TY  - ADVS
AU  - Kreuser,Jérôme L.
TI  - Stochastic optimization and dynamics: what they are and why they are important for risk management in sovereign institutions, Part 2 
T2  - Risk management for sovereign institutions : innovations in strategic risk management for volatile times,
PY  - 2012///
CY  - London
PB  - Henry Stewart Talks
KW  - Dynamic programming.
KW  - Financial risk management.
KW  - Mathematical optimization
KW  - Sovereign wealth funds
KW  - Stochastic programming.
N1  - 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; Access restricted to subscribers
UR  - https://hstalks.com/bm/2258/
UR  - https://hstalks.com/bm/p/670/
ER  -