Program Netspar Pension Day

March 9, 2006

10.00 - 10.30 Coffee

Parallel session: Room EZ-3


10.30 - 11.30 Kees Koedijk, Erasmus University and Netspar
Sustainable development: a new role for institutional investors
  • Presentation

  • 11.30 - 12.30 Harry Huizinga, Tilburg University and Netspar
    Domestic and international finance: how do they affect consumption smoothing?
  • Paper
  • Presentation
    Discussant: Peter Broer, CPB and Netspar
  • Presentation

    Parallel session: Room EZ-6

  • 10.30 - 11.30 Peter Schotman, University of Maastricht and Netspar
    Long memory and the term structure of risk
  • Paper
  • Presentation
    Discussant: Ralph Koijen, Tilburg University

  • 11.30 - 12.30 Frank de Jong, Tilburg University and Netspar
    Research overview 2005/2006
  • Presentation

    Parallel session: Room EZ-7

  • 10.30 - 11.30 Enrico Perotti, University of Amsterdam and Netspar
    Political origins of pension funding
  • Abstract
  • Presentation
    Discussant: Sylvester Eijffinger, Tilburg University and Netspar

  • 11.30 - 12.30 Lex Meijdam / Harrie Verbon, Tilburg University and Netspar
    Beggar thy thrifty neighbour: the international spillover effects of pensions and ageing
  • Paper
  • Link to Discussion Paper
  • Presentation
    Discussant: Lans Bovenberg, Tilburg University and Netspar
  • Presentation

  • 12.30 - 13.30 Lunch

    Parallel session: Room EZ-3


    13.30 - 14.30 Eduard Ponds, ABP and Netspar
    Generational accounting applied to pension funds
  • Presentation
    Discussant: Coen Teulings, University of Amsterdam and Netspar

  • 14.30 - 15.00 Stefan Hochguertel, Free University and Netspar
    Self-employment and retirement
  • Presentation

    Parallel session: Room EZ-6

  • 13.30 - 14.30 Joost Driessen, University of Amsterdam and Netspar
    Explaining the level of credit spreads: option-implied jump risk premia in a firm value model
  • Paper
  • Presentation
    Discussant: Bertrand Melenberg, Tilburg University and Netspar
  • Presentation

  • 14.30 - 15.00 Theo Nijman, Tilburg University and Netspar
    Finance pillar review & plans
  • Presentation

    Parallel session: Room EZ-7

  • 13.30 - 14.30 Hans Bloemen, Free University and Netspar
    The impact of wealth on job exit rates of elderly workers in the Netherlands
  • Paper
  • Presentation
    Discussant: Arthur van Soest, Tilburg University and Netspar
  • Presentation
  • Presentation Matthijs Kalmijn
  • 14.30 - 15.00 Jan Rouwendal, Free University
    Financial risks of elderly owner-occupiers
  • Presentation
  • 15.00 - 15.30 Break

    Parallel session: Room EZ-3

    15.30 - 16.30 Bas Jacobs, Tilburg University and Netspar
    Title to be announced
    Discussant: To be announced

    16.30 - 17.00 Lans Bovenberg, Tilburg University and Netspar
    Macro pillar review & plans
  • Presentation

    Parallel session: Room EZ-6

  • 15.30 - 16.00 Ronald Mahieu, Erasmus University
    An analysis of the adequacy of pension fund investment portfolios
  • Presentation
  • 16.00 - 17.00 Bertrand Melenberg, Tilburg University and Netspar
    Ambiguity, no arbitrage, coherence and artificial financial markets
  • Paper (very preliminary)
  • Presentation
    Discussant: Ronald Mahieu, Erasmus University

    Parallel session: Room EZ-7

  • 15.30 - 16.30 Christiaan Monden, Tilburg University and Netspar
    Health and inequality from a household and life course perspective
  • Presentation
    Discussant: Katie Carman, Tilburg University and Netspar
  • Presentation

  • 16.30 - 17.00 Arie Kapteyn, Tilburg University and Netspar
    Micro pillar review & plans
  • Presentation

  • 17.00 - Drinks & diner buffet

    This Pension Day will take place at the Tias building at Tilburg University.
    For a route description to Tilburg University and/or to look for the exact location of the E-building where the Pension Day will take place, please look here.