Potential topics include: performance of hedge funds during the financial crisis to point out behaviours of hedge funds by strategy, size, and leverage; transparency (reporting) and due diligence; short selling by hedge funds and volatility of individual securities; systemic risk, contagion and...

The goal of this 3 day workshop will be to gather researchers involved in this field in order to: - discuss recent advances in the field - create links between researchers working on various facets of these models - provide a platform for young researchers working in this field, and - point to...