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Bank for International Settlements; World Bank; European Central Bank

Dates:
November 24-25, 2008
Description:
Joint BIS/ECB/World Bank Conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers
Location:
Frankfurt am Main, European Central Bank, Germany
Subject:
The organisers particularly encourage submissions of papers in the following areas: 1) Theory and Techniques - Monte Carlo simulation techniques for modelling and simulating asset returns - Use of contingent claim analysis in balance sheet risk management - Innovations in portfolio optimization techniques - Methods and techniques used in setting expected return assumptions, including fixed income instruments 2) Implementation and Practical Challenges - Strategic asset allocation process used within participant's own organizations - Risk measures to support the strategic asset allocation - Asset & liability management at central banks and sovereign wealth managers - Modelling alternative asset classes such as hedge funds and private equity - Determining the optimal currency composition, [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www.ecb.int/events/conferences/html/saa_summit.en.html

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