09-10 December 2008 – London ExCel Conference Center

New Forms of Absolute Return Funds

> Limits of diversification and tactical allocation approaches to absolute return strategies

> Benefits of portfolio insurance techniques for absolute return fund design

> Dynamic Core Satellite approach and absolute return management of multi-style multi-class portfolios

Alteram Optimal Equity : Enhancing a Core Satellite Model with Hedge Funds

Organised by: Groupe UFG (La Française AM)

> Design of the model: optimal substitution of equities by hedge funds

> Implementation of the model and results

> Improvements to the model and future developments