Dear Allstat members,

Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND 
PROGRAM TRADING
1-2 July 2008, London
http://www.optirisk-systems.com/events/carisma2008.asp

I thought you may be interested in the conference and workshop series taking 
place in London the week of 30 June - these are organised by Brunel 
University's CARISMA (The Centre for the Analysis of Risk and Optimisation 
Modelling Applications).

The organisers are offering an early bird discount for bookings before 31 
May.  Fees are modest starting at £60/day for PhD students, £145/day 
academics, to £350/day for industry. All days can be booked separately. 
Further discounts apply to group bookings.

WHAT THE SERIES COMPRISES:

1) A two-day conference:

RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING
1-2 July 2008, London, plus:

2) Four pre- and post conference half-day workshops on 30 June and 3 July, 
on:

a. Robust Portfolio Optimisation, 30 June Morning, London
b. LDI/ALM, 30 June Afternoon, London
c. New Developments: Performance Measures and Structured Products; Coherent 
 Risk Measures and Liquidity Risk, 3 July Morning, London
d. News Analytics and Financial Modelling, 3 July Afternoon, London

For full details see http://www.optirisk-systems.com/events/carisma2008.asp

CONFERENCE HIGHLIGHTS:

Hedge Fund Performance: Sources & Measures
Dilip Madan, University of Maryland, Consultant to Morgan Stanley & Visiting 
Professor, CARISMA (and Risk Awards "Quant of the Year 2008")

A Unified Theory of Investment Portfolio Risk
Les Balzer, Professor of Finance, Australian School of Business, University 
of NSW and Head of Research, HFA Asset Management

Hedge Fund Performance and Risk Control
M A H Dempster, Centre for Financial Research, Statistical Laboratory, 
University of Cambridge & Cambridge Systems Associates Limited

Risk Management for Equity Trading: Fat Tails and Liquidity Gaps
Dan Di Bartolomeo, Northfield Information Services Inc/Visiting Professor, 
CARISMA

Dynamic Behavioural Portfolio Choice
Xunyu Zhou, Nomura Chair of Mathematical Finance, Oxford University

News Analytics: Models that Quantify News
Philip A. Gagner, RavenPack International

Efficiencies in Multi-Account Optimization
Rob Stubbs, Head of Research, Axioma

Optimal Trade Execution - Recent Work
Dan Bienstock, Columbia University

Dynamic Asset Allocation for Hedging Downside Risk
Gerd Infanger, Stanford University & CEO of Infanger Investment Technology, 
LLC

Stop Press: update to programme: additional speaker on Day One

Trading off the News: Applications of News Algorithms
Alan Slomowitz, Director of  Algorithmic and Quantitative Trading Products
Dow Jones & Company, Enterprise Media Group

NETWORKING SESSION:

On the evening of 1 July there will be a reception and networking session 
with extra presentations, including "The role of GIPS in the benchmarking 
and monitoring of hedge fund performance", by Carl Bacon, StatPro.

For full programme details and registration, including fees, see 
http://www.optirisk-systems.com/events/carisma2008.asp

FOR FURTHER INFORMATION:

The person on to contact for further information is Julie Valentine at 
OptiRisk Systems (who are managing the event on behalf of CARISMA)  - Julie's 
direct line is: +44 (0) 1895 819 484 or switchboard: +44 (0) 1895 256 484 
and her email is [log in to unmask]

Kind regards,

Alec McCutcheon
UNICOM Seminars Ltd
UNICOM R&D House
One Oxford Road; Uxbridge
UB9 4DA; UK

www.unicom.co.uk