GoingToMeet

Tanaka Business School at Imperial College and the Centre for Hedge Fund Research are inviting submission of papers to the Third Annual Conference on Advances
in the Analysis of Hedge Fund Strategies.

OBJECTIVES OF THE CONFERENCE:

1. to present state-of-the-art international research on major issues regarding hedge fund strategies in all asset classes and their impact on financial markets,
2. to provide a forum for debate among researchers, senior market participants and policy makers. Relevant empirical, policy-oriented and theoretical research will be considered.

TOPICS:

Areas of interest include, but are not limited to, the following:

* Statistical significance and economic value of return and volatility predictability in asset returns (e.g. commodities, derivatives, equities, fixed income, foreign exchange, hedge funds and REITs)
* Risk and return of trading strategies in novel derivative contracts: variance and correlation swaps, emission permits, credit and environmental risk derivatives
* Incorporating transactions costs into trading strategies
* Hedge fund performance and risk measurement, hedge fund replication
* Policy implications of herding, bubbles and systematic risk in hedge fund strategies