Difference between revisions of "Forum on Risk - Agenda"
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Revision as of 17:12, 29 September 2008
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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 September 15, 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||Short Commentary: The New World of Risk, 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|
|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|
|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|
|3:30||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|