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Program and Material

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The conference goal was to bring together academics and practitioners to discuss new insights into strategies, tools and practices relevant to endowment management. Please also find some material here: abstracts, presentations given and relevant papers.

Wednesday, June 27th, 2012 EAM Workshop Topic Location
09:00-10:00 Optional Pre-Conference Tutorial (pre-registered participants) Refresher on Investments Portfolio Management Bereich

Richard Maitland, Sarasin & Partners LLP 
10:15-11:15 Richard Maitland, Sarasin & Partners LLP  Current dilemmas facing charitable funds  Portfolio Management Bereich
11:00-12:20 Registrations Desk Open / Lunch Break

12:20-14:00 I: Setting the Agenda
Neal Stoughton and Elroy Dimson Welcoming Remarks Johann Strauss Saal
Neal Stoughton, WU Current Topics in Endowment Research
Douglas Breeden, Duke and MIT Governance and Institutional Risk Management. Presentation
14:00-14:15 Coffee Break
14:15-15:45 II: Endowment Objectives Johann Strauss Saal
William Goetzmann, Yale Competition Between Endowments
Thomas Gilbert, U. Washington University Objectives and Fund Management. Presentation. Paper (Univ. endowments and fairness). Paper (Univ. endowments and production)
15:45-16:00 Break
16:00-17:30 III: Endowment Liquidity Hohe Kasematten
Andrew Ang, Columbia "Liquidating Harvard" case study
18:00-19:00 Optional: Seven secrets of endowment success by Larry Siegel Portfolio Management Bereich
18:00-19:30 Optional: Presentations by the portfolio management students  Prunkräume 
19:45-22:00 Spanferkel Dinner to honor the portfolio management students Hohe Kasematten
Thursday June 28th, 2012 EAM Workshop Topic Location
09:00-10:45 IV: Responsible Investing Hohe Kasematten
Elroy Dimson, LBS and Cambridge Active ownership
Harrison Hong, Princeton Quasi experiments on corporate social responsibility
Gemma Woodward, Newton The practitioner's perspective
10:45-11:15 Coffee Break
11:15-12:15 V: Long-term Strategy Hohe Kasematten
David Chambers, Cambridge The Norway Model: case study
12:15-14:15 Lunch and Featured Speaker Garten Restaurant
Featured Speaker: Rob Arnott, Research Affiliates The Looming Storm of Debt, Deficits and Demographics
14:15-15:45 VI: Dynamic Asset Allocation Johann Strauss Saal
Raman Uppal, EDHEC Why Does an Equal-Weighted Portfolio Outperform Value- and Price-weighted Portfolios?
Pedro Santa Clara, Nova Beyond the Carry Trade: Optimal Currency Portfolios
15:45-16:15 Coffee Break
16:15-17:15 VII: IPOs and PE Johann Strauss Saal
Jay Ritter, Florida Disappearing IPOs. Presentation
Ian Barnard, CapGen The practioner's perspective
18:15-19:00 Vienna Boys Choir/champagne reception
19:00-23:00 Gala Dinner Prunkräume
Friday June 29th, 2012 EAM Workshop Topic Location
09:00-10:30 VIII - Alternative Investments Johann Strauss Saal
Raghavendra Rau, Cambridge Managerial career concerns and the determination of hedge fund systematic risk. Paper
Robert Neal, Indiana Risk Management Lessons for Endowments, Foundations and Pension Funds
10:30-11:00 Coffee Break
11:00-12:30 IX - New Ideas in Endowment Management Johann Strauss Saal
Antti Ilmanen, AQR Capital Risk Parity and Alternative Beta
William Goetzmann, David Chambers, Elroy Dimson Panel Discussion
Engelbert Dockner Concluding Remarks
12:30-14:00 Buffet lunch Garten Restaurant