Sector Meeting

The Instituional Investors' Executive Sector Meeting

October 15 - 17, 2017
Dallas, TX


The Institutional Investors’ Sector Meeting brings together leading thinkers and decision makers from different segments of the institutional investing industry, including asset allocation, manager research, investment strategy, and risk assessment. The meeting takes place in an intimate peer-to-peer setting where they can speak and ask questions freely. One of the focuses of the meeting is to convert challenges into opportunities. The unique think tank format facilitates intense peer-to-peer discussion and debate on current issues the industry faces. This has proven to be the best arena for actionable insights and takeaways; making the meeting highly effective and productive for all in attendance.



Connex Partners delivers a high-level and unique experience, in person, through educational discussion forums at the Institutional Investors’ Sector Meetings. The Think Tanks have an appropriate mix of institutional investors by type (i.e. endowments, foundations, corporate pensions, public pensions and family offices).  

The Think Tanks focus on topics that are of greatest interest to investors at the times the Meetings are held. Investor-only sessions are devoted to portfolio level issues, particularly those of asset allocation, risk asset class level discussions, trustee/board level issues and other timely topics. Participation in Think Tanks is by invitation only.

Each Think Tank is limited to about 15 participants. Participants communicate on an equal footing as peer thought leaders (rather than through the more traditional, passive speaker/audience format). Only individuals with substantial investment knowledge are permitted to take a seat at the table. No press or service providers are permitted to attend the Roundtables. No tickets are sold.


  • Global Macroeconomic Market Environment
  • Risk Management: Tools, Strategies and Policy Governance
  • Asset Allocation
  • Market Volatility
  • Low Return Environment
  • Risk Adjusted Opportunities for Your Overall Portfolio
  • Private Equity
  • Decreasing Cash and Investing in Less Liquid Strategies
  • Truth or Fiction: The "Illiquidity Premium"
  • Manager Selection
  • Factors Models
  • The Advantages/Disadvantages of the Pension Fund Model and the Foundation/Endowment Model of a Portfolio
  • The Future of Hedge Funds in Portfolios
  • Workforce and Talent Pool: The CIO Perspective on Attracting and Retaining the Best Workers
  • Opportunities in Long/Short Term Equities
  • Creating a Modern Fixed-Income Portfolio in the Current Climate
  • Positioning of Inflation Protection Within the Portfolio and Investments
  • The Investment Consultant Paradox
  • Should You Invest in High Yield Bonds and Income Generating Equity or Keep Cash?
  • What are the Next Steps for Central Banks?
  • Energy Industry: Will there be a Shift in Market Structure?
  • Venture Capital Investing
  • Should You Aggressively be Cutting Down US Exposure and Moving into Other Markets?
  • What Returns can Defined Benefit Plans Expect from a Well Diversified Portfolio Within the Next 10 Years?
  • What do You Think the Impact will be on Economies and Markets with the Growth of China?
  • How do Different Investment Managers and Offices Deal with Behavioral Economics and Integrate it into Underwriting?
  • How do You Limit Drawdown Risk on a Continuance Basis as Opposed to an Events Basis?
  • Non-traditional Investment Structures
  • Commodities: Which Futures, Options or Funds will be Your Perfect Commodity Portfolio Fit?
  • Active Versus Passive in Large Cap US Equity
  • Stable Value Funds for Short-term Cash Needs for Clients
  • Opportunities in the Micro/Small Cap Space in Domestic and International
  • Impact of ETFs on Active Managers
  • EM Investing Within Private Investments
  • Differentiated Sourcing Efforts/Pipeline Building and Time Maximization Techniques for Smaller Investment Teams
  • Hedging Pension Liabilities that are not LDI Related
  • Communications Being Used in a Higher Volatility Environment
  • Identifying Leading Indicators (as Opposed to Coincident and Lagging) for Tactical Asset Allocation
  • Hedge Fund Replication: Is it Ready for Prime Time?


To qualify for the Institutional Investors' Sector Meeting, participants must be senior level Investments executives who are responsible for making critical allocation decisions and who have fiduciary oversight associated with an investment portfolio with a minimum of 100M AUM.


Please contact: Amy Wilder