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EDHEC to host hedge fund replication seminar

EDHEC will be presenting the latest findings of its research into alternative betas and hedge fund replication during a seminar on alternative betas and hedge fund replication at the Grand Hyatt hotel in New York on October 16.

Designed and delivered by the Scientific Director of the EDHEC Risk and Asset Management Research Center, the aim of this intensive seminar is to equip participants with a workable knowledge of the state-of-the-art techniques for maximizing hedge fund benefits both at the fund level and for end investors.

EDHEC Business School Professor Lionel Martellini will present a novel approach to hedge fund investing and detail the associated techniques for identifying, measuring, and optimizing the beta benefits of hedge funds. The seminar will also feature an in-depth discussion of hedge fund cloning techniques, the results of independent tests of alternative beta replication, and suggested directions for the next generation of index trackers.

Martellini holds graduate degrees in Economics, Statistics and Mathematics, as well as a PhD in Finance from the University of California at Berkeley. He is a member of the editorial board of The Journal of Portfolio Management and The Journal of Alternative Investments.

An expert in quantitative asset management and derivatives valuation, Martinelli has also published widely in academic and practitioner journals, and has co-authored reference textbooks on Alternative Investment Strategies and Fixed-Income Securities. Recent papers include: 'The Myths and Limits of Passive Hedge Fund Replication,' 'The Benefits of Hedge Funds in ALM,' 'Investing in Hedge Funds: Adding Value through Active Style Allocation Decisions,' and 'Hedge Fund Indices: Reconciling Investability and Representativity.'

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