Absolute Returns Funds Conference Program 2009

8.30am

Registration

8.50am

Welcome and introductions, Colin Tate, executive director Conexus Financial

8.55am

Kim Ivey, Chair, Alternative Investment Management Association, Australian Chapter

Session Chair

Rob Goodlad, managing director, State Street Global Advisors

9.00am

How the world’s most sophisticated investors are pursuing absolute returns – Greg Moessing, managing director, Cambridge Associates

9.35am

A statistical snapshot of what’s working in the hedge fund industry – Meredith Jones, managing director, Pertrac

Panel Chair

Jack Gray

10.05am

Liquidity and fees – correlated at last? – Panel discussion featuring Simon Ibbetson, head of CPG Advisory, Ross Barry, Watson Wyatt and Con Michalakis, CIO of Statewide Super.

10.40am

Q&A – Interaction Table Captains

11.00am

Morning Tea

11.25am

How hedge fund beta has fared in the last 12 months – Gregor Andrade, Principal, AQR Capital Management

11.50am

Q&A

12.00pm

Covering all your bases with a convergent-divergent approach – Ric Thomas, head of alternative investments, State Street Global Advisors

12.30pm

Investing in Systematic Global Macro: Performance, Risk and Correlation CharacteristicsBob Murray, member of investment committee, Graham Capital

1.00pm -2.30pm

Lunch – Special Keynote Speaker

1.45pm – 2.15pm

Optimising your alternative beta portfolio – Lars Jaeger, partner and head of alternative beta strategies, Partners Group and author

Session Chair

Rob Prugue, senior managing director, Lazard Asset Management Pacific Co.

2.30pm

The end of Asset Allocation? Finding true diversity using alternative investments. – Panel session featuring Guy Stern,Standard Life head of multi-asset fund management; Jon Glass, CIO of Media Super and Sydney University Endowment; Ray King, director of Sovereign Investment Research

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The ‘brutal pursuit’ that shaped Aware Super’s new CIO

The new chief investment officer of the $230 billion Aware Super expects that the fund will be around for the next 100 years. To make sure it keeps delivering for members, he’s optimising the work already done to build its portfolio, thinking hard about the best way to access assets, and embracing the risk management lessons he first learned as a trader for Chemical Bank.

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