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
Fri, 19/12/2014 - 10:24
With service providers reporting growth in hybrid funds, funds for single investors and bespoke managed accounts, this report examines the regulations and new services being developed in Cayman to tackle the fast-changing offshore funds market... »
Fri, 19/12/2014 - 09:11
Voting for the 6th edition of the Hedgeweek Global Awards is now open. The Awards will be presented at a lunch ceremony to be held in London. ... »
Tue, 09/12/2014 - 09:58
Read how managed accounts platforms are now catering to a wide spectrum of investor needs, from straightforward commingled funds to sophisticated infrastructure solutions for the largest institutional investors. And the rise of liquid alternatives means that onshore funds - UCITS, AIFs and '40 Act funds - are becoming just as popular as offshore funds... »
Thu, 11/12/2014 - 11:31
Global assets under management* of the private real estate industry have reached USD742bn, an all-time high for the industry, and up from USD697bn as of the end of 2013. Preqin’s Andrew Moylan takes a look at the latest stats on the industry. ... »
Fri, 28/11/2014 - 12:01
In this report S&P Capital IQ examines how credit events can impact on the price of equities. The results are compelling. The report looks at the relationship between credit indicators and equity back-tested returns. ... »
Sat, 27 Dec 2014 00:00:00 GMTQuantitative Research | Equity | New York
Sat, 27 Dec 2014 00:00:00 GMTQuantitative Analyst - CVA, IR, and Credit Model Validation - US Investment Bank
Thu, 25 Dec 2014 00:00:00 GMT