London, 28-30 June, 2011
New York, 12-14 July, 2011
Early birds available.
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 real assets 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, and Chief Investment Officer at Kedge Capital Fund Management.
• Bernd Scherer, PhD, Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute.
• Nicolas Mougeot, PhD, Managing Director and the Global Head of Equity Derivatives and Quantitative Strategy at Deutsche Bank
• Euan Sinclair, PhD, Risk Manager for Bluefin Trading, a privately-owned financial services business focused on listed-derivative market-making, proprietary trading, and institutional sales and trading.
• Michael Underhill, Chief Investment Officer of Capital Innovations, an asset management firm he established in 2007
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 real assets to improve the risk budgets in asset management and ALM programmes.
•Explore the potential of volatility for portfolio diversification and hedging of downside equity risk.
• Examine infrastructure investing as an asset class.
For further information about the event please 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. ... »