Printed from https://ideas.repec.org/b/pal/palbok/978-0-230-30723-0.html
My bibliography
Save this book
Asset and Liability Management Handbook
Editor
Listed:
- Gautam Mitra(Brunel University)Katharina Schwaiger(Brunel University)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1057/9780230307230
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Book Chapters
The following chapters of this book are listed in IDEAS- Gautam Mitra & Katharina Schwaiger, 2011. "Introduction," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 1, pages 1-12, Palgrave Macmillan.
- Moorad Choudhry, 2011. "Bank Asset-Liability and Liquidity Risk Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 2, pages 15-61, Palgrave Macmillan.
- Sarp Kaya Acar & Ralf Korn & Kalina Natcheva-Acar & Jörg Wenzel, 2011. "A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 3, pages 62-76, Palgrave Macmillan.
- Michael Dempster & Elena Medova & Michael Villaverde, 2011. "Long-Term Interest Rates and Consol Bond Valuation," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 4, pages 79-109, Palgrave Macmillan.
- Xi Yang & Jacek Gondzio & Andreas Grothey, 2011. "Asset Liability Management Modelling with Risk Control by Stochastic Dominance," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 5, pages 110-138, Palgrave Macmillan.
- Frank Sortino & David Hand, 2011. "The 401(k) Retirement Income Risk," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 6, pages 141-149, Palgrave Macmillan.
- Con Keating, 2011. "Pensions, Covenants and Insurance," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 7, pages 150-180, Palgrave Macmillan.
- Siti Sheikh Hussin & Gautam Mitra & Diana Roman & Wan Kamaruzaman & Wan Ahmad, 2011. "Employees’ Provident Funds of Singapore, Malaysia, India and Sri Lanka: a Comparative Study," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 8, pages 181-207, Palgrave Macmillan.
- Stuart Jarvis, 2011. "Dynamic Risk Management: Optimal Investment with Risk Constraints," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 9, pages 208-233, Palgrave Macmillan.
- David Blake & Andrew Cairns & Kevin Dowd, 2011. "Optimal Investment Strategies in Defined Contribution Pension Plans," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 10, pages 234-279, Palgrave Macmillan.
- John M. Mulvey & Woo Chang Kim & Yi Ma, 2011. "Duration-Enhancing Overlay Strategies for Defined Benefit Pension Plans," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 11, pages 280-307, Palgrave Macmillan.
- Garud Iyengar & Alfred Ka & Chun Ma, 2011. "A Robust Optimization Approach to Pension Fund Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 12, pages 308-330, Palgrave Macmillan.
- Katharina Schwaiger & Cormac Lucas & Gautam Mitra, 2011. "Alternative Decision Models for Liability-Driven Investment," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 13, pages 331-351, Palgrave Macmillan.
- Arjan Berkelaar & Roy Kouwenberg, 2011. "A Liability-Relative Drawdown Approach to Pension Asset Liability Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 14, pages 352-382, Palgrave Macmillan.
- Hira Sadhak & Steward Doss, 2011. "Asset-Liability Management in Defined Contribution Pensions: A Stochastic Model with reference to Auto Choice Portfolios in the New Pension System in India," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 15, pages 383-406, Palgrave Macmillan.
- Michael Dempster & Elena Medova, 2011. "Planning for Retirement: Asset Liability Management for Individuals," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 16, pages 409-432, Palgrave Macmillan.
- Dan diBartolomeo, 2011. "The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 17, pages 433-442, Palgrave Macmillan.
- Noël Amenc & Lionel Martellini & Vincent Milhau & Volker Ziemann, 2011. "Exploiting Asset-Liability Management Concepts in Private Wealth Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 18, pages 443-468, Palgrave Macmillan.
- Robert Ferstl & Alexander Weissensteiner, 2011. "Backtesting Short-Term Treasury Management Strategies Based on Multi-Stage Stochastic Programming," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 19, pages 469-494, Palgrave Macmillan.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:palbok:978-0-230-30723-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.