Kvant-Netværket II-2012

 

08.30	Registrering og morgenbord
09.00	Velkomst
09.10	Siden sidst (grupper)
09.35	Tail Risk - an introduction Claus Madsen
	Præsentationer ved paneldeltagere
10.00	Sebastian Åberg
10.20	Johannes Rebel
10.40	Claus Madsen
11.00	Forberedelse i grupper før paneldebat
11.30	Paneldebat om halerisiko
12.30	Frokost
13.30	Financial Frictions Lasse Heje Pedersen Lasse H. Pedersen received his Ph.D. from the Stanford Graduate School of Business and his B.S. and M.S. from the University of Copenhagen. He joined CBS from New York University where he is on leave as the John A. Paulson Professor of Finance and Alternative Investments at the Stern School of Business. He is a research associate at CEPR and NBER and part of the Liquidity Working Group meeting at the Federal Reserve Bank of New York to address liquidity issues. He also serves on the New York Fed’s Monetary Policy Panel, on the Board of Directors of the American Finance Association, the Economic Advisory Boards of NASDAQ and FTSE, as a principal at AQR Capital Management, and as associate editor at the Quarterly Journal of Economics, Journal of Finance, Journal of Economic Theory, and The Review of Asset Pricing Studies. His academic awards include the Fama/DFA First Prize for the best papers published in the Journal of Financial Economics.
14.30	Walk-and-talk
15.00	ALM Jan Bo Jakobsen & Anders Brun Plum Jan Bo Jakobsen er cand.oecon. (nationaløkonomi) fra Århus Universitet og Ph.d. (Financial Economics) fra University of Southampton. Har været lektor på Institut for Finansiering, CBS, og derefter Chief Portfolio Manager og Partner i Nordea Investment Management. Har siden 2003 været selvstændig. Fra 2003-2011 arbejdet som konsulent på ALM-relaterede problemstillinger for institutionelle investorer. Solgt sin virksomhed i 2011 og er i dag ved at opbygge nye virksomheder, som er specialiserede indenfor investeringsområdet til institutionelle investorer i ind- og udland. Fokus er på Absolut Returns dels via Likvid Trading og dels via en Private Equity Fund. Er derudover involveret i en konsulentvirksomhed, som er under opstart, samt diverse netværk og frivilligt arbejde.
16.15	Opsamling
16.45	Forfriskninger
18.00	Middag hos Chit Chat, Sankt Peders Stræde 24A, t3333 9339.