国际会议


ASSET AND RISK MANAGEMENT IN THE AFTERMATH OF THE FINANCIAL CRISIS QUANTITATIVE METHODS AND PORTFOLIO MANAGEMENT
时间:January 20 to 21, 2011
地点:HEC Lausanne, Switzerland
截止时间:2010-12-30
详细内容:

CONFERENCE
ASSET AND RISK MANAGEMENT IN THE AFTERMATH OF THE FINANCIAL CRISIS QUANTITATIVE METHODS AND PORTFOLIO MANAGEMENT 
January 20 to 21, 2011 
HEC Lausanne, Switzerland


In recent years, the finance industry worldwide has been turned upside down following the subprime crisis. The main objective of the conference is to disseminate recent research developments in the domain of asset and risk management at financial institutions and pension funds.

TOPICS OF THE CONFERENCE: 
- Aggregating financial risks
- Managing large portfolios
- Modelling extreme events
- Detecting Systemic Risk
- Advances in Quantitative Asset Management


SPEAKERS:
- Robert Engle, Professor at New York University, Nobel Prize in 2003
- Marco Avellaneda, Professor at New York University
- Tim Bollerslev, Professor at Duke University
- Jean-Pierre Danthine, Director at the Swiss National Bank
- Rene Garcia, Professor at EDHEC
- Nikolaus Hautsch, Professor at Humboldt-Universitat zu Berlin
- Eric Jondeau, Professor at the University of Lausanne
- Olivier Ledoit, Permanent Research Fellow at the University of Zurich
- Michael Rockinger, Professor at the University of Lausanne
- George Skiadopoulos, Professor at the University of Piraeus
     
In addition to the academic speakers, we are organizing a roundtable discussion involving practitioners.

REGISTRATION/FURTHER INFORMATION:
For additional information and registration, please visit the conference website: 
      
http://www.unil.ch/ibf2011
      
The Institute of Banking and Finance wishes to thank Union Bancaire Privee for its contribution and support for this conference. It also acknowledges the continuous support of its partner, the Swiss Finance Institute, in fostering interactions between academia and the industry. 
      
As a participant in the CFA Institute Approved-Provider Program, HEC Lausanne has determined that this program qualifies for 10 credit hour(s). If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.
      
This conference will launch a series of events to celebrate HEC Lausanne 100th Anniversary. For detailed information about the full program, please e-mail 
Email: thomas.fitzsimons@unil.ch
      
HEC Lausanne is registered with CFA Institute as an Approved Provider of continuing education programs.