Event details

6 July 2009
09:00 - 16:00

Hedge Fund Disclosure, Leverage and Regulation Workshop

Date: 6th July 2009
Venue: Imperial College London, Sherfield Building, Read Lecture Theatre
Organisers: Robert Kosowski and William Perraudin 

Keynote speaker: William Goetzmann (Yale)

Programme

A copy of the programme is available in PDF format.

Speakers

  • Nicole Boyson (Northeastern University)
  • Robert Kosowski (Imperial College London)
  • Anthony Byrne (Deutsche Bank AG)
  • Antonio Mello (Imperial College London)
  • Amil Dasgupta (London School of Economics)
  • William Goetzmann (Yale University)
  • Dan Waters (Financial Services Authority)
  • John Gaine (Managed Funds Association)
  • Ade Cordell (NYSE Liffe)
  • Arturo Bris (IMD)
  • Thomas Deinet (Hedge Fund Standards Board)
  • Marnoch Aston (Bank of England)
  • Effie Datson (Deutsche Bank AG)
  • Andrew Baker (AIMA)
  • Aron Landy (Brevan Howard)
  • David Rule (ISLA)
  • Victoria Younghusband (SJ Berwin LLP)
  • Ian Marsh ( Cass Business School)

Presentations

Copies of the presentations made at the workshop can be found below:

‘Why Do Hedge Funds’ Worst Returns Cluster? Common Liquidity Shocks vs. Contagion’ Nicole Boyson

Discussion by Robert Kosowski

‘The Fragile Capital Structure of Hedge Funds and the Limits to Arbitrage’ Antonio Mello

Discussion by Amil Dasgupta

‘An Analysis of the Effect of Recent Global Short-Sale Restrictions’ Arturo Bris

Discussion by Ian Marsh

Event details

6 July 2009
09:00 - 16:00

Event details

Date: 6 July 2009
Time: 09:00 - 16:00