Organizer: Institutional Investor
Date: December 7, 2006
Location: New York

Apparently ii’s market research department has determined that an event featuring the trifecta of today’s hot investing topics will attract the broadest audience possible.  This event bills itself as “New Models for Liability Driven Investing, 130-30 Strategies, Portable Alpha & More”.  That’s an audacious goal for one day.  But kudos to ii for making the attempt.    

Says the programme:

“Portable alpha and alpha beta separation have generated a great deal of buzz, but the investment management community still struggles with the operational challenges – the nuts and bolts – of implementation. Hedge funds and money managers consider the relative merits of rolling out a turn-key alpha strategy, or customizing plans on a case-by-case basis. And there is a palpable frustration with the unquestioned use of existing benchmarks as measures of success.”

Highlights include:

• Rob Arnott on “The recent crescendo in the debate about alpha-beta separation and portable alpha strategies…”
• Don Fehr (see previous posting) on the “effects of plan assets and investment culture on LDI strategy and portable alpha strategies.”

Overall, the event is basically a ”Who’s Who” drawn from the pages of AllAboutAlpha.com, featuring such hedge fund celebrities as: Laurence Siegel, Michael Hennessy, Albert Hsu and Angelo Calvello.

Which reminds us, AllAboutAlpha is one of the few hedge fund “voices” not already owned by Euromoney Institutional Investor.  (Note to ii: start bidding before Google calls us).

View Conference Programme