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00000cam a2200000 a 4500 |
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20030520184700.0 |
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951026s1996 ilu 001 0 eng u |
| 010 |
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|a 95033464
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|a 1557389160
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| 035 |
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|a (ICU)BID21315413
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|a DLC
|c DLC
|d DLC
|d OrLoB-B
|d OCoLC
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| 041 |
0 |
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|a eng
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| 050 |
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|a HG4529.5
|b .L45 1996
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| 082 |
0 |
0 |
|a 332.6
|2 20
|
| 100 |
1 |
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|a Leibowitz, Martin L.,
|d 1936-
|0 http://id.loc.gov/authorities/names/n82059548
|1 http://viaf.org/viaf/6276192
|
| 245 |
1 |
0 |
|a Return targets and shortfall risks :
|b studies in strategic asset allocation /
|c Martin L. Leibowitz, Lawrence N. Bader, Stanley Kogelman.
|
| 260 |
|
|
|a Chicago, IL :
|b Irwin Professional Pub.,
|c 1996.
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| 263 |
|
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|a 9510
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| 300 |
|
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|a xxi, 502 p.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
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|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 500 |
|
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|a Includes index.
|
| 505 |
2 |
0 |
|g Ch. 1.
|t Introduction --
|g Ch. 2.
|t Asset Allocation under Shortfall Constraints --
|g Ch. 3.
|t Asset Performance and Surplus Control: A Dual-Shortfall Approach --
|g Ch. 4.
|t Asset Allocation under Liability Uncertainty --
|g Ch. 5.
|t "Optimal" Portfolios Relative to Benchmark Allocations --
|g Ch. 6.
|t Total Portfolio Duration and Relative Returns --
|g Ch. 7.
|t Return Targets, Shortfall Risks, and Market Realities --
|g Ch. 8.
|t Interest-Rate Sensitive Asset Allocation: A New Approach to Strategic Asset Allocation --
|g Ch. 9.
|t Strategic Allocation under Changing Market Conditions --
|g Ch. 10.
|t Funding Ratio Return: A More "Universal Measure for Asset/Liability Management --
|g Ch. 11.
|t Pension Fund Risk Capacity: Surplus and Time-Horizon Effects on Asset Allocation --
|g Ch. 12.
|t The Opportunity for Greater Flexibility in the Bond Component: The Total Fund Effect --
|g Ch. 13.
|t Benchmark Departures and Total Fund Risk: A Second Dimension of Diversification --
|g Ch. 14.
|t The Hierarchy of Benchmarks: Structuring Retirement Fund Risk --
|g Ch. 15.
|t A Shortfall Approach to Duration Management --
|g Ch. 16.
|t Statistical Duration: A Spread Model of Rate Sensitivity across Fixed-Income Sectors --
|g Ch. 17.
|t The Spread Curve and the Risk/Return Decision: Structuring Fixed-Income Portfolios for Treasury Benchmarks --
|g Ch. 18.
|t The Spread Curve and a Mixed-Sector Benchmark: Structuring Fixed-Income Portfolios for Relative Performance --
|g Ch. 19.
|t Spread Immunization: Portfolio Improvements through Dollar-Duration Matching --
|g Ch. 20.
|t Yield-Curve Positioning for Multisector Bond Portfolios --
|g Ch. 21.
|t Global Fixed-Income Investing: The Impact of the Currency Hedge --
|g Ch. 22.
|t Interest-Rate Risks in Currency-Hedged Bond Portfolios --
|g Ch. 23.
|t The Volatility of Hedged Global Fixed-Income Investments --
|g Ch. 24.
|t The Duration of Hedged Global Fixed-Income Investments --
|g Ch. 25.
|t Global Fixed-Income Investments: The Persistence Effect.
|
| 650 |
|
0 |
|a Portfolio management.
|0 http://id.loc.gov/authorities/subjects/sh85105080
|
| 650 |
|
0 |
|a Asset allocation.
|0 http://id.loc.gov/authorities/subjects/sh94001931
|
| 650 |
|
7 |
|a Asset allocation.
|2 fast
|0 http://id.worldcat.org/fast/fst00819049
|
| 650 |
|
7 |
|a Portfolio management.
|2 fast
|0 http://id.worldcat.org/fast/fst01072072
|
| 700 |
1 |
|
|a Bader, Lawrence N.
|0 http://id.loc.gov/authorities/names/n79133595
|1 http://viaf.org/viaf/272581200
|
| 700 |
1 |
|
|a Kogelman, Stanley.
|0 http://id.loc.gov/authorities/names/n78023957
|1 http://viaf.org/viaf/11101354
|
| 035 |
|
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|a (OCoLC)33041826
|
| 901 |
|
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|a ToCBNA
|
| 903 |
|
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|a HeVa
|
| 929 |
|
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|a cat
|
| 999 |
f |
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|i 20c65246-3054-54f2-8303-e2a295591e2c
|s b9260bad-c4fb-5925-ae65-f1a9b185ad79
|
| 928 |
|
|
|t Library of Congress classification
|a HG4529.5.L450 1996
|l JRL
|c JRL-Gen
|i 2963809
|
| 927 |
|
|
|t Library of Congress classification
|a HG4529.5.L450 1996
|l JRL
|c JRL-Gen
|b 43354650
|i 4054594
|
