Register Now

One Year Later: A New Transparency Paradigm
Fat-tailed Risk Management Across Positions, Returns & Exposures

Join Us in New York City
Wednesday, September 30, 2009 4:00 - 6:30pm

FinAnalytica invites you and your colleagues to a complimentary seminar on Quantitative Risk Management and Portfolio Construction on September 30th, 2009 in New York City from 4:00 - 6:30PM. Presentations by FinAnalytica executives, customers and industry experts including:

• Measuring and Aggregating Tail Risk Across Returns, Exposures and Holdings
• Minding the Gap - Tracking Fat-tailed versus Normal VaR Spreads
• Taking a View - Bayesian Influence on Hedge Funds
• Post-crisis Due Diligence - Real World Approaches

Venue: The Roosevelt Hotel, Vanderbilt Room, 2nd Floor, 45 East 45th Street
At Madison Ave (212) 885-6116

Agenda:
4:00 – 4:15PM Registration & Demos
4:15 – 5:30PM Presentations
5:30 – 6:30PM Networking & Cocktails

Speakers:
Boryana Racheva-Iotova, President, FinAnalytica
Daniel Edelman, Director, Investment Officer, UBS Alternative & Quantitative Investments
Professor Svetlozar (Zari) Rachev, Chief-Scientist, FinAnalytica
- Chair Professor of Econometrics, Statistics & Mathematical Finance,University of Karlsruhe
- Department of Statistics & Applied Probability,University of California

Who should attend?
Fund and asset management professionals including portfolio managers, risk officers, quantitative analysts, investment strategists, institutional investors and consultants who view risk and allocation with mixed levels of transparency:

• Funds of Hedge Funds
• Multi-Manager Funds
• Hedge Funds
• Asset Managers
• Endowments & Foundations
• Family Wealth Offices
• Pension Funds

RSVP: Register Now or for further information please contact Joel Nadelman at (212) 880-2671.

(If the Register link above is not working, please fill out our online contact form here.)