2011-05-25–2011-05-27 - Marseille, Faculté de Sciences Economiques et de Gestion (France) - Centre for International Banking Economics & Finance (CIBEF)
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...