Forum on Risk - Agenda

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October 16, 2008

Venue: Morgan Stanley World Headquarters (1585 Broadway, 41st Floor, New York, NY 10036)

Registration is required and space is limited. Please register no later than October 10, 2008.

Thursday, October 16, 2008
8:30 a.m. Continental Breakfast
9:00 Welcome and Introduction, Michael Mauboussin, Chief Investment Officer, Legg Mason Capital Management and SFI Trustee
9:30 Hysteresis and the Current Economic Crisis, Peter L. Bernstein, Author, Economist, Peter L. Bernstein, Inc.
10:00 Understanding Risk from a Complex Systems Perspective: A Brief History, J. Doyne Farmer, SFI
10:30 Coffee Break
11:00 The Evolution of Risk Measures - Theoretical Review and Application to the Credit Crunch, Bernd Scherer, Managing Director and Global Head Quantitative Structured Products, Morgan Stanley
12:00 p.m. Lunch
1:00 A Theory of Reflexivity, George Soros, Soros Fund Management
2:00 The Quant Liquidity Crunch, Kent Daniel, Director of Equity Research for the Quantitative Resources Group in Goldman Sachs Asset Management
3:00 Coffee Break
3:30 The Endowment Model: Theory and Experience, Martin Leibowitz, Managing Director, Morgan Stanley
4:30 Questions and Discussion, Led by J. Doyne Farmer and Michael Maubsoussin