Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
Session Overview
Session
1.6: Hedge Funds
Time:
Tuesday, 28/May/2019:
1:30pm - 3:15pm

Session Chair: Burton Hollified, Carnegie Mellon University
Location: Room 102

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Presentations

Prime Broker Exposures, Collateral, and Resilience in Hedge Fund Credit Networks

Mathias S Kruttli2,4, Phillip J Monin3, Sumudu W Watugala1,4

1Cornell University, United States of America; 2Federal Reserve Board of Governors; 3Office of Financial Research, US Department of the Treasury; 4Oxford-Man Institute of Quantitative Finance, University of Oxford

Discussant: Chester Spatt (Carnegie Mellon University)

Kruttli-Prime Broker Exposures, Collateral, and Resilience-1053.pdf


Unobserved Performance of Hedge Funds

Vikas Agarwal2, Stefan Ruenzi3, Florian Weigert1

1University of St. Gallen, Switzerland; 2Georgia State University; 3University of Mannheim

Discussant: Michael Gallmeyer (University of Virginia)

Agarwal-Unobserved Performance of Hedge Funds-648.pdf


Skin or Skim? Inside Investment and Hedge Fund Performance

Kunal Sachdeva1, Arpit Gupta2

1Rice University, United States of America; 2New York University, United States of America

Discussant: Maria Chaderina (WU Vienna)

Sachdeva-Skin or Skim Inside Investment and Hedge Fund Performance-958.pdf


 
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Conference: FIRS 2019
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