Document library
-
- Author:
- Tim Giles
- Source:
- Finance and Investment Conference 2004
Models of asset pricing - the implications for asset allocation
CHARLES RIVER ASSOCIATES Models of Asset Pricing The implications for asset allocation 2004 Finance & Investment Conference 28 June 2004 Tim Giles Vice President CRA London © CRA 2004 1 Agenda New orthodoxy in asset pricing Benchmarking and the ... read more >>
-
- Author:
- Peter Nowell, Alan Pendleton, Hemel Popat
- Source:
- Finance and Investment Conference 2004
Institutional demand for investment classes - is there a supply problem?
© Hemal Popat, Peter Nowell, Alan Pendleton June 2004 Institutional Demand For Investment Classes – Is There A Supply Problem? Report of FIB Working Party 4 Demand for Investment Classes Presented to the Joint Faculty and ... read more >>
-
- Author:
- Philip Garcia
- Source:
- Finance and Investment Conference 2004
Demand for DC products (slides)
2004 Finance & Investment Conference 27-29 June, Royal Windsor Hotel, Brussels Demand for DC Products Philip Garcia - 1 - Agenda ? Background ? DC contribution levels ? Investment fund options ? Annuity options ? Member communications and ... read more >>
-
- Author:
- Jon Exley, Shyam Mehta, Andrew Smith
- Source:
- Finance and Investment Conference 2004
Mean reversion
1 MEAN REVERSION Jon Exley Shyam Mehta Andrew Smith Presented to: Faculty & Institute of Actuaries Finance and Investment Conference Brussels, June 2004 DRAFT 21st June 2004 ABSTRACT Mean reversion exists in many different ... read more >>
-
- Author:
- Guy Morrell, Simon Jones, Gerald Blundell, Andrew Walker, Chris Waites, Martin Cumberworth, George Matysiak, Natalie Winter
- Source:
- Finance and Investment Conference 2004
Investing to manage liability-related risk. An exploration of commercial property's liability matching qualities
Abstract Financial markets have experienced dramatic changes in recent years. Sustained falls in (and the extreme volatility of) global equity markets have called into question the appropriateness of high equity exposure for pension funds and insurance ... read more >>
-
- Author:
- Rachid Bouchaib
- Source:
- Finance and Investment Conference 2004
Dynamic asset allocation to hedge cash guarantees using revised option based portfolio insurance
10:36 15/06/2004 1 2004 Finance & Investment Conference 27-29 June, Royal Windsor Hotel, Brussels Dynamic Asset Allocation to Hedge Cash Guarantees using Revised Option Based Portfolio Insurance By Rachid Bouchaib ... read more >>
-
- Author:
- Hemal Popat
- Source:
- Finance and Investment Conference 2004
Institutional demand for investment classes - is there a supply problem? (slides)
2004 Finance & Investment Conference 27-29 June, Royal Windsor Hotel, Brussels Institutional Demand for Investment Classes – Is There a Supply Problem? Hemal Popat Overview Market Dimensions and the Supply of New Investments Non-traditional ... read more >>
-
- Author:
- Philip Garia, Stephen Bridges, David Hargreaves, Hui In Ng, Hemel Popat, Valerie Slattery
- Source:
- Finance and Investment Conference 2004
Demand for DC products
Final Paper (31 May 2004) Finance and Investment Board Working Party Demand for DC Products Philip Garcia Stephen Bridges David Hargreaves Hui In Ng Hemal Popat Valerie Slattery Final ... read more >>
-
- Author:
- Ian Sykes
- Source:
- Finance and Investment Conference 2004
Applications of behavioural finance
Finance, Investment & Risk Management Conference 2007, Dublin Regulations and investor behaviour – Ian Sykes Scope This session is about how regulation affects the investment behaviour of Irish occupational pension schemes. This is a very ... read more >>
-
- Author:
- Zvi Bodie
- Source:
- Pensions, finance and economics seminar, 11 June 2004
Pensions: A corporate finance perspective (slides)
Pensions: A Corporate Finance Perspective Presentation by Zvi Bodie at the Seminar on Pension Finance and Economics June 11, 2004, Staple Inn, London The primary function of pension plans is to provide retirement income insurance to employees. ... read more >>
