Professor Gunter FRANKE
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.
Please click HERE to download the preliminary programme.
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 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. * Citadines Apart'hotel * Hotel Ibis (Ste Catherine) 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 :
ADMINISTRATION Ms. Graziella Michelante - EIASM Conference ManagerEIASM - RUE FOSSÉ AUX LOUPS - 38 - BOX 3 - 1000 BRUSSELS - BELGIUM Tel: +32 2 226 66 62 - Fax: Email: michelante@eiasm.be
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