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EDHEC-Risk Days Asia 2014

EDHEC-Risk Institute

03 Jul 2014 - 04 Jul 2014


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Organised by an academic research centre for the benefit of professionals, EDHEC-Risk Days Asia is an annual conference taking place in Singapore, which presents the research conducted by EDHEC-Risk Institute and discusses it with the institutional investment and wealth management communities. The conference enables participants 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 of advanced financial techniques with a sound awareness of their industry relevance.

In 2013, the second edition of the EDHEC-Risk Days Asia attracted close to 700 delegates from twenty-eight countries over four continents. This year again, the event is structured to appeal to institutional investors, traditional and alternative investment managers and policy-makers.


The New Frontiers in Risk Allocation & Investment Management Conference is a two day event that will include 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.

Each day, the conference will open with an exclusive forum 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.

On the first day, the conference will explore beyond the traditional approach of fundamental indexation and look at smart beta allocation, new index and benchmark offerings in the universe of equity investing and risk management. The conference will also be the occasion to discover new research on portfolio construction and efficient risk diversification. The roundtable will address questions about index transparency and investor expectations.

On the second day, EDHEC-Risk Institute will present research on themes pertinent to institutional investors, including systematic strategies in long-only equity investing and alternative investments, high frequency trading, new research on infrastructure investing and risk parity. The Pensions Forum will look at the future of retirement provision in Asia, at the road towards better designed default options, cost efficiency and market regulation.

Day One

Thursday 3 July, 2014: 08:00-18:15

New Frontiers in Risk Allocation & Investment Management - Day One

Indexing Forum: Index Transparency - What Investors Expect

How to Measure and Manage the Risks of Smart Beta Benchmark Construction

Morning stream sessions
• Where does Smart Beta Performance come from? Neither Alpha nor Malkiel's Monkey
• Volatility and Extreme Risks of Popular Asian Equity Indices
• PhD Forum

Afternoon workshops
Sponsor led sessions

Afternoon stream sessions
• From Factor Indices to Smart Factor Indices
• PhD Forum

From Asset Allocation to Risk Reporting

Day Two

Friday 4 July, 2014: 08:30-17:15

New Frontiers in Risk Allocation & Investment Management - Day Two

Pensions Forum: The Future of Retirement Provision in Asia - Australian Lessons on Pension System Design

Morning workshops
Sponsor led sessions

Afternoon stream sessions
• Investors' Practices for Beta Strategies: A Survey on the use of Alternative Beta in Long-Only Equity Investing and in Alternative Investments
• Valuation and Risk Measurement of Unlisted Infrastructure Debt
• New Frontiers in Risk Parity
• High-Frequency Trading and Systemic Risk Concern

Multi Smart Beta Risk Allocation

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