-
- Author:
- David McCarthy
- Source:
- Pensions, finance and economics seminar, 11 June 2004
The economics and finance of pensions scheme design (handouts)
1 © Imperial College LondonPage 1 The Economics and Finance of Pension Scheme Design David McCarthy Page 2 Introduction • Occupational pensions are part of employment contracts – They compensate workers for effort… – ... and fulfil firm objectives ... read more >>
-
- Author:
- Zvi Bodie
- Source:
- Pensions, finance and economics seminar, 11 June 2004
Pensions: A corporate finance perspective (handouts)
1 Pensions: A Corporate Finance Perspective Presentation by Zvi Bodie at the Seminar on Pension Finance and Economics June 11, 2004, Staple Inn, London The primary function of pension plans is to provide retirement income insurance to employees. ... read more >>
-
- Author:
- Moshe A Milevsky
- Source:
- Pensions, finance and economics seminar, 11 June 2004
Pensions and financial engineering (handouts)
Moshe A. Milevsky Staple Inn: 11 June 2004 1 Copyright © 2004 by M.A. Milevsky Pensions and Financial Engineering Moshe A. Milevsky, Ph.D. Associate Professor of Finance, York University Schulich School of Business, Toronto, Canada Executive Director, ... read more >>
-
- Author:
- David McCarthy
- Source:
- Pensions, finance and economics seminar, 11 June 2004
The economics and finance of pension scheme design (slides)
© Imperial College LondonPage 1 The Economics and Finance of Pension Scheme Design David McCarthy Page 2 Introduction • Occupational pensions are part of employment contracts – They compensate workers for effort… – ... and fulfil firm objectives • ... read more >>
-
- Author:
- Mike Orszag
- Source:
- Pensions, finance and economics seminar, 11 June 2004
Pensions and corporate finance: an empirical perspective (handouts)
1 Pensions and Corporate Finance: An Empirical Perspective Presentation by Mike Orszag at the Seminar on Pension Finance and Economics June 11, 2004, Staple Inn, London Corporate pension finance ? Proposition 1 (Slide 3 of Bodie): Pensions are an ... read more >>
-
- Author:
- Tony Leandro
- Source:
- Pensions Convention 2004
Current issues in mortality (handout)
1 abcd Pensions Convention 2004 CURRENT ISSUES IN MORTALITY London – 8 June 2004 Tony Leandro Key > 4.2% 4.2% 3.6% 3.0% 2.4% 1.8% 1.2% 0.6% 0% -0.6% -1.2% <-1.2% 20 30 40 95 50 60 70 80 90 Age 194 8 196 0 197 0 198 0 199 0 199 9 GAD Contour ... read more >>
-
- Author:
- Huw Williams
- Source:
- Pensions Convention 2004
Liability driven investment and the role of swaps (handout)
1 Liability Driven Investment and the role of Swaps 2004 Pensions Convention Huw Williams The Royal Bank of Scotland 8th June 2004 Liability Driven Investment and the role of Swaps ? Section One – Factors Influencing Asset Allocation ? Background ? ... read more >>
-
- Author:
- Roger Key
- Source:
- Pensions Convention 2004
Cash equivalent transfers. The story continues (handout)
1 The 2004 Pensions Convention 7-8 June 2004, Sheraton Skyline Hotel, Heathrow Cash Equivalent Transfer Values The story continues Roger Key Cash Equivalent Transfer Values ? Where are we now? ? Where should we be going? 2 Where are we now? ? GN11 ? ... read more >>
-
- Author:
- Matt Gibson
- Source:
- Pensions Convention 2004
Setting briefs for investment managers (Handout)
1 [DocID]Hewitt Bacon & Woodrow To protect the confidential and proprietary information included in this material, it may not be disclosed or provided to any third parties without the approval of your organisation and Hewitt Bacon & Woodrow ... read more >>
-
- Author:
- Mark Grant
- Source:
- Pensions Convention 2004
Discrimination - where are we now? (Handout)
Discrimination – Where Are We Now? Mark Grant CMS Cameron McKenna Ways to discriminate - old and new ? Sex discrimination: – unequal pension ages – actuarial factors – equal access – LEL off-sets 20314374 - p2 – GMP equalisation – same sex ... read more >>