"Asset Allocation and Risk Management:Lessons from the Crisis"
11 - 11 October 2009, Ritz Carlton Hotel Madrid, Spain
Papers
The Risk of Tranches Created from Residential Mortgages
John Hull
When There Is No Place to Hide: Correlation Risk and the
Robert Kosowski
Flight to Quality or Flight to Liquidity: Evidence from the
Michael Brandt
Volatility Exposure for Strategic Asset Allocation
Marie Brière
Risk and Expected Returns of Private Equity Investments:
Roman Kräussl
Hedge Funds Under Fire: a Flow-Impact Perspective on
Ronnie Sadka
Dynamic Allocation Decisions in the Presence of Funding
Lionel Martellini
Dynamic Correlation Hedging in Copula Models for Portfolio Selection
Denitsa Stefanova