David K.A. Mordecai presented at the 13th Annual Global Alternative Investment Management (GAIM) Conference, June 18-21, 2007 in Monte Carlo, Monaco at the Grimaldi Forum.
David K.A. Mordecai moderated a Strategy & Practice Roundtable Form – Portfolio Risk and Market Trading: Anatomy of a Blow–Up: Critical Lessons Learned from All Sides in Liquidity, Traders, Hidden Portfolio Risks and the Implication for the Industry of Random Events, Agency Costs & Coordination Failures. The panelists included:
- John D’Agostino, Formerly Vice President Strategy, NYMEX
- Felix Chee, President and Chief Executive Officer, University of Toronto Asset Management
- Roy Henriksson, Principal and Chief Investment Officer, Advanced Portfolio Management
- Chris Li, Vice President, Portfolio Investments, Dow Chemical Pension Fund
David Mordecai also moderated a panel in the New Financial Markets Stream entitled A Discussion on Volatility-Based Markets, Instruments & Strategies: How Underlying Volatility Forecasting Principles and Empirical Observations Regarding Jumps in Volatility Impact All Traders and Buy-Side Analysts. The panelists included:
- Ali Hirsa, Head of Analytical Trading Strategy, Caspian Capital Management
- Michael Johannes, Professor, Columbia University Graduate School of Business
- Nick Polson, Professor, University of Chicago
- Michael Wexler, Chief Investment Officer, Maple Leaf Capital LLC
The GAIM International conference is the largest and longest running hedge fund event in the world, and regularly attracts institutional investors, private bankers, high net worth individuals, family offices and sovereign wealth funds as well as fund managers including big brands and boutique investment houses from across the globe.
