Stochastic optimization and dynamics [electronic resource] : what they are and why they are important for risk management in sovereign institutions, Part 2 / Jérôme L. Kreuser.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2012Description: 1 online resource (1 streaming video file (61 min.) : color, sound)Other title: Stochastic optimization and dynamics, Part 2Subject(s): Dynamic programming | Financial risk management | Mathematical optimization | Sovereign wealth funds | Stochastic programmingOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: A framework for sovereigns -- Why DSP is important to sovereign institutions -- Improving risk management for sovereigns -- Crises, DSP, and sovereign institutions -- Impact of crisis on sovereigns -- Anticipating the next crisis -- Mapping a migration path from mean-variance to dynamic stochastic programming -- Main points to consider for DSP -- An example with a sovereign wealth fund implementing momentum and mean-reversion.
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Mode of access: World Wide Web.