publication Investment & Pensions Europe (IPE) will enable the EDHEC-Risk Institutional Days 2010 to be held on the two days following the IPE Pension Fund Awards 2010 in Monaco, thus providing an exceptional opportunity for the awards ceremony attendees to take advantage of their visit to Monaco in order to bring themselves up-to-date with the latest developments in institutional investment research.



Programme

The EDHEC-Risk Institutional Days 2010 offer a programme of great added value put together around several events within the main conference:

The Indexation and Passive Investment Conference:

• Results of the EDHEC-Risk European ETF Survey 2010
• How to manage institutional assets after the financial crisis: From asset (liability) management to risk and asset (liability) management
• Alternatives to cap-weighted indices
• More ETFs for more efficient markets
• Are currently available fixed-income indices optimal for investors in the corporate bond universe?
• The use of indices by institutional investors: Results of an exclusive survey

The Global Institutional Investment Conference:

• Confronting institutional investors' and issuers' needs for inflation-linked bonds
• Impact of regulations on the financial management of European pension funds
• Regulation and non-financial risks in the European fund industry: Should we manage non-financial risks or insure them?
• Integrated asset/liability management
• Managing risk with sovereign wealth funds
• Dynamic asset/liability management and life cycle

Advanced Portfolio Construction Seminar:

• Portfolio construction with real assets
• Using volatility and skewness indicators on the option market to optimise equity portfolio construction
• Forecasting prices by means of prices: Exploiting mean reversion for asset management

Private Wealth Management Seminar: When Private Money is Managed like Institutional Money

• State-of-the-art ALM and risk management for PWM
• Sources of added value in private wealth management

The PhD Forum:

• Featuring three presentations given by students from EDHEC-Risk Institute's PhD in Finance programme on their specialised research topics.


View
programme



Registration & Payment

Registration fees:

 Delegate FeeVAT at French RateDelegate Fee VAT included

Registration fee

€1,100€215.60€1,315.60

Representatives of pension schemes, charities, endowments, foundations, insurance companies (third party asset management excluded), single family offices and non-financial companies attend free of charge. To register, these representatives should contact: eid2010@edhec-risk.com or +33 493 187 837.


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-Risk Institute will be made available online to all delegates.


  • EDHEC-Risk Institute 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

Special Global Event Partner:





Global Event Partners:

      




Gold Sponsors:






Silver Sponsors:





Exhibitors:





Conference Partner:





Media Partners:






With the endorsement of:





Accommodation

Recommended hotels:

• The Monte-Carlo Bay Hotel & Resort
• The Fairmont Monte Carlo Hotel
• The Méridien Beach Plaza


Shuttle bus service:

Download map indicating the stops in Monaco of the shuttle bus service from Nice Airport.

Download bus timetable


Subsidised accommodation and travel for institutional investors:

The expense refund policy may be viewed
here.


Event Details
  When   Between 08/12/2010 08:00 AM and 09/12/2010 06:00 PM
Where   Grimaldi Forum, Monaco
 
Contact Details
  Name   Vania Schleef
E-mail   vania.schleef@edhec-risk.com
Phone   +33 (0)4 93 18 78 37
 
Attachments
  Programme
  Shuttle bus service stops in Monaco
  Bus timetable


 

 

FTSE EDHEC-Risk Efficient Indexes: April 2012
United States 0.21%
United Kingdom -0.91%
Eurobloc -3.13%
Developed Europe -1.42%
Dev. Europe ex. UK -2.49%
Japan -5.29%
Dev. Asia ex. Jap. -0.17%
Asia-Pac. ex. Jap. -0.07%
Asia-Pacific -0.89%
Developed -0.41%
Emerging -0.95%
All World ex. US -1.02%
All World ex. UK -0.57%
All World -0.47%


EDHEC-Risk Alternative Indexes: Apr 2012 (Estimates)
Conv. Arb. -0.23%
CTA Global -0.01%
Dist. Sec. -0.11%
Emg. Mkts -0.45%
Eq. Mkt Neut. -0.08%
Event Driven -0.14%
Fix. Inc. Arb. 0.50%
Global Macro -0.49%
L/S Equity -0.65%
Merger Arb. -0.13%
Rel. Value -0.23%
Short Selling 1.02%
FoF -0.27%

EDHEC-Risk IEIF Commercial Property: April 2012
Price (FR) 0.64%
Total Return (FR) 1.90%