Day One Monday 21 November 2011

Day One Monday 21 November 2011 »

Day Two Tuesday 22 November 2011 »

last modified: 18 October '11

8.30am

Registration & Early Morning Refreshments

9am

Opening remarks by chair

The Big Picture

9.10am

Presentation: Examining the impacts of the shifting sands of wealth management affecting hedge funds

How are hedge funds competing as an asset class, how do they compare with other alternative investments?
The impact of changes in regulations and taxes
Recent deals with dealer groups
Implications of post cooper world super fund mergers

› Mr Joe Bracken,

Head of Macro Strategies, BT Investment Management

9.40am

Panel: Evaluating different types of exposure to hedge funds, in order to determine best strategy

Costs, risks and performance associated with FoF, Managed Account Platforms, and Direct Investments
What are the differences in approaches between smaller and larger investors have invested in hedge funds?
Trading off between control, risks, costs and performance, selecting the best exposure method
FoF to outsource risk, Managed Account Platforms for control, Direct Investments for cost

› Mr Michael Coop,

Head of Alternative Investments, Ibbotson

› Mr Craig Turnbull,

CIO, Local Government Super

› Mr Bruce Tomlinson,

Portfolio Manager, SunSuper

› Mr Rene Pyszko,

Head of Investments, Commonwealth Private Office, Australia

› Mr Dominic McCormick,

CIO, Select Asset Management

10.20am

Speed Networking

11am

Morning Tea

11.30am

Presentation: Debunking misconceptions in the hedge funds world in order to truly value your investments

Do fund of funds actually add investment value over a random selection of hedge funds?
Hedge fund replication using standard derivatives
Understanding true portfolio risks in hedge fund strategies
Hedge Funds: Traditional managers with higher fees?

› Mr Pranay Gupta,

Chief Investment Officer, ING Investment Management

Investor Portfolio Construction

12.10pm

Presentation: Leveraging the endowment model in order to outperform and lower risk

Making the endowment model accessible for Australian fiduciaries
How the endowment model performs in various environments (bull/bear, large cap/ small cap, international/ domestic, value/ growth)
Difficulties in implementation
Is the endowment model poised for the future?
Analytic tools that resonate; manager selection, performance monitoring and distribution policy

› Mr Jonathan Horton,

Managing Partner, NWQ Capital Management

12.40pm

Networking Lunch

1.40pm

Presentation: Leveraging CTAs to providing a true hedge/ diversified portfolio

How to build a framework to approach the CTA world
CTAs – An asset class that protects against adverse GFC environments

› Mr Richard Keary,

CEO, FRM Australia

Leading Strategies

2.10pm

Panel: Innovative hedge fund strategies: What can we expect to deliver the highest alpha?

What hedge funds strategies characterise the market: Equity L/S, Global Macro, Event Driven, Convertible Arbitrage, Multi Strategy, Relative Value, CTA/ Managed Future, Distressed
Which hedge fund strategies will outperform in Australia’s marketplace, deliver alpha and satisfy investor performance requirements?
New approaches to equity L/S, quant, macro, commodities & managed futures – to diversify or not?

Moderated by: Jonathan Brogaard, Assistant Professor of Finance, University of Washington

› Mr David Griffith,

Director - Senior Investment Manager, BlackRock

› Mr Joe Cole,

Portfolio Manager, QIC Quantitative Management

› Mr Nick Maroutsos,

Managing Director, Kapstream Capital

› Mr. Phillip Boustridge,

Fund Manager, Pengana Capital

› Mr. David Kelleher,

CEO, Fortress Investment Group

› Dr. Jonathon Brogaard,