Asset Allocation Summit USA: Monday, May 16, 2011

last modified: 16 May '11

08.00

Breakfast and registration

08.50

Chairman’s opening remarks

› Dr. Elliot Noma,

Senior Vice President, Chief Risk Officer and Portfolio Manager, Asset Alliance

GLOBAL INVESTMENT OUTLOOK: WHERE’S THE BIG MONEY?

09.00

Opening address: 2011 - the return of stellar returns?

• Which asset classes will offer the best returns for 2011?
• What is the future of asset allocation in a low return
environment?
• Extremely correlated asset classes: how you can move around them to gain superior returns

› Mr Rene Nunez,

Former Chairman, Texas State Board of Education

09.30

Panel session: Emerging markets - examining investor considerations and hot investment opportunities

• Increasing emerging market exposure: is it right for you?
• Local vs. international fund managers
• Investor due-diligence: selecting fund managers in emerging markets
• Do you really need an active manager for all EM allocations?
• Looking beyond BRIC: opportunities in the Andes, Mexico and South Asia
• Accessing emerging market growth through ETFs

› Mr Dan Weiskopf,

Principal, Global ETF Strategies, Forefront Advisors

› Mr Frank Brochin,

Managing Partner, StoneWater Capital

› Mr Vidak Radonjic,

Managing Partner, Beryl Consulting Group

› Mr Tim Wang,

Senior Vice President, Research & Investment Strategy, ING Clarion Partners

10.10

Speed Networking

The revolutionary, exciting, and fastpaced way to meet fellow conference delegates and industry peers in one 30 minute session. These brief meetings are the starting point for conversation and networking throughout the conference.

10.40

Morning break

PORTFOLIO MANAGEMENT

11.00

Small cap value investing: what considerations need to be made?

• Finding big opportunities for small cap investing in domestic and
emerging markets
• Minimizing risk through effective diversification
• Hedging against volatility: what are the best ways to manage?

› Mr Stephen Rich,

Executive Vice President, Equity Investments, Mutual of America Capital Management

11.30

The 8% challenge for institutional investors

• Analyzing the difficulties and possible solutions for meeting required returns
• Examining what warrants active management
• Weighing the benefits and risks of private markets
• Making emerging markets a priority
• Evaluating a more tactical approach to your asset allocation strategy
• Hedging against the inherent risks when investing in risky assets

› Mr Frank Benham,

Managing Partner, Meketa Investment Group

12.00

Panel session: Traditional asset allocation models - give them a facelift or scrap them altogether?

• Impact of the 2008 breakdown on current models
• Understanding asset class correlation to effectively manage risk in your portfolio
• Re-balancing your percentages: how often should you do this?
• Examining quantitative methodologies
• Looking forward: will there be a place for the traditional models in institutional portfolios?

› Mr Wendell Weakley,

President and Chief Executive Officer, University of Mississippi Foundation

› Mr Jack Hansen,

Chief Investment Officer, The Clifton Group

› Mr Steve Plake,

Vice President, Riverside Risk Advisors

› Mr Vittorio Lacagnina,

Director, SteelRiver Partners

12.40

Lunch

ALTERNATIVE INVESTMENTS

14.10

A critical review of commodity investment strategies for institutional investors

Are the "diversification benefits" still there?
Building a portfolio of commodity strategies

› Dr Frederic Lasserre,

Global Manager, Commodity Investor Group, Societe Generale Corporate & Investment Banking

14.40

Panel session: Commodities investment for institutional investors - sector opportunities

Delivering the returns institutional investors demand with commodities
Hedging against inflation & protecting your investments: risk and return dynamics
Are precious metals really a safeguard against market turbulence?

› Mr John Hyland,

Chief Investment Officer, United States Comodity Funds

› Mr Geert Rouwenhorst,

Partner, SummerHaven Investment Management

› Mr Martin Kremenstein,

Chief Investment Officer, Chief Operations Officer, Director, DB Commodity Services, LLC, DBX

› Mr Tim Pickering,

Founder / President, Portfolio Manager, Auspice Capital Advisors

› Mr Mike Dubin,

Managing Director, Silvercrest Asset Management

15.20

Afternoon break

15.40

Panel session: Investor allocation to & confidence in hedge funds and private equity

• Finding institutional quality managers to avoid co-mingling with retail investors
• How to balance institutional liquidity needs when choosing illiquid investment vehicles
• Are hedge funds & private equity the way to meet future
institutional liabilities?
• Are hedge funds too risky?
• Risk and return in today’s environment: comparing hedge funds and private equity to infrastructure and real estate

› Mr Don Steinbrugge,

Member, Investment Committee, The City of Richmond Retirement System (and Chairman, Agecroft Partners)

› Mr Mark Faro,

Managing Editor, Foundation & Money Management

› Mr Gustavo Eiben,

Head of North American Investor Relations, Aureos Capital

RISK MANAGEMENT

16.20

Sustainable investing in indexing

Evolution from SRI to Sustainability
Demand and Acceptance
Materiality & Performance
Array of Applications

› Mr Ed Lynch,

Manager, Pax World Management LLC

16.40

Panel session: Getting back to basics - keeping risk management a priority

• Measuring liquidity, currency, and leverage risk quarterly
• What are the best ways of tracking portfolio return variation to meet returns requirements?
• Hedging against currency risk: managers & investors

› Mr. David Shen,

Manager, Asset Allocation and Risk, Washington University in St. Louis

› Dr. Elliot Noma,

Senior Vice President, Chief Risk Officer and Portfolio Manager, Asset Alliance

› Mr Robert de Rito,

SVP, Head of Investment Control, APG Asset Management

17.10