Morning Workshops
08:45 Workshop A: Critical factors of operational due diligence
- Legal issues, transparency, and the importance of a network
- Extracting information from annual reports and mandatory filings
- Dealing with investment liquidity constraints
- Service providers: evaluating their quality, understanding the significance of segregation
- Quality of NAV: portfolio pricing and review of cash controls
- Headline risk - some lessons from due diligence failures and blow-ups
08.45 Workshop B: The benefits of managed futures
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Valere Costello, CEO, Invesdex |
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Richard Spurgin, Professor, Clark University
Tim Wong, Head of AHL, Man Investments
Pierre Guillemin, Head of Strategic Asset Allocation, Swiss Life
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08:45 Workshop C: Risk transparency for hedge fund investors: which indicators?
08:45 Workshop D: Including hedge fund strategies in institutional portfolios
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Demystifying the performance of the different strategies
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Which strategies can play a role in your tactical asset allocation
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The potential use of some strategies in a core/satellite approach
08:45 Workshop E: Structured alternative investment
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Rémi Genlot, Head of Structured Alternative Investments, SG CIB
David Escoffier, Head of Equity Derivatives, SG CIB London
Laurent Le Saint, Managing Director, Fund of Hedge Fund Relations, SG Structured Alternative Investment
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Morning Plenary Session
10:40 Institutional investors' expectations with regards to alternative investments
Presentation of an exclusive EDHEC survey
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Chairperson |
Barbara Rupf Bee, CEO, HSBC Republic Investments Ltd. |
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Felix Goltz, Research Engineer with the EDHEC Risk and Asset Management Research Centre
Mathieu Vaissié, Research Engineer with the EDHEC Risk and Asset Management Resarch Centre
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Panellists |
Chris Armitage, Pensions Investments Controller, J. Sainsbury plc
Charles Beazley, Head of Institutional and Alternative Investments, Gartmore
David Blackwood, Group Treasurer, ICI plc |
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Related Research Papers |
EDHEC European Alternative Diversification Practices Survey; N. Amenc, W. Géhin, J-R. Giraud, L. Martellini, M. Vaissié; December 2005
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Afternoon Plenary Sessions
14:00 Portable beta and alpha packaging
Integrating hedge funds in a core-satellite approach tailored to institutional investors
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Chairperson |
William De Vijlder, Managing Director - CIO, Fortis Investments |
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Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre
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Panellists |
Giovanni Beliossi, Managing Partner and Head of Portfolio Management and Trading, FGS Capital LLP
Philip Lambert, Group Head of Corporate Pensions, Unilever
Christopher J. Woods, Director, Hedge Fund Strategies, State Street Global Advisors |
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Related Research Papers |
From Delivering to the Packaging of Alpha; N. Amenc, P. Malaise, L. Martellini; 2005
Portable Alpha and Portable Beta Strategies in the Euro Zone - Implementing Active Asset Allocation Decisions using Equity Index Options and Futures; N. Amenc, P. Malaise, L. Martellini, D. Sfeir; October 2003
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15:45 New requirements in terms of reporting, performance and risk measurement for hedge fund investments
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Chairperson |
Louis Chaillet, Global Risk Manager, ABP Investments |
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Panellists |
Eric Bissonnier, Partner, CIO Europe and Asia, EIM
Kerrin Rosenberg, Associate, Hewitt, Bacon and Woodrow
Dan Waters, Director Retail Policy and Asset Management Sector Leader, FSA |
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Related Research Papers |
EDHEC Funds of Hedge Funds Reporting Survey; N. Amenc, P. Malaise, M. Vaissié; January 2005
Taking a Close Look at the European Fund of Hedge Funds Industry - Comparing and Contrasting Industry Best Practices and Academic Recommendations; N. Amenc, J-R. Giraud, L. Martellini, M. Vaissié; 2004 |
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