Events
The BNP Paribas Hedge Fund Centre organises regular seminars by academics and practitioners. Further details can be found below.
2008 Seminars
The Impact of the Highly Improbable
Professor Nicholas Nassim Taleb
(London Business School)
Investor Protection & Hedge Funds
Professor Narayan Naik & Mark Tapley
(London Business School)
The Replication of Hedge Funds
Professor Narayan Naik
(London Business School)
2007 Credit Symposium
Deciphering the 2007 Liquidity Crunch
Professor Markus K. Brunnermeier
(Princeton University)
2007 Symposium
Hedge Funds and Shareholder Activism
Florence Lombard, (Chief Executive of AIMA)
Professor Julian Franks and Jeremy Grant, (London Business School)
Practitioners:
John Paulson
Hans-Joachim Voth, (Author)
Roger Urwin, (Watson Wyatt)
2007 Seminars
Hedge Fund Clones: Complements or Substitutes
Narayan Naik
(Director, BNP Paribas Hedge Fund Centre)
The Secondary Market in Hedge Funds
Tarun Ramadorai
(Said Business School)
Higher Moment Risks in Hedge Funds
Dr Vikas Agarwal
(Visiting Research Fellow, BNP Paribas Hedge Fund Centre)
2006 Seminars
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money
Guillermo Baquero
(Assistant Professor, RSM Erasmus University, The Netherlands)
Derivatives Use & Risk Taking: Evidence from the Hedge Fund Industry
Yong Chen
(Carroll School of Management, Boston College, USA)
Hedged Mutual Funds: Poor Man's Hedge Funds?
Vikas Agarwal
(BNP Paribas Hedge Fund Centre, London Business School)
2006 Annual Symposium
Welcome Address
Sir John Ritblat
(Chairman, British Land Company PLC)
Academic Research
Key Findings from the Centre's Latest Research
Professor Narayan Naik
(BNP Paribas Hedge Fund Centre)
Professor William Fung
(BNP Paribas Hedge Fund Centre)
Fixed Income Arbitrage: Nickels in Front of a Streamroller
Professor Francis Longstaff via video conference
(University of California, Los Angeles, USA)
Alpha, Beta and Correlation
Tariq Khan
(Fauchier Partners LLP)
A Case Study
Building a Successful Hedge Fund Business
Nagi Kawkabani
(Brevan Howard)
Round Table Discussion
Will Hedge Funds Become the Standard Investment Methodology of Tomorrow?
Brian Walden - Session Chair
Patrick Fauchier (Fauchier Partners LLP)
Professor Narayan Naik, (BNP Paribas Hedge Fund Centre)
Nagi Kawkabani, (Brevan Howard)
Matthieu Protard, (La Tribune)
2005 Launch of The BNP Paribas Hedge Fund Centre
Professor Narayan Naik (London Business School)
Patrick Fauchier (Fauchier Partners)
Guy De Froment (BNP Paribas)
Mark Tapley (London Business School)
Dean Laura Tyson (London Business School)
2005 Seminars
Investment Manager Skill in Small-Cap Equities
David Gallagher
(The University of New South Wales, Australia)
Trading by Hedge Funds
Michael Haigh
(Commodities Futures Trading Commission, USA)
Hedge Funds - A Catalyst Reshaping Global Investment
Giles Drury & Neil Fatharly (KPMG)
Downside Risk
Joseph Chen (University of Southern California)
2004 Seminars
Active Alpha
Kurt Winkelmann (Goldman Sachs)
The Quantitative Selection of Long-Short Hedge Funds
Kaifeng (Kevin) Chen (University of Lausanne)
2003 Annual Symposium
The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative Betas
Bill Fung (London Business School) and David Hsieh (Duke)
Regulators´ Views on Hedge Funds
David Raikes and David Bennett (Financial Services Authority)
Four Fallacies about Hedge Funds
Nassim Nicholas Taleb (Empirica LLC)
Why Do Experienced Hedge Fund Managers have Lower Returns?
Nicole Boyson (Purdue)
2003 European Finance Association Meetings – Hedge Funds Symposium
(Sponsored by the Centre for Hedge Fund Research and Education)
Arbitraging Arbitrageurs
Mukarram Attari, Antonio S Mello and Martin E Ruckes (University of Wisconsin, USA)
Explaining Hedge Fund Investment Strategies by Management Reward Structures
André Lucas (Vrije Universiteit, Amsterdam) and Arjen Siegmann (De Netherlandsche Bank, Netherlands).
Performance evaluation and conditioning information: The case of hedge funds
Harry Kat and Joelle Miffre (Cass Business School, UK)
Hedge Fund Risk Factos and Value at Risk of Credit Trading Strategies
John Okunev (Principal Global Investors, USA) and Derek White (University of New South Wales, Australia)
Flows and Performance in the Hedge Fund Industry
Vikas Agarwal and Naveen D Daniel (Georgia State University, USA) and Narayan Naik (London Business School, UK)
Do Hedge Funds Have Enough Capital? A Value at Risk Approach
Anurag Gupta and Bing Liang (Case Western Reserve University, USA)
Survival, Look-Ahead Bias and the Persistence in Hedge Fun Performance
Guillermo Baquero (Erasmus University Rotterdam), Jenke ter Horst (Tilburg University) and Marno Verbeek (Erasmus University Rotterdam, Netherlands)
Tender Offer Spreads and Merger Arbitrage
Micah S Officer (University of Southern California, USA)
Arbitrage at its Limits: Hedge Funds and the Technology Bubble
Markus K Brunnermeier (Princeton University, USA) and Stefan Nagel (London Business School, UK)
Feeds on Feeds in Funds of Funds
Stephen Brown (New York University, USA), William Goetzmann (Yale University, USA) and Bing Liang (Case Western Reserve University, USA)
2003 Seminars
Hedge Fund Indices
Giacomo Fachinotti (Morgan Stanley Capital International)
Flows, Performance, Managerial Incentives in the Hedge Fund Industry
Narayan Naik (London Business School)
Previous Seminars
Hedge Fund Risk Management
Professor Andrew Lo (MIT)
Omega: A Sharper Ratio
Con Keating and William Shadwick (The Finance Development Centre, London)
Hedge Fund Styles
William Goetzmann (Yale)
Asset-Based Hedge-Fund Styles
Bill Fung (London Business School) and David Hsieh (Duke)
V Acharya - Western Finance Association 2008
2007 Credit Symposium
7th Annual Hedge Fund Start-Up Forum
Adam Smith Asset Pricing Conference - 23rd March 2007
GAIM USA 2006 CONFERENCE
Speaker: William Fung, BNP Paribas Hedge Fund Centre, London Business School
