5th Annual Hedge Fund Research Conference

The latest research transforming the asset management industry

The latest research papers shaping the future of the asset management industry were presented at the 5th Annual Hedge Fund Research Conference, held on January 24-25 in the NYSE Euronext Office, Paris. With close to a hundred submissions from 50 universities in 15 countries, the 15 unpublished papers which will be presented during the conference were selected following a thorough screening process by a scientific committee of internationally respected academic professors.

Since its inception, this event has become a reference in the field of risk management and alternative investments research, now attracting the most reputable academics working on cutting-edge topics. Over the last 4 years, the “Annual Hedge Fund Research Conference” has thus been a platform for international visibility. Indeed, out of a total of 62 research papers presented across the last 4 events, 23 of them have already been published in the most renowned academic publications.

Conflicts of Interest Confronting the Asset Management Industry

  • Do Hedge Fund Managers and Investors have Compatible Interest?
  • Flagships versus non-flagship funds’ performance
  • Costs and advantage of separate managed accounts

The Role of Hedge Funds in Financial Markets

  • Bad Guys or Good Guys?
  • Hedge Funds corporate governance role
  • Hedge Funds and asset mispricing 
  • Fund Performance Evaluation

Can we Trust Historical Returns?

  • Economic value of manipulation-proof performance measures
  • Robust identification of hedge funds’ alphas and betas
  • Hard to observe mega hedge fund management firms performance

High-Frequency Trading

  • Is speed the only advantage?
  • Do High Frequency traders trade faster and more accurately than other investors?
  • Role of high frequency traders in price discovery and price efficiency

Organized by Serge Darolles (Lyxor Research and CREST), René Garcia (Edhec Business School), Christian Gouriéroux (University of Toronto and CREST) and Laurent Tison (Lyxor Asset Management).