Asset and Liability Management Handbook
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19

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Published By Palgrave Macmillan UK

9781349325733, 9780230307230

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Long-Term Interest Rates and Consol Bond Valuation

Asset and Liability Management Handbook ◽

10.1057/9780230307230_4 ◽

2011 ◽

pp. 79-109

Author(s):

Michael Dempster ◽

Elena Medova ◽

Michael Villaverde

Keyword(s):

Interest Rates ◽

Bond Valuation

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Bank Asset-Liability and Liquidity Risk Management

Asset and Liability Management Handbook ◽

10.1057/9780230307230_2 ◽

2011 ◽

pp. 15-61

Author(s):

Moorad Choudhry

Keyword(s):

Risk Management ◽

Liquidity Risk

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Exploiting Asset-Liability Management Concepts in Private Wealth Management

Asset and Liability Management Handbook ◽

10.1057/9780230307230_18 ◽

2011 ◽

pp. 443-468 ◽

Cited By ~ 10

Author(s):

Noël Amenc ◽

Lionel Martellini ◽

Vincent Milhau ◽

Volker Ziemann

Keyword(s):

Asset Liability Management ◽

Wealth Management ◽

Liability Management ◽

Management Concepts

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A Liability-Relative Drawdown Approach to Pension Asset Liability Management

Asset and Liability Management Handbook ◽

10.1057/9780230307230_14 ◽

2011 ◽

pp. 352-382 ◽

Cited By ~ 1

Author(s):

Arjan Berkelaar ◽

Roy Kouwenberg

Keyword(s):

Asset Liability Management ◽

Liability Management ◽

Pension Asset

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Optimal Investment Strategies in Defined Contribution Pension Plans

Asset and Liability Management Handbook ◽

10.1057/9780230307230_10 ◽

2011 ◽

pp. 234-279

Author(s):

David Blake ◽

Andrew Cairns ◽

Kevin Dowd

Keyword(s):

Optimal Investment ◽

Pension Plans ◽

Investment Strategies ◽

Defined Contribution

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Backtesting Short-Term Treasury Management Strategies Based on Multi-Stage Stochastic Programming

Asset and Liability Management Handbook ◽

10.1057/9780230307230_19 ◽

2011 ◽

pp. 469-494

Author(s):

Robert Ferstl ◽

Alexander Weissensteiner

Keyword(s):

Stochastic Programming ◽

Management Strategies ◽

Short Term ◽

Multi Stage ◽

Treasury Management

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Planning for Retirement: Asset Liability Management for Individuals

Asset and Liability Management Handbook ◽

10.1057/9780230307230_16 ◽

2011 ◽

pp. 409-432 ◽

Cited By ~ 1

Author(s):

Michael Dempster ◽

Elena Medova

Keyword(s):

Asset Liability Management ◽

Liability Management

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A Robust Optimization Approach to Pension Fund Management

Asset and Liability Management Handbook ◽

10.1057/9780230307230_12 ◽

2011 ◽

pp. 308-330

Author(s):

Garud Iyengar ◽

Alfred Ka ◽

Chun Ma

Keyword(s):

Robust Optimization ◽

Pension Fund ◽

Optimization Approach ◽

Fund Management ◽

Pension Fund Management

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Asset Liability Management Modelling with Risk Control by Stochastic Dominance

Asset and Liability Management Handbook ◽

10.1057/9780230307230_5 ◽

2011 ◽

pp. 110-138

Author(s):

Xi Yang ◽

Jacek Gondzio ◽

Andreas Grothey

Keyword(s):

Stochastic Dominance ◽

Risk Control ◽

Asset Liability Management ◽

Liability Management

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Employees’ Provident Funds of Singapore, Malaysia, India and Sri Lanka: a Comparative Study

Asset and Liability Management Handbook ◽

10.1057/9780230307230_8 ◽

2011 ◽

pp. 181-207

Author(s):

Siti Sheikh Hussin ◽

Gautam Mitra ◽

Diana Roman ◽

Wan Kamaruzaman ◽

Wan Ahmad

Keyword(s):

Sri Lanka ◽

Comparative Study

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