This conference will look at various strategies for generating additional returns for pension fund portfolios. We will look at ways to increase both alpha and beta returns for example by exploiting inefficiencies across asset classes and markets. We will look at mainstream equities and bonds as well as a range of alternative strategies and will go on to consider the impact of different strategies on a fund’s overall asset allocation and risk profile.
Comments from Delegates Included
"I enjoyed the possibility of informal discussions" Jan Williers, Kirstein Finance
"Overall a very good day and excellent attendees with strong delegates in attendance" Anon
Pension Funds who attended this conference included:
Tredje AP-fonden
European Patent Organisation
Kirstein Finance
NCC AB
Nordea Life & Pension
PraktikertjΣnst AB
SEB Gyllenberg
Skandia Investment Group
The State Pension Fund
The Swedish National Debt Office
“Applying Concepts of Equity Long Short to Investment Grade Credit”
How can IG strategies be adapted to capture alpha? An exploration of the relevance of balancing investments among carefully researched long and short positions as well as sector neutral techniques, applied to IG credit.
Keith Kelsall, Fixed Income Senior Product Specialist, Aviva Investors
“Strength in Diversity: Fixed Income for 2010”
We have seen credit volatility that has only been exceeded in the Great Depression; The majority of manager returns have shown sizeable drawdowns; Some risk management systems have been shown to be flawed; How can we achieve consistency? – Diversification; The best fixed income managers have used multi-dimensional risk management to ensure diversification and perform throughout the crisis and beyond.
Paul Skinner, Fixed Income Investment Director, Wellington Management International
12.20
Drinks and Lunch
13.50
Further Opportunities & Review
“Adding Value to Infrastructure Portfolios”
Introduction to infrastructure; Expected risk and return profiles from infrastructure sectors and assets; Hard lessons from the last few years; Four key value add drivers.
Richard Shields, Managing Director, AMP Capital Investors
“Panel Session”
A final opportunity for all delegates to discuss the opportunities to invest in Alternatives
Bernard Walschots, Chief Investment Officer, Rabobank Pension Fund
