The aim of the conference is 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. In particular, the conference will focus on papaers that have implications for the contructions and comparison of innovative strategies and the forecsting of returns and volatilities in different markets. Francis Longstaff (UCLA) will give the keynote speech at the conference. Thsi event will provide a forum for debate among researchers, senior market participants and policy makers.
Topics to be covered include:
- Linkages between Credit Default Swaps, Fixed Income, Equity and Options Markets
- Volatility Risk Premium and Trading Strategies
- Equity and Fixed Income Market Strategies
- FX and Trading Strategies
For a conference programme, please click here.
If you would like to enquire more details for the conference, please contact Beatrix Vegh.