ORGANIZERS
 
CONFERENCE
 
 

Center for Financial Institutions and Markets

Zell Center for Risk Research

 

Recent Research on Hedge Funds and
Performance Measurement

Monday August 14th - Tuesday August 15th 2006
Allen Center, Northwestern University, Evanston

 
               
 
TRAVEL INFO
  Last Updated 8/11/2006   Attendance by Invitation Only. REGISTRATION Closed  
 
Accommodation
     
 
Directions, Parking
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Campus Map
          
  Allen Center   Detailed Program Agenda     Agenda (pdf file)  
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SPONSORS
  Monday, August 14, 2006      
 

Barclays Global Investors

GSAM Quantitative Investment Strategies

LSV Asset Management

       
   
5:00 - 6:00 pm
 
 
 
 
   
Reception
 
 
 
 
   
 
 
 
 
 
   
6:00 - 7:00 pm
 
 
 
 
   
Keynote Address
 
Speaker
 
Hung Tran, Deputy Director, International Capital Markets, International Monetary Fund
 
   
 
 
Topic
 
Development of Financial Institutions and Markets in China and India
 
     
7:00 - 9:00 pm
 
 
 
 
     
Dinner -- Atrium
 
 
 
 
     
...................................................................................................................................
 
     
Tuesday, August 15, 2006
 
 
 
     
 
 
 
     
7:00 - 8:45am
 
 
 
 
     
Breakfast
 
 
 
 
     
 
 
 
 
 
     

9:00 - 10:20 am
Session I

 
Speaker
 
David Hsieh, Duke University
 
     
 
Topic
 
Hedge Funds: Performance, Risk and Capital Formation
 
     
 
Discussant
 
Stephen J. Brown, New York University
 
     
 
 
 
 
     
 
Speaker
 
Emanuel Derman, Columbia University
 
     
 
Topic
 
The Alpha for Hedge Fund Lockups
 
     
 
Discussant
 
George Constantinides, University of Chicago
 
     
10:20 - 10:45 am
 
 
 
 
 
     
Coffee Break
 
 
 
 
 
     
 
 
 
 
 
     
10:45 - 11:30 am
Session II
 
Speaker
 
Rene Stulz, Ohio State University
 
     
 
Topic
 
Is There Hedge Fund Contagion
 
     
 
Discussant
 
Ananth Madhavan, Barclays Global Investors
 
     
 
 
 
 
 
 
     
11:45 - 12:45 pm
 
 
 
 
 
     
Lunch -- Atrium
 
 
 
 
     
 
 
 
 
 
 
     
1:00 - 2:00 pm
Panel Discussion I
 
Moderator
 
David Hsieh, Duke University
 
     
 
Topic
 
Evolution of the Hedge Fund Industry, Risk and Return
 
     
 
Panel
 
Robert B. Litterman, Goldman Sachs
 
     
 
 
David Kabiller, AQR Capital
 
     
 
 
Joseph G. Nicholas, HFR Group
 
     
 
 
David Modest, JPMorgan Chase
 
     
 
 
 
 
 
     
2:00 - 2:30 pm
 
 
 
 
     
Coffee Break
 
 
 
 
     
 
 
 
 
 
     
2:30 - 3:30 pm
Session III
 
Speaker
 
Josef Lakonishok, LSV Asset Management
 
     
 
Topic
 
Benchmarking Money Manager Performance: Issues and Evidence
 
     
 
Discussant
 
Kent Daniel, Goldman Sachs and Northwestern University
 
     
 
 
 
 
 
     
3:30 - 4:30 pm
Panel Discussion II
 
Moderator
 
Lawrence Glosten, Columbia University
 
     
 
Topic
 
Identifying Talent: Issues in Portfolio Performance Evaluation
 
     
 
Panel
 
Gary Brinson, GP Brinson Investments
 
     
 
 
Stephen L. Nesbitt, Cliffwater
 
     
 
 
Girish Reddy, Prisma Capital Partners
 
     
 
 
Don Fehrs, Evanston Capital