Open Forum: Asset Allocation in the Presence of Stress Events
15 May 2012
17:00 to 19:00
Why attend?
This lecture will present a novel approach to Asset Allocation under stressed market conditions. The technique blends statistical information about normal market behaviour with expert knowledge about stress events. The subjective part is modelled by means of Bayesian Nets technology. Thanks to its intuitional appeal, the approach lends itself to analysis and scrutiny by non-specialists, trustees and other senior investment officers.
Who should attend?
This open forum will be of interest to all finance and investment actuaries.
Registration: 17:00-17:30
Programme: 17:30-19:00
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