Strategic Asset Allocation with Rare Disasters
Description of the granted funding
- Model verification: Verify suitable model for rare disasters;
- Parameter calibration: Calibrate model parameters to historical data;
- Parameter update: Develop a Bayesian-based parameter update method.
Show moreStarting year
2024
End year
2029
Granted funding
Zitan Guo
14 500 €
Funder
The Foundation for the Advancement of Finnish Securities Markets
Funding instrument
Research grant
Call
Other information
Funding decision number
Suomen Arvopaperimarkkinoiden Edistämissäätiö_20240010
Fields of science
Economics
Identified topics
climate change, resilience, adaptation