Hedge Fund, Investment News, Fund Strategies, Hedge Managers, Fund Data, Fund Jobs, Hedge Fund Conference, Short Selling, Fund Exchange - Hedge Fund Exchange Events and Conferences

Every year hundreds of Hedge fund conferences are organized all over the world. For hedge fund industry participants, managers, administrators, hedge fund investors, and the general public, such industry-targeted events have become an inevitable technology and knowledge repertoire Since regulatory requirements forbids hedge funds from public advertising, hedgefund conferences offer a one stop shop where hedge fund providers, hedge fund industry service providers, and the industry at large can meet to discuss important issues impacting the industry. Hedge fund related services, products and technological dimensions are all exhibited. If your company, organization or association is sponsoring a hedge fund event or conference, or any other event targeting the global hedge industry participants, Hedgefundexchange.net will list your event here with a link to your website or the event organizers for a modest fee. Please contact us or visit Hedgefundexchange.net Advertise/Media Kit for additional information. Send inquiries to: This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

The 2008 Global Alpha Forum brings together leaders from the alternative investment industry, academia and government. In 2007, the inaugural forum attracted several hundred delegates and was covered live by CNBC and Bloomberg television.

Although set in Greenwich, Connecticut - "the hedge fund capital of the world" - the Global Alpha Forum is broader in scope than the standard hedge fund conference fare. 2008 topics will include: "Green Trading" & Carbon Finance, global regulatory initiatives, as well as thought provoking keynote addresses.

Speakers participating in the event already include: Larry Summers, Managing Director of DE Shaw and Former Secretary of Treasury under the Clinton administration, Eugene A. Ludwig, Former U.S. Comptroller of the Currency, David W. Wiederecht, Vice President of Alternative Investments at GE Asset Management, Andrew Baker, Deputy CEO of Alternative Investment Management Association, Kevin Lynch, Head of Hedge Fund Research Group and Managing Director for CRA RogersCasey, and Stephen Preston, Former Acting General Counsel of the Department of Defense and Deputy Assistant Attorney General with the U.S. Department of Justice.

The 2009 Hedge Funds Exchange is an invitation-only event designed exclusively to cater to the unique needs of the today’s top leaders in the hedge fund industry.

To see if you qualify to attend this unique gathering of senior strategists, you can email us at This e-mail address is being protected from spam bots, you need JavaScript enabled to view it or call us on 1-866-296-4580.

The upcoming Exchange promises to deliver interactive and practical discussion for senior hedge fund executives including compliancy and regulatory issues, valuation, distressed debt, emerging markets, risk management and alternative investments. Participants at the 2009 Hedge Funds Exchange will build their own customized itinerary comprised of strategic conference sessions, interactive Brain Weave discussions, unique networking opportunities and focused one-on-one business meetings with leading service providers.

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Brochure Instructors Contents Online Registration

Jointly organised by CFA Institute and the EDHEC Risk and Asset Management Research Centre, the Annual Advances in Asset Allocation Seminar takes stock of the latest research advances in asset allocation and clarifies the distinction between true innovation and mere marketing claims in emerging industry trends.

The first day of the seminar focuses on bridging the gap between portfolio theory and portfolio construction. It discusses new investment paradigms and presents solutions to address estimation issues and for incorporating active views in a Bayesian framework.

The second day of the seminar explains how to optimise portfolio construction in a non-Markowitz world. It addresses the limitations of portfolio theory, imparts research-based insights on fundamental index® strategies and novel forms of indices and benchmarks, and presents models that integrate non-normality risks, parameter uncertainty, and realistic preferences. Finally, it shows how to integrate risk management constraints into asset allocation and move from static to dynamic beta management.

The seminar’s final day covers advanced risk budgeting and dynamic core-satellite allocation. It looks at portable alpha and portable beta strategies and shows how to use dynamic core-satellite investing to achieve dissymmetric management of the risk budget and to design long-only absolute return funds and new LDI products. It concludes with a review of the place of alternative investments in ALM as diversification, substitution and inflation hedging vehicles.

This exclusive seminar features instructors with established reputations for bringing together academic expertise and industry experience.

Presented in a highly accessible manner, it provides participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management and equips them with practical tools to improve asset allocation processes, implement novel investment management approaches, and develop new products.

Seminar Instructors

Martellini

Lionel Martellini is Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre. He is an expert in risk management and asset allocation processes and modelling.

Amenc

Noël Amenc is Professor of Finance and Dean of Research at EDHEC Business School and Director of the EDHEC Risk and Asset Management Research Centre. He is a specialist in asset management, performance analysis, and alternative investments.

The seminar will enable you to:

» Bridge the gap between modern portfolio theory and practical portfolio construction to build stable models

» Examine enhanced index construction techniques and analyse the asset allocation potential of fundamental index® strategies and socially responsible investing

» Optimise portfolio construction through integration of parameter uncertainty, non-normality risks, and realistic investor preferences

» Use risk budgeting and dynamic core-satellite allocation to refine your investment management process and design new investment solutions

» Review the potential of alternative investments as diversification, substitution and inflation hedging vehicles

The programme is intended for investment management professionals who advise on or participate in the design and implementation of asset allocation policies and portfolio models and for sell-side practitioners who develop new asset management and ALM solutions for investors.

Four easy ways to register:

» Book a seat online at: store.edhec-risk.com

» Fax back the registration form to +33 (0)4 93 18 45 54

» E-mail your details to This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

» Call us at +33 (0)4 93 18 78 19

CFA Institute members and representatives of pension schemes, charities, endowments and foundations qualify for a special discounted rate for this seminar and should contact us directly at This e-mail address is being protected from spam bots, you need JavaScript enabled to view it or on +33 (0)4 93 18 78 19.

CFA Institute

EDHEC Asset Management Education is registered with CFA Institute as an Approved Provider of the Continuing Education Programme. This seminar qualifies for 20 CE credits under the guidelines of the CFA Institute Continuing Education Programme.

EAME

EDHEC Asset Management Education
393-400 promenade des Anglais
P.O. Box 3116
06202 Nice Cedex 3 - France
Tel. +33 (0)4 93 18 78 19
Fax +33 (0)4 93 18 45 54
www.edhec-risk.com/AIeducation
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