June 15th, 2015
Click here to read the full 2014 Academic Competition problem.
The following four papers were submitted by the winning teams of the Fourth Annual Academic Affiliate Membership Student Competition:
Hedging and Funding Improvement: A Practical Strategy for Pension Funds,
Team The Bulls from Baruch College, Masters in Financial Engineering program
Liability Driven Investment: A Dynamic Hedging Strategy Against Multiple Risk Exposures of Pension Funds,
Team Greeks and Geeks from Cornell University, Financial Engineering Manhattan
A dynamic sponsor-aware LDI framework for de-risking corporate pension funds,
Team Quantient Beings from the UC Berkeley, Haas School, Masters in Financial Engineering program
Assisted Defined-Benefit Pension Funds: An Application of Longevity Bond and Path Strategy in Asset,
Team Greeks from the University of Illinois, Master of Science in Financial Engineering program
Thank you to all participants of the 2014 Academic Competition!