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, 27/05/2015 - 11:00
State Street Global Advisors has unveiled the results of an in-depth survey of 420 senior executives within global private and public pension plans, endowments, foundations and sovereign wealth funds, summarised in this keynote Hedgeweek Special Report... »
Tue, 19/05/2015 - 11:00
This keynote Hedgeweek Special Report surveys the key technology products and software solutions available to hedge funds,, and drills down into each one through interviews and analysis to summarise their benefits to COOs, CTOs and CFOs at hedge funds... »
Tue, 19/05/2015 - 11:34
Voting for the 5th edition of the Hedgeweek USA Awards, which recognise excellence among hedge fund managers and service providers around the world, is now open. ... »
Thu, 07/05/2015 - 09:37
Cybersecurity issues have existed as long as the internet. What seems to have changed in the last 18 months is not only that the nature of the breaches has become more sophisticated, but also the fact that hedge funds have become a much bigger target. ... »
Mon, 13/04/2015 - 11:30
Investing in commodities can yield handsome returns, but investors need to focus sharply on timing and diversify their portfolios away from traditional safe havens and into sectors such as agriculturals and products such as ETFs. As one expert reveals in this special report, "Gold is not the only yellow commodity one should have in their portfolio"... »