Generating Reliable Alpha in Equities:

Monday, September 13, 2010 - 2:00 p.m. - 3:00 p.m. EDT

How integrated risk management can reduce downside volatility
Now more than ever, DC plan sponsors are insisting on products with strong risk/reward characteristics to match their participants' risk tolerance while preserving wealth in the face of market volatility and uncertainty. Because nearly 40% of all market action is negative, effective risk measurement and management must be integrated throughout the entire investment process to meet this challenge. Join this panel of equity experts to discuss critical elements, both the art and the science, of risk management and its place in three commonly used asset classes in DC plans.

Understanding & Implementing Dynamic Investment Policies, Part 1 of 3

Wednesday, September 8, 2010 - 2:00 p.m. - 3:00 p.m. EDT

How prevalent are these policies, how are they structured, and are they right for your plans?

Tune in for an overview on Dynamic Investment Policies, including market data on their prevalence, what types of plan sponsors are adopting them and why, and how these policies are being structured. They will review several case studies, illustrating the various ways that clients have designed dynamic de-risking strategies that are tailored to their unique needs.

Are Single-Manager Target-Date Funds Risky for Large Plan Fiduciaries?

Avoiding the Breach: Bringing Higher Education 403(b) Plans Up-to-Date with Current ERISA Fiduciary Best Practices

Engineering Targeted Returns & Risks with Updated Reflections for 2010

Measuring Value: A Case for Return on Invested Capital

Opportunity Emerges for Global Investors: The rise of emerging market small-cap investing