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@gutmann.at or phone: 502 20-357