Difference between revisions of "Forum on Risk - Agenda"
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{{Forum on Risk}} | {{Forum on Risk}} | ||
'''October 16, 2008''' | |||
''Venue: Morgan Stanley World Headquarters (1585 Broadway, 41st Floor, New York, NY 10036)'' | |||
{| width="95%" border="1" cellpadding="3" | |||
|- align="center" | |||
| <b>TIME</b> | |||
| <b>ACTIVITY</b> | |||
|- bgcolor="#cceeee" align="center" | |||
| <br/> | |||
| <b>Thursday, October 16, 2008</b> | |||
|- | |||
|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'' | |||
|- | |||
''' | |||
Registration is required and space is limited. | |||
Please register no later than October 10, 2008.''' | |||
Latest revision as of 15:48, 7 October 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 October 10, 2008.| TIME | ACTIVITY
|
| 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 |