The papers below will be presented at the seminar and are only available for the members of Inquire Europe.
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Greg Duffee is an Associate Professor of Finance at the Haas School of Business, University of California at Berkeley


 

Key Note Address AndPositioning Of The OtherPresentations

 
4Biography
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Presentation


 

Dr. Hens Steehouwer
(ORTEC bv)


 

VAR Models For Generating Scenarios
In ALM: Do’s And Don’ts

 
4Biography
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Summary
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Mathijs A. van Dijk is an Associate Professor of Finance at RSM Erasmus University, the Netherlands
 

Inflation Risk and International Asset Returns

 
4Biography
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Presentation
 
Professor Theo E. Nijman is the Van Lanschot professor in Investment Theory at Tilburg University


 

Optimal Portfolio Choice with Annuitization
 

 

4Biography
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Frank de Jong
Tilburg University



 

Pension fund investments and the valuation of liabilities under conditionalindexation ¤
 

 

4Biography
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Summary
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4Presentation


 
Erik van Leeuwen (Robeco Group)





 

Dts (Duration Times Spread) - A New Measure of Spread Exposure in Credit Portfolios

 

 

4Biography
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Summary
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Presentation



 

Ernst-Ludwig von Thadden is professor of economics and finance at the University of Mannheim




 

Valuation, Liquidity and Risk
in Government Bond Markets

 

 

 
4Biography
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Paper 
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Presentation


 

Andrea Buraschi , Imperial College London.



 

Correlation Riskand Optimal Portfolio Choice
 

 
4Biography
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Summary
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Paper 
4Presentation

 

Maarten van Ravenswaaij , SNS Reaal



 

Pensions, Bonds & Inflation


 

 
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