17th Annual Conference on Advances in the Analysis of Hedge Fund Strategies
Conference date
04 Jun 2025
Location
London, United Kingdom
Description
The Brevan Howard Centre for Financial Analysis at Imperial College Business School, the Centre of Excellence for Quantitative Finance at Imperial College London and CEPR are inviting submission of papers to the 17th 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., equities, fixed income, credit, foreign exchange, crypto, commodities, derivatives, hedge funds, ...)
• Perspectives on long term asset management
• How do hedge funds manage their risks? Hedge fund performance and risk measurement.
• Incorporating transactions costs and risk management into trading strategies.
• AI, NLP and machine learning applications to hedge fund strategies
• Do hedge funds affect asset prices?
• What are the policy implications of herding, bubbles, and systematic risk?
• How will international financial architecture evolve?
KEYNOTE SPEAKER: Maureen O'Hara (Robert W. Purcell Professor of Finance, Johnson Graduate School of Management, Cornell University, and Professorship, University of Technology Sydney.) will give the keynote speech at the conference.
PREVIOUS CONFERENCES: This is the 17th 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: https://www.imperial.ac.uk/business-school/faculty-research/research-centres/brevan-howard-centre-financial-analysis/news-and-events/past/
SUBMISSION PROCEDURE: The programme committee is looking forward to your submissions. Please send your submissions to risklab@imperial.ac.uk. The deadline for submissions is 5pm London time, Monday 13th January 2025.
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., equities, fixed income, credit, foreign exchange, crypto, commodities, derivatives, hedge funds, ...)
• Perspectives on long term asset management
• How do hedge funds manage their risks? Hedge fund performance and risk measurement.
• Incorporating transactions costs and risk management into trading strategies.
• AI, NLP and machine learning applications to hedge fund strategies
• Do hedge funds affect asset prices?
• What are the policy implications of herding, bubbles, and systematic risk?
• How will international financial architecture evolve?
KEYNOTE SPEAKER: Maureen O'Hara (Robert W. Purcell Professor of Finance, Johnson Graduate School of Management, Cornell University, and Professorship, University of Technology Sydney.) will give the keynote speech at the conference.
PREVIOUS CONFERENCES: This is the 17th 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: https://www.imperial.ac.uk/business-school/faculty-research/research-centres/brevan-howard-centre-financial-analysis/news-and-events/past/
SUBMISSION PROCEDURE: The programme committee is looking forward to your submissions. Please send your submissions to risklab@imperial.ac.uk. The deadline for submissions is 5pm London time, Monday 13th January 2025.