2006-05-31–2006-06-02 - Aix-en-Provence (France) - AEA - Applied Econometrics Association
- 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 analysis...