EDHEC-Princeton Institutional Money Management Conference

In the face of a number of key changes of paradigms that are currently affecting the investment industry, this one-day conference is intended to provide a selected number of invited investment professionals with the latest academic insights related to new frontiers in institutional money management.

The format of the conference is meant to facilitate the exchanges of views between academics and practitioners; it involves presentations by members of the faculty of Princeton University and EDHEC-Risk Institute, followed by a discussion with the audience.

Program

    Introductory comments

    8:30am
    Paradigm shifts in the investment industry: from α to β management
    Lionel Martellini, Professor of Finance, EDHEC-Risk Institute, and Visiting Fellow, ORFE Department, Princeton University

    Morning session: Advances in investment benchmarks

    8:50am
    New frontiers in equity investments: Equity portfolio construction using better constraints
    Raman Uppal, Professor of Finance, EDHEC-Risk Institute
    9:40am
    New frontiers in fixed-income investments: New forms of fixed-income benchmarks for performance-seeking and liability-hedging portfolios
    Frank J. Fabozzi, Professor of Finance, EDHEC-Risk Institute and Visiting
    Fellow, ORFE Department, Princeton University
    10:30am
    Morning break
    11:00am
    New frontiers in commodity investments: From static long-only to dynamic long-short investment strategies
    John Mulvey, Professor of Operations Research and Financial Engineering, ORFE Department, Princeton University
    11:50am
    Lunch

    Afternoon session: Advances in asset allocation strategies

    1:00pm
    Hedging versus insurance: Long-term investing with short-term constraints
    Lionel Martellini, Professor of Finance, EDHEC-Risk Institute, and Visiting Fellow, ORFE Department, Princeton University
    1:50pm
    Asset allocation decisions in the presence of regime switches
    René Garcia, Professor of Finance, EDHEC-Risk Institute
    2:40pm
    Portfolio selection with alternatives
    Jakub Jurek, Assistant Professor of Economics and Finance, Department of
    Economics and Bendheim Center for Finance, Princeton University
    3:30pm
    Asset allocation and risk management in a world where all asset classes can fail together
    Yacine Aït-Sahalia, Professor of Economics and Finance, Department of Economics, Princeton University, Director of the Bendheim Center for Finance, Princeton University
    4:10pm
    Drinks reception
    5:00pm
    End of conference


Attendance is by invitation only : severine.anjubault@edhec-risk.com