Workshop Programme
for period 10 Mar 2005
Risk Management of Hedge Funds
10 Mar 2005
Timetable
| Thursday 10 March | ||
| 10:30-11:30 | Uppal, R (London Business School) | DQF |
| What to do about excessive volatility | Sem 1 | |
| 11:30-12:00 | Coffee | DQF |
| 12:00-13:00 | Ledford, A (Management Investments) | DQF |
| Risk modelling and monitoring within a systematic CTA | Sem 1 | |
| 13:00-14:00 | Lunch | DQF |
| 14:00-15:00 | Beckers, C (Barclays Global Investors) | DQF |
| A multi-factor approach to hedge fund risk modelling | Sem 1 | |
| 15:00-16:00 | Fung, W (London Business School) | DQF |
| Pricing extreme market event risk: theory and evidence from traded options and trend-following hedge funds | Sem 1 | |
| 16:00-16:30 | Tea | DQF |
| 16:30-17:30 | Hodges, S (Warwick Business School) | DQF |
| An economist's view of risk management of hedge funds | Sem 1 | |
| 18:00-18:30 | Wine and beer reception | DQF |
| Other Seminars |
|
Seminars in the University National and International Scientific Research Meetings |