Meso 2005 - 2006

Senior researchers and research descriptions

	Joost Driessen Pension Investments in Corporate Bonds
	Feike Drost Portfolio Insurance and Crash Risk
	Piet Eichholtz Effects of the Aging Population on Real Estate Markets
	Marc Goovaerts Determination of Financial Insurance Streams based on Comonotonic Risks
	Jenke ter Horst Performance Evaluation of Hedge Funds
	Frank de Jong Valuation of Intergenerational Pension Deals
	Rob Kaas Determination of Financial Insurance Streams based on Comonotonic Risks
	André Lucas Preference Specification for Pension Funds
	Bertrand Melenberg Portfolio Choice and Equilibrium Pricing under Loss Aversion
	Theo Nijman Advantages and Disadvantages of Participation in Collective Pension Schemes
	Frans de Roon Portfolio Choice and Asset Pricing including Economic Risk Factors
	Peter Schotman Long Term Investing with Persistent Risk Factors
	Hans Schumacher Valuation at Market Value
	Marno Verbeek Performance Persistence and Money Flows
	Peter Vlaar Further Development of Palmnet Interest Rate Modelling for Pension Fund Asset and Liability Management Optimal Investment Policy for Pension Funds and the Impact of Regulation
	Anja De Waegenaere Measurement and Management of Longevity Risk
	Bas Werker Hedging Inflation Risk