Healthcare Professional Interest Network

Event details

9 December 2010
09:00 - 17:00

Fifth Conference on Advances in the Analysis of Hedge Fund Strategies

Date: 9 December 2010
Venue: Imperial College London
Organiser: Dr Robert Kosowski

Programme

Fifth Conference on Advances in the Analysis of Hedge Fund Strategies. (PDF format)

Keynote speaker

Lasse H. Pedersen, NYU Stern School of Business

Other speakers

  • Andrea Buraschi, Imperial College Business School London
  • Greg Duffee, Johns Hopkins University
  • Francesco Garzarelli, Goldman Sachs
  • Stephan Kessler, University of St. Gallen
  • Tarun Ramadorai, Said Business School & Oxford-Man Institute of Quantitative Finance, University of Oxford
  • Mark Salmon, Warwick Business School and London Select Fund
  • Patrick Verwijmeren, VU University Amsterdam

Papers

Copies of the papers presented at the workshop can be found below:

Session 1

Andrea Buraschi and Paul Whelan (Imperial College Business School)

  • Macroeconomic Uncertainty, Difference in Beliefs and Bond Risk Premia

Keynote speaker: Lasse H. Pedersen

Session 2

Gregory R. Duffee

Session 3

Stephen J. Brown (Stern School of Business, New York University and University of  Melbourne),Bruce D. Grundy (University of  Melbourne), Craig M. Lewis (Owen Graduate School of Management, Vanderbilt University) and Patrick Verwijmeren

Tarun Ramadorai

Session 4

Roman Kozhan (Warwick Business School) and Mark Salmon

 Stephan Kessler and Bernd Scherer (EDHEC Business School)

Event details

9 December 2010
09:00 - 17:00

Event details

Date: 9 December 2010
Time: 09:00 - 17:00