2012 IBF Annual Conference
Long Term Asset Management Conference’s program is available on
unil.ch/ibf2012
In recent years, the finance industry worldwide has been turned upside down following the subprime crisis. The main objective of the conference is to disseminate recent research developments in the domain of asset management at financial institutions and pension funds.
It is organized around the following main themes:
• Aggregating financial risks
• Managing large portfolios
• Modelling extreme events
• Detecting systemic risk
• Advances in quantitative asset management
presented by world class speakers:
Robert Engle, Professor at New York University
Nobel prize in 2003
Marco Avellaneda, Professor at New York University
Tim Bollerslev, Professor at Duke University
René Garcia, Professor at EDHEC
Nikolaus Hautsch, Professor at Humboldt-Universität zu Berlin
Eric Jondeau, Professor at the University of Lausanne
Olivier Ledoit, Permanent Research Fellow at the University of Zurich
Michael Rockinger, Professor at the University of Lausanne
George Skiadopoulos, Associate Professor at the University of Piraeus
In addition to the academic speakers, we are organizing a roundtable discussion involving practitioners and a lecture by Mr. Jean-Pierre Danthine, Director at the Swiss National Bank and Emeritus Professor at the University of Lausanne.
This conference will launch a series of events in different domains to celebrate HEC Lausanne 100th Anniversary. For further information about the full program, please visit the centennial website of HEC on unil.ch/heclausanne100 or e-mail Thomas Fitzsimons.
RSS