Hedge Fund Tail Risk

Tobias Adrian, Markus K. Brunnermeier, Hoai-Luu Q. Nguyen

Chapter in NBER book Quantifying Systemic Risk (2013), Joseph G. Haubrich and Andrew W. Lo, editors (p. 155 - 172)
Conference held November 6, 2009
Published in January 2013 by University of Chicago Press
© 2013 by the National Bureau of Economic Research

---- Acknowledgements -----

Brunnermeier acknowledges financial support from the Guggenheim Foundation, INQUIRE European Research Grant, Wim Duisenberg School, Center for Investor Education, Bank of Korea, Ambrosetti House of Europe and FEBRABAN.

---- Disclosure of Financial Relationships for Markus K. Brunnermeier -----

Disclosure of Interest

2010-2012/05

As a guiding principle I follow the NBER Research Disclosure Policy: http://www.nber.org/researchdisclosurepolicy.html

To date, no single relationship (other than my salary form Princeton University) has accounted for more than 10 percent of my aggregate annual income in that year.

Significant Remunerated Activities:

Speaking engagements and lectures

-- Stifterverband der Deutschen Wirtschaft, 2012

-- Ambrosetti – The European House, 2011

-- Center for Investor Education, 2011

-- Wim Duisenberg School of Finance, 2010

-- Handelsbanken, 2010

-- Deutsche Bank, 2010

-- FEBRABAN, Brazil, 2009

Central banks

ECB, ESRB, Bank of England, National Bank of Austria, Swiss National Bank, Bank of Japan, Federal Reserve, New York Fed, Bank of Canada, Bank of Chile, Bank of Korea,

International financial institution

IMF

No expert testimony for law suits or paid consulting work for private cooperation to date.

Research Grants:

- Sloan Foundation 2011-12

- Guggenheim Fellowship, 2010-11

- University of Chicago, T.W. Schultz Prize and Lecture, 2010

- INQUIRE Europe, Research Grant

Visiting Scholar and Other:

- Milton Friedman Institute, visiting scholar 2011

- American Economic Review, Journal of Finance, Associated Editorship

Significant Non-Compensated Activities:

- American Finance Association: Director

- Financial Advisory Roundtable and Monetary Policy Panel, Federal Reserve Bank of New York, 2006 – present

- INET Advisory Board Member, 2009 – present

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