Sign up for free newsletter

 

Advanced Hedge Fund Investing Seminar - London

Training : Advanced Hedge Fund Investing Seminar - London

Tue, 22/01/2013   for 2 Days
Conducted by : EDHEC-Risk Institute
Contact : Mélanie Ruiz
Duration : 2 Days
Apply now Visit site

 

22-23 January, 2013 – London - Early bird available before December 21
 
Seminar Outline: 
The Advanced Hedge Fund Investing Seminar is an intensive two-day course that will impart advanced concepts and practical tools for optimal construction and risk management of hedge fund portfolios. It will also enable participants to use latest performance and risk decomposition as well as due diligence and risk budgeting techniques to create superior hedge fund portfolios while controlling for risk.
Seminar Instructors:
François-Serge Lhabitant is Affiliated Professor of Finance at EDHEC Business School and a member of EDHEC-Risk Institute, and Chief Investment Officer at Kedge Capital Fund Management.
Robert Kosowski is Affiliated Professor of Finance at EDHEC-Risk Institute and Associate Professor and Director of the Centre for Hedge Fund Research at Imperial College London.
 
Key Learning Benefits:
The seminar will enable participants to:
- Understand advanced performance and risk attribution for hedge funds.
- Examine the practical importance of time-varying risk exposures in hedge fund portfolios and advanced techniques to deal with them in practice. Learn latest techniques to distinguish risk-taking from skill in hedge funds.
- Develop an understanding of advanced alternative beta decompositions including variance and correlation risk.
- Appreciate the role that quantitative hedge fund strategies can play in a diversified portfolio. Learn the key drivers of returns in quantitative hedge fund strategies such as CTAs, quantitative long-short equity funds and pairs trading strategies. Learn how to incorporate insights about capacity constraints in hedge fund strategies into the portfolio allocation process.
- Examine the implication of performance and risk attribution insights for hedge fund replication. Appreciate differences between different hedge fund replication approaches.
- Learn advanced hedge fund portfolio construction and due diligence techniques. Understand how hedge fund performance measures can be manipulated and how to address resulting issues. Learn due diligence techniques and performance flags that help spot potential misreporting.
- Find out how to incorporate hedge fund return predictability into the portfolio construction process. Understand the value added of Bayesian techniques for hedge fund allocation.
- Explore risk budgeting and risk allocation approaches in the context of hedge fund portfolios. Understand the implications of time-varying risk exposures for risk budgeting.
 
Course Fees:
London
Standard rate: EUR 3,500 
Early bird rate: EUR2,800 available before December 21
 
Further Information and Registration:
For further information about the event please visit our webpage:
or contact Mélanie Ruiz or on: +33 493-187-819
 
To book a seat, please visit our online stores  or contact Mélanie Ruiz or on: +33 493-187-819
 
Continuing Education Credits
As a participant in the CFA Institute Approved-Provider Programme, EDHEC-Risk Institute has determined that this programme qualifies for 14 credit hours. If you are a CFA Institute member, continuing education credit for your participation in this programme will be automatically recorded in your CE Diary.
 

 


features
Special report
Hedge Fund Technology 2015

Hedge Fund Technology 2015

Tue, 19/05/2015 - 11:00

This keynote Hedgeweek Special Report surveys the key technology products and software solutions available to hedge funds,, and drills down into each one through interviews and analysis to summarise their benefits to COOs, CTOs and CFOs at hedge funds... »

Special report
AlphaQ – April 2015

AlphaQ – April 2015

Tue, 21/04/2015 - 10:00

The hunt for diverse streams of alpha is intensifying, and skill-based risk-adjusted returns are the Holy Grail for all investment managers. Global Fund Media (GFM) brings you AlphaQ, a bi-monthly compendium of investment ideas, skill and talent across all asset classes, and a network of the best asset management talent... »

Special report
Commodities 2015: The outlook for investors

Investing in commodities can yield handsome returns, but investors need to focus sharply on timing and diversify their portfolios away from traditional safe havens and into sectors such as agriculturals and products such as ETFs. As one expert reveals in this special report, "Gold is not the only yellow commodity one should have in their portfolio"... »

Special report
Hedgeweek Global Awards 2015 – The Winners

Read the complete list of Winners and profiles at the sixth edition of the Hedgeweek Awards, presented in London's Mayfair and sponsored by Morgan Stanley, which brought together the leading names in the global hedge funds industry to celebrate the achievements of the best performing managers and service providers in 2014... »

Special report
Hedgeweek Special Report: The Bahamas – How it continues to evolve its funds industry

The Bahamas is taking steps to raise its profile as an attractive funds centre, continuing to build out the popular SMART Fund model template to provide a range of solutions for investment managers, plus its new ICON structure designed to appeal specifically to Brazilian investment managers and advisers.... »

latestjobs
Technologist

Fri, 22 May 2015 00:00:00 GMT

MD of Interest Rates Sales Role

Fri, 22 May 2015 00:00:00 GMT

C++ HFT Strategic Developer

Fri, 22 May 2015 00:00:00 GMT

specialreports