The Gutmann Center for Portfolio Management
at the University of Vienna
http://www.gutmann-center.at
is pleased to announce the
GUTMANN CENTER SYMPOSIUM ON HEDGE FUNDS
Date: November 29th, 2004
Location: University of Vienna, Austria
In times of falling stock markets and not very promising bond
markets, investors are looking for alternatives. Hedge Funds
promise stable and attractive returns both during rising as well
as falling markets but come with the disadvantage that they are
frequently a black box for investors. The internationally
recognized speakers at our symposium will shed some light on
this hot topic from an academic as well as a practitioner's
point of view:
- George O. Aragon, Boston College
"Share Restrictions and Asset Pricing - Evidence from
the Hedge Fund Industry"
- Oleg Bondarenko, University of Illinois at Chicago
"Market Price of Variance Risk and Performance of Hedge
Funds"
- Yong Chen, Boston College
"Timing ability in the focus market of hedge funds"
- Ryan J. Davies, Babson College
"Fund of Hedge Funds Portfolio Selection: A
Multiple-Objective Approach"
- Mila Getmansky, Isenberg School of Management at UMASS,
Amherst
"The Life Cycle of Hedge Funds: Fund Flows, Size and
Performance"
- Julien Hugonnier, University of Lausanne
"Mutual Fund Portfolio Choice in the Presence of Dynamic
Flows"
- Narayan Naik , London Business School
"Flows, Performance, and Managerial Incentives in the
Hedge Fund Industry"
- Robert Kosowski, INSEAD
"Is Stellar Hedge Fund Performance for Real?"
- Martin Ruckes, University of Wisconsin-Madison
"Liquidity, Borrowing Structure, and Limits to
Arbitrage"
- Terry Marsh, Quantal/ UC Berkeley
"Equity Market Neutral Hedge Funds"
- Maria Vassalou, Columbia University
"Corporate Innovation and its Effects on Equity Returns"
- Kuan Xu, Dalhousie University
"Myopic Loss Aversion and Margin of Safety"
Sessions will be chaired and discussed by members of the
Academic Advisory Board:
- Elroy Dimson, London Business School
- Engelbert Dockner, University of Vienna
- Robert Korajczyk, Northwestern University
- Klaus Spremann, University St. Gallen
- Neal Stoughton, University of California, Irvine
- Josef Zechner, University of Vienna
The presentations will be followed by a PANEL DISCUSSION.
The participation is free, but all participants are required to
REGISTER:
mail: gutmann.bwl(a)univie.ac.at
Contact:
Gutmann Center for Portfolio Management
University of Vienna
Bruenner Str. 72
A-1210 Wien
Austria
phone: +43-1-4277-38186
fax: +43-1-4277-38074
mail: gutmann.bwl(a)univie.ac.at
web:
www.gutmann-center.at
Apologies for cross postings!!