RFE: Conference Listings
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- Louis Bachelier Institute (ILB); Europlace Institute of Finance (EIF); Risk Foundation
|Dates:||March 10-11, 2011|
|Description:||4th Financial Risks International Forum on åÒLong Term RisksåÓ|
|Subject:||Topics: - Persistence in Linear and Nonlinear Dynamic Models: Low Frequency Analysis, Long Run Risk (LRR) Asset Pricing Model, Persistence of Extreme Events, Long Term Volatility; - Long Term Interest Rates: Actualization for Long Term Investment Projects, Social Efficient Discount Rate, Term Structure of Preferences; - Long Term Risk Management: Macroeconomic Risks, Energy Ressources, Implications for Asset Allocation and Regulation of Sovereign Funds, Long Term VaR, Long Term Risk Transfer; - Systemic Risk: Asymptotic Contagion Effect, Dynamic of Long Run Equilibrium, Recurrent Regime Shifts; - Demography and Generation Effects: Ageing, Longevity Risk, Mortality Linked Securities, Design and Financing of Pension Funds, Dependence Insurance, Long Term Care; - Climate Change: Global Warming, Managing the Increased Frequency of Cat Events. [gemÌ_ÌÙ den Informationen des Anbieters - according to site editor's information]|