ICPM Discussion Forum – Fall 2011 Washington DCOctober 17 - 18 - 19, 2011
Co-Hosts: ICPM and World Bank Treasury
Key Insights and Possible Action Items:
To download a PDF of the Key Insights from this Discussion Forum click here.
Case Study 5: Dynamic Asset Allocation
This case was written by Jack Gray, Adjunct Professor, Paul Woolley Centre for Capital Market Dysfunctionality (Australia) and a member of the ICPM Research Committee; and, by Stefan Lundbergh, Head of the Innovation Centre at Algemene Pensioen Groep (Netherlands) and Chair of the ICPM Research Committee. Funding was provided by the Rotman International Centre for Pension Management, University of Toronto, Canada. This is a composite fictional Case Study based on historical facts.
Presentation Materials By Session:
Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach
Part I: Panelist Discussion – Dynamic Asset Allocation in Practice - Presentation for Download