Presentations - Dale W.R. Rosenthal

UIC	University of Illinois at Chicago
Presentations

Slides, Approximating Correlated Defaults, 18 April 2012, CQA Spring Meeting, Las Vegas.
Slides, Performance Metrics for Algorithmic Traders, 26 January 2012, 4th Hedge Fund Conference sponsored by NYSE/CREST/Lyxor, Paris.
Poster, Funding Liquidity, Market Liquidity, and TED Spread: A Two-Regime Model, 16 December 2011, (EC)^2 conference "Econometrics for Policy Analysis: after the Crisis and Beyond", EUI, Florence.
Slides, Funding Liquidity, Market Liquidity, and TED Spread, 2 December 2011, UIC finance seminar.
Slides, Market Structure, Counterparty Risk, and Systemic Risk, 23 September 2011, Bank of Finland/SUERF/CEPR/JFI conference on the Future of Risk Management, Helsinki.
Slides, Approximating Correlated Defaults, 23 July 2011, Oakland U. conference on credit analysis, Oakland, MI.
Discussion Slides, Does Modeling Framework Matter? (Gündüz, Uhrig-Homburg), 23 July 2011, Oakland U. conference on credit analysis, Oakland, MI.
Slides, Increasing Shareholder Value? A Study of Share Repurchases, 1 July 2011, Bergisches U. Wuppertal conference on payout policy, Wuppertal, Germany.
Slides, Increasing Shareholder Value? A Study of Share Repurchases, 30 June 2011, U. Birmingham conference on corporate governance, Birmingham, UK.
Slides, Market Structure, Counterparty Risk, and Systemic Risk, 10 June 2011, U. Genève/GFRI conference on financial networks, Geneva.
Slides, Index Arbitrage and Refresh Time Bias in Covariance Estimation, 15 May 2011, IFM2 Mathematical Finance Days, Montréal (HEC).
Slides, Market Structure, Counterparty Risk, and Systemic Risk, 9 April 2011, EFMA symposium on alternative investments, Toronto (York).
Discussion slides, Will Alternative UCITS Ever Be Loved Enough to Replace Hedge Funds?, 9 April 2011, EFMA symposium on alternative investments, Toronto (York).
Poster, A Network Model of Counterparty Risk, 10 March 2011, Institut Louis Bachelier forum on "Long Term Risks," Paris.
Discussion Slides, Elimination of Systemic Risk in the Interbanking System (Meyer), 5 March 2011, MFA annual meeting, Chicago.
Discussion Slides, Implied Volatility Spreads, Skewness, and Expected Market Returns (Atilgan, Bali, Demirtas), 5 March 2011, MFA annual meeting, Chicago.
Slides, The Effect of Market Structure on Counterparty Risk, 3 March 2011, MFA annual meeting, Chicago.
Slides, A Network Model of Counterparty Risk, 21 June 2010, seminar, HKUST, Hong Kong.
Slides, Approximating Correlated Defaults, 15 June 2010, QMBA, Guanghua School of Management at Peking University, Beijing.
Slides, Performance Metrics for Algorithmic Traders (invited), 10 June 2010, FERM sponsored by CRETA at National Taiwan University.
Slides, A Network Model of Counterparty Risk, 16 April 2010, NYU Stern/Volatility Institute conference on Volatility and Systemic Risk, New York.
Slides, Performance Metrics for Algorithmic Traders, 14 April 2010, CQA Spring 2010 Conference, Las Vegas.
Performance Metrics for Algorithmic Traders (invited), 17 March 2010, CREATES, Market Microstructure Symposium, Aarhus, Denmark.
Slides, Counterparty and Non-Random Risk (invited), 20 August 2009, 57th Session of the ISI, Durban, South Africa.
Poster, Approximating Correlated Defaults for Credit Default Options and Swaps, 12 June 2009, SoFiE first European conference.
Slides, Modeling Trade Direction, 7 March 2009, MFA annual meeting.
Discussion Slides, Caveat Venditor --- Crowded Exits (Clunie, Moles, Gao), 6 March 2009, MFA annual meeting, Chicago.
Poster, Modeling Trade Direction, 15 September 2008,Oxford-Man Institute conference on Financial Econometrics and Vast Data.

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University of Illinoisat Chicago

University of Illinois
at Chicago