New York, NY | March 26, 2015
Key Discussion Topics Include:
The 3rd Annual Tri-State Institutional Investor Forum is an educational initiative designed through close coordination with the region’s leading institutional investors to build peer communities that merge global best practices with local expertise.
The program’s agenda will cover smart beta, pension fund management, private equity allocation trends, real assets, fund operational isues, global equity market landscape, hedge fund allocation trends, asset recovery, securities litigation, distressed cycle and credit market navigation, interest rates and the credit cycle, real assets and non-traditional asset classes, fiduciary responsibility, and fraud protection. The forum is specially designed to bring together 100+ staff members, investment officers, board members, and trustees representing New Jersey, New York, and Connecticut.
CPAs can receive CPE credits towards their continuing education obligations.
Network with your institutional investor peers from New Jersey, New York, and Connecticut. Meet the executive directors, pension administrators, corporate treasurers, investment executives, and trustees in the Tri-State region.
Understand the impacts of legislation and regulatory changes. Consult with experts to understand the best course of action for your fund.
Gain deep insight into the future of public pensions, corporate pensions, foundations, endowments, Taft Hartley, investment consulting, fiduciary responsibilities, insurance, hospital operating pools, securities litigation, ESG/responsible investing, smart beta, private equity, secondaries, and real assets.
The Harmonie Club
4 E 60th St
New York, NY
Please be aware of frequent fraudulent attempts to reach our speakers and guests by "EHS Exhibitor Housing Services" this firm is claiming to represent ourselves and our hotel partners. Markets Group does NOT work with third party hotel vendors – if contacted by third party selling travel and hotel for this event please contact Markets Group directly.