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EDHEC-Risk Days Europe

from March 27, 2012 to March 29, 2012

After the success of the latest EDHEC-Risk Institutional Days and EDHEC-Risk Alternative Investment Days, which gathered together more than 800 investors and investment professionals from all over Europe and beyond, and in order to better satisfy the requirements of institutional investors, EDHEC-Risk Institute has decided to merge its two annual conferences into a unique three-day event in Europe, the EDHEC-Risk Days Europe, which will take place at the Brewery in London on March 27-29, 2012.

  • The Indexation and Passive Investment Conference, organised on the first day of the event, will focus on exploring enhanced index and optimal benchmark construction and look at new forms of indices and benchmarks. This conference will also be the occasion to evaluate the use of passive investment vehicles and their impact on the market. Results of an exclusive survey of European asset owners will highlight the latest trends in ETF usage. EDHEC-Risk Institute will present a study looking at how heavy ETF trading affects the pricing and liquidity of the underlying assets, while the main roundtable will discuss regulators' considerations in the light of increasing concerns about the complexity and opacity of ETFs.

  • The Global Institutional Investment Conference, taking place on the second day, will present the results of EDHEC-Risk Institute's research on themes of particular interest to institutional investors, including risk and regulation, Solvency II benchmarks, hybrid pension plans and inflation-linked corporate bond investing. As with the conference's main roundtable, it will bring together institutional investors, pension protection organisations and regulators for a debate on protecting investors from the default risk of pension funds or their sponsors.

  • The third day will be dedicated to the Alternative Investment Conference. This will be an opportunity to discuss with investors and regulators whether the AIFM directive offers better protection for investors. EDHEC-Risk Institute researchers will also present their latest results relating to hedge funds and alternative investments. Hedge fund modelling and performance, long-short commodity investing and risk management, idiosyncratic-risk based commodity strategies, high frequency trading, and idiosyncratic volatility hedging for portfolio volatility management will be some of the themes included in the programme.

The event will consist of plenary sessions complemented by limited enrolment streams and workshops allowing in-depth exploration of special themes.
Type :
Contact :
Laura Pensato
Location(s) :
The Brewery, Chiswell Street, London EC1Y 4SD, United Kingdom

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