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Call for paper -4th International EIF Forum
Deadline for submission :28 nov 2010
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The Financial Risks International Forum on “Long Term Risks” is an International Research Forum for
academics and professionals organised by the Louis Bachelier Institute, the Europlace Institute of Finance and
the Risk Foundation.
We invite academics, professionals and regulators to submit papers for this meeting which takes place in Paris on March 10 & 11, 2011.
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Objectives :
The forum pursues three objectives:
-to identify the main streams of research that will structure the Finance and Insurance’s evolutions in the future;
-to organize presentations and debates on these new trends;
-to assess the market and regulatory impacts of these evolutions.
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Topics :
-Persistence in Linear and Nonlinear Dynamic Models: Low Frequency Analysis, Long Run Risk (LRR) Asset Pricing Model, Persistence of Extreme Events, Long Term Volatility;
-Long Term Interest Rates: Actualization for Long Term Investment Projects, Social Efficient Discount Rate, Term Structure of Preferences;
-Long Term Risk Management: Macroeconomic Risks, Energy Ressources, Implications for Asset Allocation and Regulation of Sovereign Funds, Long Term VaR, Long Term Risk Transfer;
-Systemic Risk: Asymptotic Contagion Effect, Dynamic of Long Run Equilibrium, Recurrent Regime Shifts;
-Demography and Generation Effects: Ageing, Longevity Risk, Mortality Linked Securities, Design and Financing of Pension Funds, Dependence Insurance, Long Term Care;
-Climate Change: Global Warming, Managing the Increased Frequency of Cat Events.
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Paper submission + deadline :
An extended summary (two pages), or preferably a complete paper in PDF format must be submitted electronically by November 28, 2010 using the submission form: http://www.institutlouisbachelier.org/risk11/submit_work.phtml
The results of the selection procedure will be set by mid-January 2011.
For any inquiry: risk@institutlouisbachelier.org |
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Expenses
Louis Bachelier Institute may cover travel and accommodation expenses for the authors of selected papers
(upon request and only for speakers)
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More information
http://www.institutlouisbachelier.org/risk11
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