Call for papers：5th Annual Conference on Advan

CALL FOR PAPERS

Imperial College London, United Kingdom

Imperial College Business School at Imperial College and the RML (Risk Management Laboratory) Centre for Hedge Fund Research are inviting submission of papers to the Fifth 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, REITS, ...)

- How do Hedge Funds manage their risks? Hedge fund performance and risk measurement

- Incorporating transactions costs and risk management into trading strategies

- Compensation of Hedge Fund Managers - what is the optimal compensation of a hedge fund manager?

- Do hedge funds affect asset prices?

- What are the policy implications of herding, bubbles and systematic risk

KEYNOTE SPEAKER:

- Lasse Pedersen (NYU) will give the keynote speech at the conference.

PREVIOUS CONFERENCES:

This is the fifth Imperial College Business School Conference on Advances in the Analysis of Hedge Fund Strategies. Previous conferences were considered a major success by the audience and the conference programmes can be found at:

http://www3.imperial.ac.uk/riskmanagementlaboratory/events

SUBMISSION DEADLINE:

Papers should be submitted by Monday, 23 August 2010 (5pm GMT).

PAPER SELECTION PROCESS/COMMITTEE:

Papers will be selected for presentation based on reviews by the programme committee:

- Andrea Buraschi (Imperial College)

- Sid Browne (Columbia University)

- Walter Distaso (Imperial College)

- Robert Kosowski (Imperial College)

- Allan Timmermann (UCSD)

The authors of selected papers will be informed by early September. The preliminary conference programme is expected to be available by the end of September. See:

http://www3.imperial.ac.uk/riskmanagementlaboratory/centres/hedgefundcentre

EXPENSES:

Travel (economy class round-trip) and accommodation expenses will be covered for speakers and discussants.

PAPER SUBMISSION PROCEDURE:

Research papers should be sent electronically (pdf versions only) to:

CONTACT: Tessa Ogden

Administrator, RML Centre for Hedge Fund Research

Email: t.ogden@imperial.ac.uk

PAPER FORMAT:

All papers must be in English and must be accompanied by a 200 word abstract. The name of the file should be the surname of the submitting author.

FURTHER INFORMATION:

For additional information, please contact:

CONTACT: Tessa Ogden

Email: t.ogden@imperial.ac.uk

Web: http://www3.imperial.ac.uk/riskmanagementlaboratory