3rd Hedge Fund Conference

Third Annual Conference on Advances in the Analysis of Hedge Fund Strategies

Date: Thursday 4 December 2008
Venue: Imperial College Business School

Dowload the programme (PDF)

The following papers were presented at the conference:

‘Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers’ Richard Levich (Stern School of Business, New York University) and Momtchil Pojarliev (Hermes Investment Management Limited)

‘New Measures for Performance Evaluation’ Alexander Cherny (Moscow State University) and Dilip B. Madan (Robert H. Smith School of Business, University of Maryland)

‘Hedge Fund Performance: Sources and Measures’ Dilip B. Madan (Robert H. Smith School of Business, University of Maryland) and Ernst Eberlein, University of Freiburg

‘Bond Risk Premia and Realized Jump Risk’ Hao Zhou (Division of Research and Statistics, Federal Reserve Board) and Jonathan Wright (Department of Economics, John Hopkins University)

‘Jump Risk, Stock Returns, and Slope of Implied Volatility Smile’ Shu Yan (Moore School of Business, University of South Carolina)

‘When There is No Place to Hide – Correlation Risk Exposures and the Cross-Section of Hedge Fund Performance’ Robert Kosowski (Imperial College Business School), Andrea Buraschi (Imperial College Business School) and Fabio Trojani (University of St.Gallen)

‘The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium’ Tarun Ramadorai (University of Oxford and CEPR)

International Price and Earnings Momentum ‘ Harald Lohre (University of Zurich and Union Investment)  and Markus Leippold (Imperial College Business School)

‘Momentum Trading in FX Markets’ Fatih Yilmaz (Bank of America)

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