Finance and Investment Conference 2001

Risk, Reward & Regulation - St Pierre Park Hotel, Guernsey, 24-26 June 2001


Photographs, and a report of the conference

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Pension funds and the UK economy [pdf]
Jon Exley, Applications of Financial Theory Working Party

The practicalities of budgeting, managing and monitoring active risk for pension funds [pdf]
Mike Brooks, Portfolio Risk Working Party
Slides (61 kb)

Options in real estate contracts [pdf]
Philip Booth, Property Sub-Committee Working Party

Making hedge funds work for institutions [pdf]
Hugh Cutler, Applications of Institutional Investments Working Party

The sterling corporate bond market and its future development [pdf]
Shyam Mehta, Applications of Bond Portfolio Management Working Party

A stochastic asset model & calibration for long-term financial planning purposes [pdf]
John Hibbert

Paper 1: Consistent assumptions for multinational asset models [pdf]
Andrew Smith, Applications of Stochastic Investment Models Working Party
Slides (107 kb)

Paper 2: Investigating some measures of market efficiency [pdf]
Andrew Smith
Slides (127 kb)

An autoregressive yield curve model - with no free lunch [pdf]
Andrew Smith, Applications of Stochastic Investment Models Working Party

 
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