EDHEC-Risk Days Asia 2012
EDHEC Risk Institute
09 May 2012 - 10 May 2012
Singapore
Website: click here
Register: click here
EDHEC Risk Institute
Overview
Organised by an academic research centre for the benefit of professionals, EDHEC-Risk Days Asia presents the research conducted by EDHEC-Risk Institute and discusses it with the institutional investment and wealth management communities. As such, the Institute wishes to enable participants at EDHEC-Risk Days Asia 2012 to have access to the latest conceptual advances and research results in investment and risk management and to discuss their implications and applications with researchers who combine expertise in analytical and research methods with a sound awareness of their relevance for the investment industry.
The event is structured to appeal to institutional investors, traditional and alternative investment managers and policy-makers. The conference includes two exclusive fora, multiple plenary and stream sessions, and workshops that will allow professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to research advances.
Programme
On the first day, the conference will focus on advances in equity investment and equity portfolio construction, and on passive investment and indexing.
The advances in equity investment discussed will include both global issues–in particular, new approaches to equity portfolio construction, the protection of equity portfolios against sovereign risks, and optimisation of risk management via the combination of risk diversification, risk hedging and risk insurance–and topics with a distinctive regional dimension–notably, volatility management and downside risk control on Asian equity markets and the search for true Asian exposure on the region’s public equity markets.
The indexing and passive investment matters examined will be focused on Asia: the results of the first academic study of indices and passive management in Asia will be unveiled, they will document the level of adoption of passive investment in the region and highlight the latest trends in the use of indices by Asian investors; the major Asian equity indices will be assessed for biases, stability, efficiency and representativeness; and regulatory development affecting ETFs in the region will be discussed. Alternative to traditional equity indices will also be reviewed and assessed.
On the second day, the conference will focus on alternative strategies and review traditional, modern, and emerging alternative investments. EDHEC-Risk Institute researchers will present their latest results on the determinants of private equity performance, next-generation commodity investing, and hedge fund allocation, modelling and performance. They will also discuss developments in infrastructure investing, present a new class of volatility indices for Asia and evaluate skewness as an asset class.
Each day will open with an exclusive forum co-organised with CNBC and The Wall Street Journal at which leading figures from the investment industry and senior officers of supervisory authorities will discuss ongoing regulatory initiatives that will impact the future of investing:
Asian Investment Forum (Day One)
On the first day, the Asia Investment Forum will discuss smart regulation in Asia looking at what tools the regulatory authorities can use to reduce volatility and promote markets stability without inflicting too much damage on the competitiveness of the financial industry and on overall economic efficiency.
High Frequency Trading Forum (Day Two)
On the second day, the High Frequency Trading Forum will discuss the market impact and economic consequences of high frequency trading and review recent and ongoing regulatory developments affecting this practice
The main topics addressed by EDHEC-Risk Days Asia 2012 will be:
Advances in Equity Investment:
• Managing the Volatility and Downside-Risks of Asian Equity Markets
• Assessing New Approaches to Equity Portfolio Construction
• Protecting Equity Investments against Sovereign Risks
• Finding True Asian Exposure in Asia-listed Equities
• Combining Diversification, Hedging and Insurance to Optimise Risk Management
Indexing and Passive Investment:
• Presenting the Results of an Exclusive Survey on Indices and Passive Management in Asia
• Assessing the Quality of the Major Equity Indices in Asia
• Weighting Alternatives to Capitalisation-weighted Indices
Alternative Investments:
• Allocating to Hedge Funds – a View from the Buy-Side
• Hedge Fund Modelling and Performance
• Presenting New Evidence on the Performance of Private Equity
• Assessing the Benefits of Long-Short Commodity Investing
• Reviewing the State and Challenges of Infrastructure Financing and Investing
• Introducing a New Class of Volatility Indices for Asia
• Evaluating Skewness as an Asset Class
Regulatory Developments:
• Evaluating the Impact of Regulatory Measures Aimed at Reducing Volatility
• Measuring the Impact and Economic Consequences of High Frequency Trading
• Addressing Myths and Misconceptions about the Risks of ETFs
Contact Details
Name Jeremiah Cai
E-mail jeremiah.cai@edhec-risk.com
Phone +65 6631 8578