Managing hedge fund liquidity risks

Serge Darolles and Guillaume Roussellet
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Serge Darolles: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Guillaume Roussellet: Centre de recherche de la Banque de France - Banque de France

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Abstract: AMSE organizes the 6th QFFE (Quantitative Finance and Financial Econometrics). The International Conference will be held on June 6-7, and the Spring School on June 4-5.The QFFE 2024 has received support from SoFiE (The Society for Financial Econometrics).Submissions on the following topics are welcome: Big-data in finance; Empirical finance; High-frequency data; New methods in quantitative finance; Time series forecasting; Volatility and risk modelling.

Date: 2024-06
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Published in 6th QFFE (Quantitative Finance and Financial Econometrics) Spring School and International Conference, Jun 2024, Marseille, France

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