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 |
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| 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.
