"Investing for Retirement Provision"
Villa Kennedy, Frankfurt, Germany
Papers
Key note address: “ Long term investing'
Luis Viceira (Harvard University)
On the Asset Allocation of a Default Pension Fund
Magnus Dahlquist* (Stockholm School of Economics)
Behaviorial aspects of long term investment decisions
David Laibson (Harvard University)
Tutorial: Annuities and investing when decumulating pension capital
Theo Nijman (Tilburg University and Netspar)
Term structure of returns across asset classes
Ralph Koijen (London Business School)
Portfolio Insurance with Adaptive Protection (PIWAP)
Raul Leote de Carvalho (BNP Paribas Investment Partners)
Decomposing funding ratio risk: providing pension funds with key insights into their liabilities hedge mismatch and other factor exposures
Erik Kroon (BNP Paribas Investment Partners)
Intergenerational risk sharing under loss averse preferences
Mark-Jan Boes (ABN AMRO pension fund & Vrije Universiteit Amsterdam)
Bonds are better: asset allocation in target dated funds
David Jessop (UBS)