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Home » Events » Autumn Seminar 2006, Athens, Greece

Autumn Seminar 2006, Athens, Greece

15 October 2006 - 17 October 2006

"Pensions, Bonds & Inflation"

Grande Bretagne Hotel, Athens, Greece

 

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Papers


Key Note Address & Positioning of the Other Presentations

Greg Duffee, (Haas School of Business)

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Var Models for Generating Scenarios in AlM: Do’s and Don’t’s

Hens Steehouwer (Ortec)

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Inflation Risk & International Asset Returns

Gerard Moerman (Aegon Asset Management and RSM Erasmus University) and Mathijs Van Dijk* (RSM Erasmus University)

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Pension Fund Investment & the Valuation of liabilities Under Conditional Indexation

Frank De Jong (University of Tilburg)

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Dynamic Asset Allocation with Annuity Risk

Theo Nijman*, Bas Werker and Ralph Koijen (University of Tilburg)

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Valuation, Liquidity & Risk in Government Bond Markets

Carlo Favero (Universita Bocconi, IGIER and CEPR), Marco Pagano (Universita di Napoli Fedrico II, CSEF & CEPR) and Ernst-Ludwig Von Thadden* (Universität Mannheim & CEPR)

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Correlation Risk

Andrea Buraschi, Imperial College

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

Arik Ben Dor (Lehman Brothers), Lev Dynkin (Lehman Brothers), Jay Hyman (Lehman Brothers), Patrick Houweling (Robeco Asset Management), Erik van Leeuwen (Robeco Asset Management) and Olaf Penninga (Robeco Asset Management)

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  • About
    • About Inquire Europe
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    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
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    • Projects under development
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