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Published on November 19, 2007
The latest international conference to be organised by EDHEC Risk and Asset Management Research Centre was the Alternative Betas and Hedge Fund Replication at the Grand Hyatt in New York. Professor Lionel Martellini, Scientific Director of the EDHEC Risk and Asset Management Research Centre and professor in EDHEC's MSc in Risk and Asset Management programme hosted the event that gathered experts from all over the United States.
Presented in a highly accessible manner and drawing on the latest results of the alternative investment research, the Alternative Betas and Hedge Fund Replication seminar was designed for hedge funds managers, investment officers and administrators working for institutional investors, and consultants and key account representatives advising high net worth investors and institutions on hedge fund matters.
This seminar is just one of the many international events on the EDHEC Risk and Asset Management Research Centre's calendar and is part of a series of events that includes the EDHEC Asset Management Days in Geneva, the Alternative Investment days in London and the EDHEC Institutional Days & ETF Summit in Paris to name but a few.
Such events are normally reserved for professionals but EDHEC regularly invites its Finance programmes students to attend. This offers the students the chance to be among the first to know of the most recent findings, provides a head start in learning and understanding cutting edge techniques, gives added-value to a CV and allows students to meet professionals and begin their networking channels.
The Risk and Asset Research Centre provides much of the core content in EDHEC's Finance programmes, providing students with the latest facts and techniques and equipping them with interview materiel that will set them aside from other applicants.
In the Alternative Betas & Hedge Fund Replication Seminar, Professor Lionel Martellini, explained the relative merits of indices, the replication offerings and assessed the beta benefits of hedge funds. The participants left with a workable knowledge of the state of the art techniques to maximise benefits of alternative investments in the asset management and ALM solutions.
Featuring an in-depth discussion of hedge fund cloning techniques, introducing the results of independent tests of alternative beta replication, and suggesting directions for the next generation of index trackers, the seminar also appealed to practitioners interested in emerging forms of liquid and passive alternative investment.
Find out more about the contents of this conference here or on the EDHEC Risk and Asset Management Research Centre website.
Written by NIKKI HARLE
Date of update November 6, 2008
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