Organizer: Terrapin
Date: April 26-27, 2006
Location: Hong Kong

From Programme:

Portable alpha is simply a return enhancement strategy, adding incremental returns to investors’ investments in a wide variety of asset classes. It is the process of separating alpha return from beta return and then adding the alpha element onto another portfolio using derivatives. Portable alpha does not change the underlying asset allocation of the investment portfolio. 

Evaluating portable alpha as THE new paradigm for today’s institutional portfolios

1. Defining and identifying ‘true’ alpha
2. Understanding how a portable alpha strategy works
3. Analysing this new paradigm to determine its benefits and risks for institutional investors 
4. Examining the challenges and difficulties of finding and transferring alpha in today’s investment environment

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