4th Annual CARISMA Conference
RISK CONTROL STRATEGIES FOR HEDGE FUNDS
AND PROGRAM TRADING
RISK CONTROL STRATEGIES FOR HEDGE FUNDS
AND PROGRAM TRADING
|
4th Annual CARISMA Conference RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING |
Day One
| Dynamic Asset Allocation for Hedging Downside Risk - Gerd Infanger | ||
| Keynote: Risk Management for Hedge Funds - M A H Dempster | ||
| A Unified Theory of Investment Portfolio Risk - Les Balzer | ||
| Long-Short Portfolios with Downside Risk Control - Gautam Mitra | ||
| Automated Risk Management for Global Macro Strategies -Bernd Scherer | ||
| Trading off the News: Applications of News Algorithms - Alan Slomowitz | ||
| Efficiencies in Multi-Account Optimisation - Pamela Vance | ||
| Actuarial Insights into Hedge Fund Management Robert S Clarkson | ||
| The role of GIPS in the benchmarking and monitoring of hedge fund performance - Carl Bacon |
Day Two
| Risk Management for Equity Trading: Fat Tails and Liquidity Gaps - Dan Di Bartolomeo | ||
| News Analytics: Models that Quantify News - Armando Gonzalez | ||
| Optimal Trade Execution - Dan Bienstock | ||
| Eigenvalue spectra of time-lagged covariance matrices: possibilities for arbitrage? Stefan Thurner | ||
| Optimal Technical Trading Rules and Risk Control in Managing Stock Portfolios - Chanaka Edirisinghe | ||
| Dynamic Behavioural Portfolio Choice - Xunyu Zhou | ||
| Trade-offs and Challenges in Portfolio Implementation Shortfall Trading Strategies Art Asriev & Leonid Zosin | ||
| Closing Keynote: Coherent Measures of Risk in Everyday Market Practice - Carlo Acerbi |