Handbook of asset and liability management /

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Bibliographic Details
Edition:	1st ed.
Imprint:	Amsterdam ; Oxford : Elsevier, 2006-
Description:	v. : ill. ; 25 cm.
Language:	English
Series:	Handbooks in finance ; 2
Subject:	Asset-liability management. Asset-liability management -- Mathematical models. Asset-liability management. Asset-liability management -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/6641692

Hidden Bibliographic Details
Other authors / contributors:	Zenios, Stavros Andrea. Ziemba, W. T.
ISBN:	0444508759 (v. 1) 9780444508751 (v. 1) 9780444528025 (v. 2) 0444528024 (v. 2)
Notes:	Includes bibliographical references and indexs.

Table of Contents:

1. Theory and Methodology. Preface to Volumes A and B. 1.Enterprise-Wide Asset and Liability Management: Issues, Institutions and Models
2. Term and volatility structures
3. Protecting investors against changes in interest rates
4. Risk-return analysis
5. Dynamic Asset allocation and strategies
6. Stochastic programming models
7. Bond portfolio management via stochastic programming
8. Pertubation methods for dynamic portfolio allocation problems
9. The Kelly criterion in blackjack, sport betting and the stock market
10. Capital growth theory and practice

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