时间：2016年12月16日（周五）15:00-16：30
地点：嘉庚二号楼501教室
题目：Hedge Fund Quantitative Due Diligence
报告人：Daniel Li， Research Director in Markov Processes International
主持人：阮军，厦门大学财会研究院助理教授
Presentation Outline：
Hedge Fund Quantitative Due Diligence
- What is a hedge fund and why due diligence?
- Hedge fund returns and factor models
- A real hedge fund factor analysis: from hedge fund alpha to betas
- Due diligence case studies
ü Excess leverage: LTCM 1998
ü Altering to potential fraud: Madoff 2008
ü Insider trading: Galleon 2009
ü Concentrated trades: Peleton 2008
- Q&A
报告人简介：
Daniel Li, PhD in Economics, State University of New York at Binghamton, currently served as Research Director in Markov Processes International, a leading investment analysis solution provider with over 300 client organizations globally. Daniel Li has over 10 years financial industry experience with primary focuses on hedge fund analysis and forensics, dynamic models and predictive analytics. He worked as principal consultant with government agencies such as SEC in US and FSA in Japan on forensic analysis of hedge funds.