Applied Research Forum on Asset Management

Thursday, 26 November 2009
8.15am – 2.00pm
Casuarina Ballroom, Shangri-La Hotel, Singapore

Programme / Media Coverage / PhotosPost-Event Report

The Centre for Asset Management Research & Investments (CAMRI) and the Saw Centre for Financial Studies at NUS Business School hosted 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.


8.15am – 8.45am  Registration and Breakfast
8.45am – 9.00am Opening Address : Casuarina Ballroom
  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
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 : Katong Ballroom      
  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 is closed.


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





Ms Bridget Theseira

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Tel: (65) 6516 4165