SymposiumFriday January 18, 2008
Long-term investing is critically important for individuals, pension funds, insurance companies and other institutional investors who save money for the long run. Recent developments in the pension landscape make asset-liability management analysis extremely important. Liability-driven investments and strategic asset allocation for pension funds are widely discussed. There is also a lot of focus on individual choice and life-cycle approaches in collective defined benefit and defined contribution schemes.
In light of these recent developments this symposium will give you an update of the latest discussions in this area from both an academic as well as a practitioners perspective. We have invited three speakers who give their views and thoughts about future developments on these important aspects of retirement savings.
Netspar is hosting this event jointly with the Limburg Institute of Financial Economics. The symposium is related to the public PhD dissertation of Roy Hoevenaars in the morning, entitled Strategic Asset Allocation and Asset Liability Management.
PhD defense
Location:
Auditorium of Maastricht University
Minderbroedersberg 4-6
Maastricht
10.00
Strategic Asset Allocation and Asset Liability Management, Roy Hoevenaars
Symposium
Location:
Maastricht University
Karl Dittrich Zaal
Bonnefantenstraat 2
Maastricht
| 12.30 - 13.30 | Welcome and informal lunch |
| 13.30 - 13.40 | Opening by symposium chairman Jan van de Poel, Maastricht University |
| 13.40 - 14.20 | Guus Boender, ORTEC and VU Amsterdam Optimal Long and Short Term Equity, Interest Rate and Inflation Exposures |
| 14.20 - 15.00 | Roderick Munsters, ABP |
| 15.00 - 15.20 | Break |
| 15.20 - 16.00 | Luis Viceira, Harvard Business School Life-Cycle Funds |
| 16.00 - | Drinks |
Admission is free. You can register for this event by sending by sending an email to life@finance.unimaas.nl.