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ICA LIVE: Workshop "Diversity of Thought #14

Italian National Actuarial Congress 2023 - Plenary Session with Frank Schiller

Italian National Actuarial Congress 2023 - Parallel Session on "Science in the Knowledge"

Italian National Actuarial Congress 2023 - Parallel Session with Lutz Wilhelmy, Daniela Martini and International Panelists

Italian National Actuarial Congress 2023 - Parallel Session with Kartina Thompson, Paola Scarabotto and International Panelists

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Categories BANKING / FINANCE Dynamic Fixed Income Bond Ladders with Multiple Optimal Decision Making Under Uncertainty

Dynamic Fixed Income Bond Ladders with Multiple Optimal Decision Making Under Uncertainty

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uploaded January 9, 2026

Explore how dynamic bond ladder strategies can outperform traditional fixed-income approaches in uncertain interest rate environments. This session introduces a framework for multiple optimal decision-making under uncertainty, leveraging yield curve modeling, Monte Carlo simulations, and optimal stopping rules. Learn how adaptive strategies enhance portfolio stability, reduce risk, and improve capital efficiency compared to classical bond ladders.

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Categories: BANKING / FINANCE

Additional files

» 12 Nov 15.20-16.00 Dr Mantana Chudtong.pdf

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