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Workshop Programme

for period 10 Mar 2005

Risk Management of Hedge Funds

10 Mar 2005


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

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