Upcoming Events

Friday, June 5, 2020, 11am-12pm EDT

Shoulder Season: Hedging Between Two Economic Crises

The last dozen years in the capital markets were like an Oreo cookie — mostly soft, safe, and tasty in the middle, with the blackness of swans on either side. The latter caused outsized drawdowns along with sharp increases in volatility. What have we learned, relearned, and applied going forward?

Keynote & Discussion Leader:

William J. (Bill) Kelly, Chief Executive Officer, CAIA Association

Panelists:

Hossein Kazemi, PhD, CFA, Michael & Cheryl Philipp Professor of Finance, Isenberg School of Management, and Senior Advisor, CAIA Association & FDP Institute

Panayiotis Lambropoulos, CFA, CAIA, FRM, Portfolio Manager – Hedge Funds, Employees Retirement System of Texas

Marat Molyboga, PhD, CFA, Chief Risk Officer, Director of Research, Efficient Capital Management

To see the webinar:

WATCH RECORDING

Friday, June 12, 2020, 11am-12pm EDT

Negative Rates vs High Volatility:  Can Traditional Macro Strategies Navigate the New Norm?

Macro strategies often excel during times of high volatility as we’ve seen recently. However, low/negative rates bring into question a number of traditional macro approaches. With these two forces at odds, our panelists will discuss the best ways forward that will help investors mitigate risk to protect and add value to their portfolios.

Moderator:

Diane Miller, Principal, Diversifying Alternatives Boutique, Mercer Investments

Panelists:

Ela Karahasanoglu, MBA, CFA, CAIA, Director, Total Fund Management, Investment Strategy & Risk, British Columbia Investment Management Corporation

Asif Noor, CFA, Portfolio Manager, Global Macro & FX, Aspect Capital Limited

Brian Payne, CAIA, Investment Officer – Diversifying Strategies, Teachers’ Retirement System of the State of Illinois

Friday, June 26, 2020, 11am-12pm EDT

A Fresh Focus on ESG & Responsible Investing: Where Are We Now? 

ESG will be the “gold standard of investing” by the end of the 2020s according to seminal research by AIMA, CAIA, KPMG International, and CREATE-Research, published in February. With roughly 85% of institutional investors driving demand for ESG-oriented funds, alternative asset managers are motivated to evolve. So, where are we? Our panelists will examine investor objectives, manager capabilities, policy-maker agendas, how firms are tackling social issues during this critical time in history, and due diligence considerations.

Moderator:

Tom Kehoe, Global Head of Research, AIMA

Panelists:

Andrew Collins, Director of ESG & Responsible Investing, San Francisco Employees’ Retirement System

Reggie Dodge, Chief Compliance Officer & General Counsel, Emso Asset Management

Sarah Takaki, Senior Director, Responsible Investing, HOOPP (Healthcare of Ontario Pension Plan)

Martha Tredgett-Bender, Representative, Belco/LGT Capital Partners

Friday, July 10, 2020, 11am-12pm EDT

Opportunities in Dislocated Assets

The Covid-19 crisis created an unprecedented dislocation in asset prices across the board:  fixed income, credit, equities, private assets, and commodities.  While the monetary and fiscal response stimulated some liquid asset prices to recover fully, not all recoveries have been equal, and some continue to lag.  This panel discussion will put a spotlight on those assets where recovery has lagged and now offer good investment opportunities.

Moderator:

Kunjal Shah, Chief Investment Officer, Lyxor Asset Management

Panelists:

Jane Segal, CFA, Portfolio Manager, External Managers, Healthcare of Ontario Pension Plan (HOOPP)

Danilo Simonelli, CFA, Managing Director, External Managers, Ontario Teachers’ Pension Plan (OTPP)

Jean-François Tormo, CAIA, Senior Portfolio Manager, Head of Global Portfolio Solutions – U.S., Lyxor Asset Management

Friday, August 14, 2020, 11am-12pm EDT

Customized Solutions:  A Fad or a New Norm?

Customization has the appeal of giving investors exactly what they want, but often comes with higher complexity and costs.  Our panelists will share their insights into when and how customized solutions should be employed by institutional investors for optimal outcomes 

Moderator: 

Marat Molyboga, PhD, CFA, Chief Risk Officer, Director of Research, Efficient Capital Management

Panelists:

Christophe L’Ahelec, CFA, Senior Principal – External Managers, Capital Markets, Ontario Teachers’ Pension Plan

Grant Jaffarian, Portfolio Manager, Crabel Capital Management

Paul Kreiselmaier, CFA, Head of Hedge Funds, Verus Investments

Leo Svoboda, CFA, FRM, Managing Director, Head of Liquid Alternatives, Nationwide

Working Agenda, Subject to Change

Tuesday, September 15

5:30 – 7:00 PM                 

Welcome Reception

Wednesday, September 16

7:30 – 8:15 AM         

Networking Breakfast

8:00 AM                                     

Welcome 

8:15 – 8:45 AM                         

Do Alternative Investments Belong in Pension Fund Portfolios?                                

