Event details
7th Annual Conference on Advances in the Analysis of Hedge Fund Strategies 2012
Date: 12 December 2012
Venue: Imperial College London
Organiser: Dr Robert Kosowski
Programme
7th Annual Conference on Advances in the Analysis of Hedge Fund Strategies
Keynote speaker Andrew Ang (Columbia University)
Other speakers
- Alessandro Beber (Cass Business School)
- Hao Zhao (Federal Reserve Board, Washington DC)
- Pasquale Della Corte (Imperial College Business School)
- Jamil Baz (Man/GLG)
- Akindynos-Nikolaos Baltas (Imperial College Business School)
- Barbara Ostdiek (Rice University)
- Andrea Vedolin (London School of Economics)
Papers
Copies of the papers presented at the workshop can be found below:
Session 1
Keynote speaker: Andrew Ang (Columbia University), Nominal Bonds, Real Bonds, and Equity
Session 2
Hao Zhou (Federal Research Board, Washington, DC), Variance Risk Premiums and the Forward Premium Puzzle
Pasquale Della Corte (Imperial College Business School), Currency Premia and Global Imbalances
Session 3
Akindynos-Nikolaos Baltas (Imperial College Business School), Momentum Strategies in Futures Markets and Trend-following Funds
Session 4
Barbara Ostdiek (Rice University), Optimizing the Performance of Sample Mean-Variance Efficient Portfolios