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Imperial College Business School, Risk Management Laboratory

Dates:
December 04-04, 2008
Description:
Third Annual Conference on Advances in the Analysis of Hedge Fund Strategies
Location:
London, Imperial College Business School, United Kingdom
Subject:
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 [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www3.imperial.ac.uk/riskmanagementlaboratory/events/thirdhedgefundconference

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