Presenter:          

Marat Molyboga, PhD, CFA, Chief Risk Officer, Director of Research, Efficient Capital Management                

8:45 – 9:30 AM                        

Changing Opportunity Sets in Alternatives

Moderator:                        

TBD

Panelists:                            

Breanne Eshelman, Esq., CFA, CQF, Investment Director, UCLA Investment Company

Jean-François Tormo, CAIA, Head of Global Portfolio Solutions, Americas, Lyxor Asset Management Inc.

Nick VanMeter, Portfolio Manager, TPRV Capital, LP

9:30 – 10:30 AM                          

Macro Strategies: Exploiting Their Power to Protect a Portfolio

Moderator:                        

James St. Aubin, CFA, CAIA, Managing Director, Chief Multi-Asset Strategist, HighMark Capital Management

Panelists:                            

Grant Jaffarian, Portfolio Manager, Crabel Asset Management

Anoosh Lachin, PhD, Portfolio Manager, Aspect Capital Limited

Ryan O’Grady, Co-Founder & Chief Executive Officer, ROW Asset Management

Brian Payne, CAIA, Investment Officer – Diversifying Strategies, Teachers’ Retirement System of the State of Illinois

10:30 – 11:00 AM

Networking Break          

11:00 – 11:45 AM

Dealing with Unpredictable Markets – What New Solutions Are There?

Moderator:                       

Ranjan Bhaduri, PhD, CFA, CAIA, Founder, President & CEO, Bodhi Research Group

Panelists:                           

Michael Johannes, PhD, Portfolio Manager, O’Brien Investment Group

Misha Malyshev, PhD, Chief Investment Officer, Teza Capital Management

Judith Posnikoff, PhD, Managing Director, Martlet Asset Management

11:45 AM – 12:30 PM                       

Managing Risk and Improving Alpha with Customization

Moderator:                       

Joshua Leonardi, Director, Capital Introduction, TD Securities

Panelists:                            

Mazen Jabban, Chairman & Chief Executive Officer, Vidrio Financial, LLC

Daniel MacDonald, CFA, Head of Advisory & Pensions, Middlemark Partners

Jonathan Planté, CAIA, Manager, Business Development & Investor Relations, Innocap 

12:30 – 1:45 PM                        

Networking Lunch

1:45 – 2:00 PM                         

Return to Ballroom

2:00 – 2:30 PM                            

Open Discussion: What is Benchmarking?

Discussion Leader:          

Mark Shore, Director, The Coquest Institute

2:30 – 3:30 PM                             

Responsible Investing: The Rise and Rise of the ESG Dividend

Moderator:

Anuj A. Shah, Managing Director, KKS Advisors

Panelists:

Catherine Banat, Managing Director, Director, Responsible Investing, RBC Global Asset Management

Tamara Close, CFA, Founder & Managing Director, Close Group Consulting

Bonnie-Lyn de Bartok, Founder and Chief Executive Officer, The S Factor     

Eric Goldberg, Managing Director, KPMG 

3:30 – 4:00 PM                             

Networking Break

4:00 – 4:45 PM                             

Managing Operational Alpha in a Volatile Market

Moderator:

Rob Vanderpool, President, InfraHedge North America, and Managing Director, State Street Global Services, Alternative Investment Solutions

Panelists:                            

Carlos Ferreira, CPA, CFA, FRM, Managing Director, Head of Investment Operations, PAAMCO Prisma

Ray Joseph, Vice President, Wilshire Associates

Thom Young, President, FAR capital LLC

 4:45 – 5:30 PM                            

Portfolio Construction: Putting It All Together for the Optimal Result

Moderator:                        

James McKenna, Director of Investment Solutions, Camden Asset Management

Panelists:

Kenneth Frier, CFA, Principal, SECOR Asset Management

Susanne Gealy, Senior Director, Investments, Treasury, Dignity Health

Edgar Smith,  Managing Director, USC Investment Office

Amit Thanki, CAIA, Senior Investment Officer, San Bernardino County Employees Retirement Association

5:30 – 6:30 PM                             

Closing Networking Reception

TBD