Events
Events — 2008
December 9-10, 2008 — EDHEC's Alternative Investment Day Conference
Olivier Le Marois and Raphael Douady will speak a the EDHEC Risk and Asset Management Research Center, Excel Center, London, UK.
December 4, 2008 — Investor & Hedge Fund Risk Summit II
Raphael Douady will speak at the Investor & Hedge Fund Risk Summit II at the Millennium Broadway Hotel, New York City, USA.
December 3-4, 2008 — Cutter Associates conference Risk Risk Management Essentials: Data Management Solutions
Sheraton New York Hotel and Towers
Riskdata participates in the Cutter Associates conference Risk Risk Management Essentials: Data Management Solutions; on November 21 in London and on December 3 - 4, 2008, in New York, Sheraton New York Hotel and Towers.
November 24-26, 2008 — R I O 2008: Research In Options 2008
Angra dos Reis, Rio de Janeiro, Brazil
Institute for Pure and Applied Math (IMPI)
Dr. Raphael Douady will speak at the third IMPI conference dedicated to different aspects of option pricing ranging from fixed income and volatility trading to real options. Special sessions will be dedicated to risk management and portfolio optimization.
Octobre 27-29, 2008 — Gaim Fund of Fund
Grand Hyatt, NY
Themes for the 2008 agenda include financing & managing through risk in the system.
October 27-29, 2008 — The Global Absolute Return Congress
Hyatt Regency Boston, Massachussets
September 16-18, 2008 — Global Alpha Forum: The Alternative Investment Annual Meeting
Hayatt Greenwich, CT
June 3-4, 2008 — Dr. Raphael Douady, Riskdata's Director of Research will speak at the Hedge Fund Risk Management Summit.
The summit is taking place on June 3 and 4 2008 at the Sheraton Stamford Hotel, in Stamford, Connecticut. Dr. Douady is co-hosting three panels: Reducing Portfolio Risk through Diversification on June 3rd and Understanding the Use of Leverage and its Impact on Risk Management and Building a Risk System from the Ground Up, both on June 4th.
January 31, 2008 — New York Quantitative Finance Seminar
The Center for Financial Engineering at Columbia University and NYU Courant Institute of Mathematical Sciences.
At the American Conference Center, 780 Third Avenue, 5.30 PM-7:00 PM.
Featuring: 'What Happened to the Quants in August 2007?' by Andrew W. Lo, MIT.
The New York Quantitative Finance Seminar is a forum for discussion of new results and insights coming from quantitative modeling in finance and risk management, for the New York quantitative finance community.
“The challenge for us was to get an aggregated view of the fund risk profile while tracking the specific risk of each underlying strategy. We think Riskdata is able to address both of these issues simultaneously. Moreover, we can monitor the impact of any portfolio allocation on the fund risk profile.”
Philippe Uzan,
CDC IXIS Multi-Strategy Fund
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