8.15am – 2.00pm

Shangri-La Hotel, Singapore


Programme / Registration / E-flyer
 

The Center for Asset Management Research & Investments (CAMRI) and the Saw Centre for Financial Studies at NUS Business School will host an Applied Research Forum on Asset Management on Thursday, 26 November 2009 at Shangri-La Hotel, Singapore.                  

The Forum will hear from eminent speakers as well as up-and-coming researchers focusing on cutting-edge research, thoughts, and policies with respect to the theory and practice of asset management. A primary focus will be on the portfolio management and risk management issues that have come up as a consequence of the recent turmoil in financial markets, with topics as diverse as portfolio risk management during periods of extreme market turbulence; facts, fallacies and anomalies in financial investing and alpha generation; and the relation between expected market volatility and the demand for liquidity in mutual funds. The Forum will offer both a historical perspective and a forward-looking outlook, hence providing the audience with fresh insights on how to tailor their client’s portfolio and investment strategies during this challenging market environment.

 

Who Should Attend: This conference is open to anyone involved in the asset management industry. This includes, but is not limited to, money managers, risk managers, bankers, brokers, hedge fund managers, financial planners, institutional managers, family offices, investment advisors and consultants, financial regulators, and plan sponsors.

 

 

 
Programme
     

8.15am – 8.45am	Registration and Breakfast
8.45am – 9.00am	Opening Address
	Professor Bernard Yeung Dean and Stephen Riady Distinguished Professor  NUS Business School
9.00am - 10.30am	Session 1: Risk & Asset Management Taken to the Extremes
	Chairperson: Professor Joseph Cherian                     Director of CAMRI                     NUS Business School
	Asset Management and Extremes: Lessons Learned From the Crisis   Professor Paul Embrechts ETH Zurich
	Risk from a Practitioner’s Perspective Mr. Peter Elston Strategist Aberdeen Asset Management
10.30am - 11.00am	Break
11.00am - 12.30pm	Session 2: Liquidity & Portfolio Management
	Chairperson: Associate Professor Fong Wai Mun                     NUS Business School
	Dynamic Liquidity Preferences of Mutual Funds Assistant Professor Huang Jiekun NUS Business School   Extracting Size and Value Anomalies in Japanese Equity Markets Associate Professor Takeshi Yamada Director of Saw Centre for Financial Studies NUS Business School
12.30pm – 2.00pm	Luncheon Address
	Alpha vs. Beta. Are You Truly Diversified? Mr. David Dredge Managing Director and Chief Investment Officer (Fixed Income)   Artradis Fund Management
Meet our Speakers...

Registration

 

For online registration, please click here.

Rates

Academic Staff and Postgraduate Students from NUS, NTU and SMU	: Complimentary
General Public	: S$75 (inclusive of GST)

 

 

Enquiries

 

Ms Bridget Theseira

Email:

Tel: (65) 6516 4165

 

Ms Wendy Lim

Email:

Tel: (65) 6516 4552 / 5835

 

 

Organizers