Download the programme (PDF)
Objectives of the Conference
- to present state-of-the-art international research on major issues regarding hedge fund strategies in all asset classes and their impact on financial markets,
- to provide a forum for debate among researchers, senior market participants and policy makers. Relevant empirical, policy-oriented and theoretical research will be considered.
Areas of Interest
- Statistical significance and economic value of return and volatility predictability in asset returns (e.g. commodities, derivatives, equities, fixed income, foreign exchange, hedge funds and REITs)
- Risk and return of trading strategies in novel derivative contracts: variance and correlation swaps, emission permits, credit and environmental risk derivatives
- Incorporating transactions costs into trading strategies
- Hedge fund performance and risk measurement, hedge fund replication
- Policy implications of herding, bubbles and systematic risk in hedge fund strategies
Keynote Speaker
Dilip Madan (University of Maryland at College Park, Robert H. Smith School of Business) will give the keynote speech at the conference.
Previous Conferences
This is the third Imperial College Business School Conference on Advances in the Analysis of Hedge Fund Strategies. Previous conferences were considered a big success by the audience and the conference programmes can be found at:
http://www3.imperial.ac.uk/riskmanagementlaboratory/events/advancesinhedgefunds
http://www3.imperial.ac.uk/riskmanagementlaboratory/events/hedgefundstrategies
Contact us
For additional information please contact :
Beatrix Vegh
Administrator, Centre for Hedge Fund Research
Email: b.vegh@imperial.ac.uk
Dr Robert Kosowski
Director, Centre for Hedge Fund Research
Email: r.kosowski@imperial.ac.uk