2009-05-27–2009-05-29 - Luxembourg, Abbaye de Neumünster (Luxembourg) - Centre for International Banking, Economics and Finance …
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...