Advanced Hedge Fund Investing Seminar - Singapore

Training : Advanced Hedge Fund Investing Seminar - Singapore

Tue, 26/02/2013   for 2 Days
Conducted by : EDHEC-Risk Institute
Contact : Mélanie Ruiz
Duration : 2 Days

 

 
26-27 February, 2013 – Singapore - Early bird available before January 1st
 
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 - Singapore
Standard rate: SGD 4,420 
Early bird rate: SGD3,800 available before January 1
 
Further Information and Registration:
For further information about the event please visit our webpage:
or contact Mélanie Ruiz 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
Cayman Islands Hedge Fund Services 2014

Cayman Islands Hedge Fund Services 2014

Fri, 19/12/2014 - 10:24

With service providers reporting growth in hybrid funds, funds for single investors and bespoke managed accounts, this report examines the regulations and new services being developed in Cayman to tackle the fast-changing offshore funds market... »

Comment
Neil Williams, Hermes

Hermes Chief Economist Neil Williams comments on the latest UK inflation statistics… ... »

Special report
Hedge fund managed accounts 2014

Hedge fund managed accounts 2014

Tue, 09/12/2014 - 09:58

Read how managed accounts platforms are now catering to a wide spectrum of investor needs, from straightforward commingled funds to sophisticated infrastructure solutions for the largest institutional investors. And the rise of liquid alternatives means that onshore funds - UCITS, AIFs and '40 Act funds - are becoming just as popular as offshore funds... »

Article
Stack of US dollar bills

Global assets under management* of the private real estate industry have reached USD742bn, an all-time high for the industry, and up from USD697bn as of the end of 2013. Preqin’s Andrew Moylan takes a look at the latest stats on the industry. ... »

Article
S&P Capital IQ Special Report

In this report S&P Capital IQ examines how credit events can impact on the price of equities. The results are compelling. The report looks at the relationship between credit indicators and equity back-tested returns. ​ ... »

latestjobs
Quantitative Trading Strategist | Front Office

Sat, 20 Dec 2014 00:00:00 GMT

Entry Level Financial Software Developer

Sat, 20 Dec 2014 00:00:00 GMT

C#.NET Developer – Quantitative Risk, Fixed Income

Sat, 20 Dec 2014 00:00:00 GMT

events
3 weeks 2 days from now - New Orleans
4 weeks 4 days from now - Boston
4 weeks 4 days from now - New York
5 weeks 1 day from now - New York
specialreports