The Cloister
Sea Island, Georgia
March 25 – 28, 2007
note: Underline indicates available link. Click on link to download paper.
Sunday, March 25
6:00 pm – 8:00 pm
RECEPTION AND INFORMAL BUFFET DINNER
7:00 pm – 7:15 pm
WORDS OF WELCOME
James L. Farrell, Jr., Chairman of The Q Group and Chairman, Farrell Investments
Monday, March 26
7:30 am – 9:00 am CONTINENTAL BREAKFAST
9:00 am – 10:00 am
ALPHA/BETA SEPARATION
Speaker: James L. Haskel, Director-Portfolio Strategy, Bridgewater Associates, Inc.
10:00 am – 10:30 am COFFEE BREAK
10:30 am – 12:00 pm
Panel: EXPLORING CAPACITY ISSUES
Moderator: Joanne M. Hill, Managing Director, Goldman Sachs & Co.
Panelists: Dan Bienvenue, Portfolio Manager, Global Equities, CALPERS
Knut Kjaer, Portfolio Manager, Norges Bank
Matt Yamini, Managing Director-Head of Global Trading, TIAA-CREF
12:00 pm – 4:00 pm LUNCHEON AND PERSON-TO-PERSON CONFERENCES
4:00 pm – 5:15 pm
THE FUNDCREATOR APPROACH TO HEDGE FUND RETURN REPLICATION, FUND CREATION AND PERFORMANCE EVALUATION
Speaker: Harry M. Kat, Professor of Risk Management, Sir John Cass Business School
5:15 pm – 5:45 pm COFFEE BREAK
5:45 pm – 7:00 pm
MODELING ALPHA
Speaker: Eric H. Sorensen, President and CEO, PanAgora Asset Management
Edward Qian, Director-Macro Strategies, PanAgora Asset Management
7:15 pm
RECEPTION AND KEYNOTE BANQUET
NATIONAL POLITICS TODAY – AS I SEE IT
Speaker: Cynthia Tucker, Editorial Page Editor, The Atlanta Journal-Constitution
Tuesday, March 27
7:30 am – 8:45 am CONTINENTAL BREAKFAST
8:45 am – 9:45 am
THE MAJOR PROVISIONS OF THE PENSION PROTECTION ACT OF 2006: IMPLICATIONS FOR PENSION AND INVESTMENT MANAGEMENT
Speaker: Mark Warshawsky, Director – Retirement Research, Watson Wyatt Worldwide
9:45 am – 10:15 am COFFEE BREAK
10:15 am – 11:45 am
Panel: FUTURE SOURCES OF ALPHA
Moderator: Katrina F. Sherrerd, Principal – Strategic Planning & Affiliate Relations, Research Affiliates, LLC
Panelists: Chris Brightman, CEO, UVA Investment Management Company
Craig W. French, Partner, Corbin Capital Partners, L.P.
Harindra de Silva, President, Analytic Investors
11:45 am – 12:15 pm BUSINESS MEETING OF The Q Group
12:15 am – 4:00 pm LUNCHEON AND PERSON-TO-PERSON CONFERENCES
4:00 pm – 5:15 pm
DEMOGRAPHICS AND FINANCES OF THE BABY BOOMERS – Slides-Audio
Paper – Redefining Retirement – How Will Boomers Fare Speaker: Olivia S. Mitchell, International Foundation of Employee Benefit Plans and Professor, Wharton School, University of Pennsylvania
5:15 pm – 5:45 pm COFFEE BREAK
5:45 pm – 7:00 pm
NON-CAP WEIGHTED INDEXES
Speakers: Robert D. Arnott, Chairman, Research Affiliates, LLC
Clifford S. Asness, Managing Principal, AQR Capital Management, LLC
7:00 pm RECEPTION AND DINNER
Wednesday, March 28
7:00 am – 8:00 am CONTINENTAL BREAKFAST
8:00 am – 9:15 am
ALPHA MIGRATION: ISSUES AND CONSEQUENCES
Speakers: Andrew B. Weisman, Managing Director, Hedge Fund Development, Merrill Lynch
9:15 am – 9:45 am COFFEE BREAK
9:45 am – 11:00 am
EXTREME BOUND ANALYSIS
Speakers: Benson Durham, Chief, Monetary and Financial Market Analysis Section, Federal Reserve Board