Topics: - Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies - Modelling volatility and correlation - Risk...

Academic sessions and a panel of practitioners will cover recent research, and will debate the future of the hedge fund industry. We welcome submissions on hedge funds, but also, more broadly, we welcome papers that improve the understanding of the roles and behavioural of market intermediaries...