This intensive three-day course will impart advanced techniques for optimal construction and risk management of multi-style multi-class portfolios.
30 March-1 April, 2010 - New York
Early bird available before February 1st
Jointly organised by CFA Institute and EDHEC-Risk Institute, the Alternative Asset Allocation Seminar is an intensive three-day course that will impart advanced concepts and practical tools for optimal construction and risk management of multi-style multi-class portfolios. It will also enable participants to derive the full benefits of alternative investments for asset management and asset-liability management (ALM) while controlling for their specific risks.
Presented in a highly accessible manner by a team of instructors with established reputations for bringing together academic expertise and industry experience, the seminar combines exploration of innovative models, concepts, and themes, presentation of state-of-the-art practical tools, and examination of best industry practices.
•François-Serge Lhabitant, PhD, Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, Professor of Finance at the University of Lausanne, and Chief Investment Officer at Kedge Capital.
•Lionel Martellini, PhD, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute.
•Peter Carr, PhD, Head of Quantitative Financial Research at Bloomberg LP.
•Russell Read, PhD, Senior Managing Partner of C Change Investments, a private equity firm investing in companies that address resource limits in energy, water, food, air and materials, and former Chief Investment Officer of CalPERS.
•Etienne Rouzeau, PhD, Director, and Head of Allocation and Risks with Allianz Alternative Asset Management (AAAm), the fund of hedge fund operation of Allianz Global Investors.
Key Learning Benefits:
The seminar will enable participants to:
•Understand the risks, return drivers, and conditional return characteristics of hedge funds, commodities, private equity, real estate, and emerging alternative assets.
•Find out how to build resilient multi-style multi-class portfolios.
•Learn to use alternative investments to improve the risk budgets in asset management and LDI programmes.
•Explore the potential of volatility for portfolio diversification and hedging of downside equity risk.
•Examine green investing as a super-investment theme.
•Review best industry practices in the fields of extreme risk management.
For further information about the event please visit our website
To book a seat, please visit our online store: store.edhec-risk.com or contact Mélanie Ruiz at EXECeducation@edhec-risk.com or on: +33 493-187-819
Wed, 22/07/2015 - 19:52
The introduction of the Alternative Investment Fund Managers Directive (AIFMD) into European law in 2013 was part of a series of moves towards greater regulatory oversight of the hedge fund industry in recent years. In our survey, we asked hedge fund managers for their views on the effect of these new regulations on the industry as well as their expectations about the impact of the AIFMD on their firm over the next 12 months, the results of which are analyzed in this extract from the Preqin Special Report: AIFMD in the Hedge Fund Industry – 2015 Update. ... »
Thu, 02/07/2015 - 15:51
A couple of years ago, the title Chief Information Security Officer, or CISO for short, was a foreign concept within the hedge fund community. The winds have changed, however, as hedge funds become increasingly targeted by cyber hackers, causing many to hire a CISO to uphold the network integrity of the firm. ... »
Mon, 29/06/2015 - 12:48
Sovereign wealth funds, though small in number and secretive in nature, wield considerable influence as investors as a result of their sizeable assets under management. This extract is taken from Preqin’s latest report which features exclusive content from the 2015 Preqin Sovereign Wealth Fund Review. ... »
Tue, 16/06/2015 - 09:57
Mergers and acquisitions in recent years have changed the face of hedge fund administration. Big custodial banks are likely to dominate the HFA space in years to come, forming one part of a barbell with a number of well-run, well-capitalised independent HFAs on the other end. This report examines the implications for both hedge funds and their administrators... »
Fri, 05/06/2015 - 12:06
The North American private debt industry has seen substantial growth in assets over the last decade. This extract from the Preqin Special Report: Private Debt in North America looks at the current state of private debt fundraising and funds currently in market. ... »