Announcement: Talk with Phelim Boyle, University of Waterloo
Date: 14.01.2002
Time: 04:00 pm
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010 Wien, Mezzanin
Title of the talk: Asset Allocation
Abstract: The asset allocation decision is an important one for the
investment
managers of pension plans, mutual funds and other financial
institutions. The optimal decision will depend on the nature of the
assets and liabilities as well as the investment objectives. In recent
years this important decision has become increasingly passed down to the
individual investor. We will examine some traditional and modern tools
for solving this problem. In particular we will discuss a promising new
approach that can provide numerical solutions under increasingly
realistic assumptions. We will try to give the intuition but some math
is alas inevitable.
registration: until 10.01.2002 under sonja.zeiner(a)gutmann.at or phone: 502
20-357