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08:30-09:00
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Registration and Coffee (Note: 2011 Agenda)
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09:00-09:10
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09:10-10:10
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10:10-10:50
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The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility
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10:50-11:10
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11:10-11:50
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Inherited Agglomeration Effects in Hedge Funds
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11:50-12:30
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Do Hedge Funds Supply or Demand Immediacy?
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12:30-13:30
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13:30-14:30
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Panel Discussion: Bridging the Gap between Two Worlds: Academia and Industry
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14:30-15:10
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Optimal Portfolio Selection in Nonlinear Arbitrage Spreads
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15:10-15:30
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15:30-16:10
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Returns to Momentum Strategies in Futures Markets
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16:10-16:50
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Fund-of-Funds Construction by Statistical Multiple Testing Methods
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16:50-17:00
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17:00-18:00
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