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WORKSHOP ON DYNAMIC STRATEGIES IN ASSET ALLOCATION AND RISK MANAGEMENT


EIASM, BRUSSELS, SEPTEMBER 26-27, 2003
CHAIRPERSONS

Professor Gunter FRANKE
University of Konstanz
Konstanz - Germany

Professor Richard STAPLETON
University of Strathclyde
Strathclyde - U.K.

BACKGROUND

Recently, dynamic strategies and asset allocation have attracted much attention. Most models analyze the allocation strategy of investors with constant relative risk aversion assuming perfect capital markets. Little work has been done on dynamic risk management strategies. Also there is a need for measuring the performance of dynamic strategies. Therefore, we invite academics and practitioners working in these fields to attend the workshop.

Target audience :

Academics and practitioners from finance and monetary economics.

PROGRAMME

Please click HERE to download the preliminary programme.

PRACTICALITIES
LOCATION :

The workshop will take place in the new premises of EIASM (Place De Brouckère-plein 31, 1000 Brussels). These are located in the second floor of the Hotel Métropole .

The Hotel Métropole is marvelously well located right in the historical centre of Brussels, just a few steps away from the “Grand-Place”, the “Bourse” and the “Theatre de la Monnaie” and close to the central and north railway stations, that each have direct connections to Brussels International airport.

For joining instructions, please have a look on :

http://www.eiasm.be/contactus/howtoreach/index.html

or on :

http://www.eiasm.be/contactus/roadmap/index.html

ACCOMMODATION :

In case you need a hotel reservation, here are 3 hotels suggested. At the exception of the Métropole Hotel, you are requested to contact the hotel directly to make your booking.

* Hotel Métropole
Place de Brouckère 31 - 1000 Brussels
Special rate : 150 EUR for a single room - 200 EUR for a double room
Please contact us to make the booking. (michelante@eiasm.be)
Arrival date & time - Departure date - credit card details (number + expiration date) are needed to ensure your booking.

* Citadines Apart'hotel
51 quai au Bois à Brûler - 1000 Brussels
Tel 32 2 221 14 11 - Fax 32 2 2211599 - stecatherine@citadines.com
http://www.citadines.com
Special rates for a studio (for 1-2 pers) : 87 EUR breakfast excluded.
Please mention "EIASM " when making your reservation.

* Hotel Ibis (Ste Catherine)
Rue Joseph Plateau 2 - 1000 Brussels
Tel 32 2 5137620 - Fax 32 2 5142214 - www.ibishotel.com
http://www.ibishotel.com

RESOTEL can also help you to find a room at a competitive price : info@resotel.be
Here is the search system of the company RESOTEL : http://www.belgium-hospitality.com/

 Fees will be posted shortly

Cancellations made before September 10, 2003 will be reimbursed minus 20% of the total fee. No reimbursement will be possible after that date.

Payments should be made by :

  • The following credit cards: Visa or Eurocard/Mastercard/Access
DOWNLOAD ACCEPTED PAPERS

ADMINISTRATION

Ms. Graziella Michelante - EIASM Conference Manager
EIASM - PASSAGE DU NORD - 19 - 1000 BRUSSELS - BELGIUM
Tel: +32 2 226 66 62 - Fax: +32 2 512 19 29
Email: michelante@eiasm.be