4th Financial Risks International Forum on “Long Term Risks”
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. [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.
|Event dates:||2011-03-10 – 2011-03-11|
|Deadline Call for Papers:||2010-11-28|
|Organizers:||Louis Bachelier Institute (ILB) Europlace Institute of Finance (EIF) Risk Foundation|
|Classification:||D8 - Information and Uncertainty ; G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; M1 - Business Administration|
|Event type:||Konferenzen, Tagungen; Conferences|