Description: The paper will focus on two broad areas, integration of insurance products with investment products to mitigate the risk of outliving one’s assets in post-retirement financial planning. Modeling and pricing for the longevity risk in the secondary market in insurance.

Description: Investment Fallacies: Simulation of Long-Term Stock Returns: Fat-Tails and Mean Reversion

Description: The Investment Section is hosting a member’s only contest on asset allocation. The results will be reported each week.

Description: This session will serve as a guide on how to implement a factor-based optimization in the Strategic Asset Allocation process. The session will review a factor-based investing approach and cover the top-down macroeconomic drivers of risk and return for various asset classes. We will then illustrate implementation of this investing approach and determination of an optimal Strategic Asset Allocation through a pension fund case study. There will be an interactive element to the session as the factor sensitivities of various portfolios can be examined in real-time.

Description: The article discusses the characteristics of the high-yielding bank loan asset class.

Description: Measuring Fair Value for Participation Units of Stable Value Pooled Funds

Description: Municipal Reinvestment Contracts by Victor Modugno from Risks and Rewards Newsletter, September 2000, Issue No. 35.

Description: This is a book review of Uncertain Times: A Chief Investment Officer's Journey, by Alton R. Cogert.

Description: Discussion of FinTech including PIMCO research on 401(k) use of managed accounts and observations about cybersecurity, genetic data, and retirement spend down.

Description: A paper on investment results of life insurance companies investing in high-yield, lower quality bonds, September, 1999.