Theory and Methodology - Handbook of Asset and Liability Management
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Published By Elsevier

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Preface

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01011-8 ◽

2006 ◽

pp. ix-xi ◽

Cited By ~ 4

Author(s):

Stavros A. Zenios ◽

William T. Ziemba

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Chapter 9 The Kelly Criterion in Blackjack Sports Betting, and the Stock Market

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01009-x ◽

2006 ◽

pp. 385-428 ◽

Cited By ~ 35

Author(s):

Edward O. Thorp

Keyword(s):

Stock Market ◽

Sports Betting ◽

Kelly Criterion

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Chapter 8 Perturbation Methods for Dynamic Portfolio Allocation Problems

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01008-8 ◽

2006 ◽

pp. 337-384

Author(s):

George Chacko ◽

Karl Neumar

Keyword(s):

Perturbation Methods ◽

Portfolio Allocation ◽

Allocation Problems ◽

Dynamic Portfolio

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Chapter 2 Term and Volatility Structures

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01002-7 ◽

2006 ◽

pp. 25-68 ◽

Cited By ~ 5

Author(s):

Roger J.-B. Wets ◽

Stephen W. Bianchi

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Subject Index

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01013-1 ◽

2006 ◽

pp. 483-487

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Chapter 7 Bond Portfolio Management via Stochastic Programming

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01007-6 ◽

2006 ◽

pp. 305-336 ◽

Cited By ~ 1

Author(s):

M. Bertocchi ◽

V. Moriggia ◽

J. Dupačová

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Chapter 10 Capital Growth: Theory and Practice

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01010-6 ◽

2006 ◽

pp. 429-473 ◽

Cited By ~ 6

Author(s):

Leonard C. MacLean ◽

William T. Ziemba

Keyword(s):

Theory And Practice ◽

Growth Theory ◽

Capital Growth

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Chapter 6 Stochastic Programming Models for Asset Liability Management

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01006-4 ◽

2006 ◽

pp. 253-303 ◽

Cited By ~ 16

Author(s):

Roy Kouwenberg ◽

Stavros A. Zenios

Keyword(s):

Stochastic Programming ◽

Programming Models ◽

Asset Liability Management ◽

Liability Management

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Chapter 4 Risk-Return Analysis

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01004-0 ◽

2006 ◽

pp. 139-197 ◽

Cited By ~ 4

Author(s):

Harry M. Markowitz ◽

Erik van Dijk

Keyword(s):

Risk Return

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Chapter 3 Protecting Investors Against Changes in Interest Rates

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01003-9 ◽

2006 ◽

pp. 69-138 ◽

Cited By ~ 2

Author(s):

Olivier de La Grandville

Keyword(s):

Interest Rates

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Theory and Methodology - Handbook of Asset and Liability ManagementLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Preface

Chapter 9 The Kelly Criterion in Blackjack Sports Betting, and the Stock Market

Chapter 8 Perturbation Methods for Dynamic Portfolio Allocation Problems

Chapter 2 Term and Volatility Structures

Subject Index

Chapter 7 Bond Portfolio Management via Stochastic Programming

Chapter 10 Capital Growth: Theory and Practice

Chapter 6 Stochastic Programming Models for Asset Liability Management

Chapter 4 Risk-Return Analysis

Chapter 3 Protecting Investors Against Changes in Interest Rates

Theory and Methodology - Handbook of Asset and Liability Management
Latest Publications