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
Institutional Investment EDHEC-PRINCETON Institutional Money Management Conference 3 April, 2013 - New York, United States
Academia meets Practice

In the face of a number of key changes of paradigms that are currently affecting the investment industry, this one-day conference is intended to provide a selected number of invited investment professionals with the latest academic insights related to new frontiers in institutional money management.

The format of the conference is meant to facilitate the exchanges of views between academicians and practitioners; it involves presentations by a member of the faculty of Princeton University or EDHEC-Risk Institute, followed by a discussion with the audience.


Morning sessions (8:30am-12:30pm)
  • Introductory comments
    Lionel Martellini, Professor of Finance, EDHEC-Risk Institute

  • From asset allocation to risk allocation
    Lionel Martellini, Professor of Finance, EDHEC-Risk Institute

  • Speculative betas
    Harrison Hong, Professor of Economics and Finance, Department of Economics, Princeton University

  • Constructing a portfolio of dynamic tactics: Improving diversification and tail risk protection
    John Mulvey, Professor of Operations Research and Financial Engineering, ORFE Department, Princeton University

    12:30pm-1:30pm: Lunch break
Afternoon sessions (1:30pm-5:30pm)
  • Non-parametric hedge fund modeling and implications for hedge fund performance evaluation and asset allocation decisions
    René Garcia, Professor of Finance, EDHEC-Risk Institute

  • Pricing and hedging currency risk
    Jakub Jurek, Assistant Professor of Economics and Finance, Department of Economics and Bendheim Center for Finance, Princeton University

  • Giants at the gate: Investment returns and diseconomies of scale in private equity
    Florencio Lopez de Silanes, Professor of Finance, EDHEC-Risk Institute

  • Concluding comments
    Frank Fabozzi, Professor of Finance, EDHEC-Risk Institute, visiting Professor, ORFE Department, Princeton University

    5:30pm-7:00pm: Drinks reception

Registration fee: EUR 200.00.

To register, please visit https://www.regonline.co.uk/edhecprinceton2013 before March 25, 2013.

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. Accommodation is not included.

Conference documentation designed by EDHEC Business School and Princeton University will be made available online to all delegates. EDHEC Business School reserves the right to alter the program without notice.

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 organization is welcome at no extra charge.

Billing and payment

The fee is billed following registration and must be settled before the conference begins. Payment can be made by credit card.

Media Partner

Event Details
  When   Between 03/04/2013 08:30 AM and 03/04/2013 07:00 PM
Where   The Princeton Club of New York, 15 West 43rd Street, New York, NY 10036, United States
Contact Details
  Name   Séverine Anjubault
E-mail   severine.anjubault@edhec-risk.com
Phone   +33 493 187 863