A dynamic stochastic pension fund model [electronic resource] : part 2 of 2 / William Ziemba.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2013Description: 1 online resource (1 streaming video file (55 min.) : color, sound)Other title: Dynamic stochastic pension fund model, part 2Subject(s): Investment analysis | Investments -- Mathematics | Mathematical optimization | Old age pensions | Risk management | Stochastic programmingOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Portfolio theory and practice -- Effect of paramater errors -- Convex risk measures -- Scenario optimization -- Asset liability management -- Pension funds -- Retirement -- Siemens Austria pension fund.
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Mode of access: World Wide Web.