Schedule

The conference will run from Thursday, January 19, p.m. and all day Friday, January 20, 2012. It will be held at HEC Lausanne, UNIL, Quartier Dorigny, Switzerland.

Day 1 – Thursday, January 19, 2012

1:30 Welcome
Eric Jondeau, Director of the Institute of Banking and Finance at the University of Lausanne
1:45-3:15 Pension Funds
Didier Maillard, Professor at CNAM (Conservatoire National des Arts et Métiers)
Managing Retirement Savings: Objectives and Particularities
Michael Rockinger, Professor at the University of Lausanne
Portfolio Allocation for European Markets with
Predictability and Parameter Uncertainty

3:15-3:45 Networking break
3:45-4:30 Asset allocation with long-run endowment risk
Pierre Collin-Dufresne, Professor at SFI@EPFL
Portfolio Choice over the Life-Cycle when the Stock and Labor Markets are Cointegrated
4:30-6:00 Roundtable moderated by Frédéric Lelièvre, Head of the Economics & Finance Section, Le Temps with Eric Breval, Managing Director, Fonds de Compensation AVS, Philippe Ithurbide, Global Head of Research, Amundi Asset Management, Jacques-André Monnier, CEO, Synopsis Asset Management, and Vera Kupper Staub, Vice-President, Commission de haute surveillance LPP
6:00 Wine and Cheese Reception and Networking

Day 2 – Friday, January 20, 2012

9:00-10:30 Strategic Asset Allocation 
  Bastien Drut, Strategist at Amundi Asset Management
Social responsibility and mean-variance portfolio selection 

Bart Diris, Assistant Professor at Erasmus University Rotterdam
Long-term strategic asset allocation: an out-of-sample evaluation
10:30-11:00 Networking break
11:00-12:30 Long-Term Managers
Bas Werker, Professor at Tilburg University
Short-Horizon Regulation for Long-Term Investors
Amit Goyal, Professor at the University of Lausanne
Investing in a Global World
12:30-2:00 Lunch
 2:00-3:30 Inflation-Indexed Bonds
Marielle de Jong , Head of Fixed Income Research at Amundi Asset Management
Diversification Benefits of Inflation-linked Bonds in Emerging and Developed Countries
  Luis Viceira, Professor at the Harvard Business School
An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds
3:30-4:00 Closing Remarks
Eric Jondeau, Professor at the University of Lausanne
4:00 Cocktail

NB: The schedule is subject to minor changes


As a participant in the CFA Institute Approved-Provider Program, HEC Lausanne has determined that this program qualifies for 10 credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.