Handbook of Asset and Liability Management, Vol. 2, No. suppl (C) • 2007
ISSN: 1872-0978
doi: 10.1016/S1872-0978(06)02025-4
Contents of the Handbook
Volume 1
Theory and Methodology
Chapter 1Enterprise-Wide Asset and Liability Management: Issues, Institutions, and ModelsDan Rosen and Stavros A. Zenios
Chapter 2Term and Volatility StructuresRoger J.-B. Wets and Stephen W. Bianchi
Chapter 3Protecting Investors against Changes in Interest RatesOlivier de La Grandville
Chapter 4Risk-Return AnalysisHarry M. Markowitz and Erik van Dijk
Chapter 5Dynamic Asset Allocation Strategies Using a Stochastic Dynamic Programming ApproachGerd Infanger
Chapter 6Stochastic Programming Models for Asset Liability ManagementRoy Kouwenberg and Stavros A. Zenios
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