Handbook of asset and liability management: 1 Theory and methodology
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Amsterdam [u.a.]
Elsevier, North-Holland
2006
|
| Edition: | 1. ed. |
| Series: | Handbooks in finance
2,1 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIX, 487 S. |
| ISBN: | 0444508759 9780444508751 |
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MARC
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Record in the Search Index
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| adam_text | CONTENTS
OF THE HANDBOOK
Chapter I
Enterprise-Wide Asset and Liability Management: Issues. Institutions, and Models
DAN ROSEN and STAVROS A. ZENIOS
Chapter
2
Term and Volatility Structures
ROGER J.-B. WETS and STEPHEN W.
BIANCHI
Chapter
3
Protecting Investors against Changes in Interest Rates
OLIVIER
DE LA GRANDVILLE
Chapter
4
Risk-Return Analysis
HARRY M.
MARKOWITZ
and ERIK VAN
DIJK
Chapter
5
Dynamic Asset Allocation Strategies Using a Stochastic Dynamic Programming Approach
GERD
INFANGER
Cliapter
6
Stochastic Programming Models for Asset Liability Management
ROY KOUWENBERG and STAVROS A. ZENIOS
Chapter
7
Bond Portfolio Management via Stochastic Programming
M. BERTOCCHI. V. MORIGGIA and J.
DUPAČOVÁ
Chapter
8
Perturbation Methods for Dynamic Portfolio Allocation Problems
GEORGE CHACKO and KARL NEUMAR
Chapter
9
The Kelly Criterion in Blackjack Sports Betting, and the Stock Market
EDWARDO.
THORP
Chapter
10
Capital Growth: Theory and Practice
LEONARD C. MACLEAN and WILLIAM T. ZIEMBA
|
| adam_txt |
CONTENTS
OF THE HANDBOOK
Chapter I
Enterprise-Wide Asset and Liability Management: Issues. Institutions, and Models
DAN ROSEN and STAVROS A. ZENIOS
Chapter
2
Term and Volatility Structures
ROGER J.-B. WETS and STEPHEN W.
BIANCHI
Chapter
3
Protecting Investors against Changes in Interest Rates
OLIVIER
DE LA GRANDVILLE
Chapter
4
Risk-Return Analysis
HARRY M.
MARKOWITZ
and ERIK VAN
DIJK
Chapter
5
Dynamic Asset Allocation Strategies Using a Stochastic Dynamic Programming Approach
GERD
INFANGER
Cliapter
6
Stochastic Programming Models for Asset Liability Management
ROY KOUWENBERG and STAVROS A. ZENIOS
Chapter
7
Bond Portfolio Management via Stochastic Programming
M. BERTOCCHI. V. MORIGGIA and J.
DUPAČOVÁ
Chapter
8
Perturbation Methods for Dynamic Portfolio Allocation Problems
GEORGE CHACKO and KARL NEUMAR
Chapter
9
The Kelly Criterion in Blackjack Sports Betting, and the Stock Market
EDWARDO.
THORP
Chapter
10
Capital Growth: Theory and Practice
LEONARD C. MACLEAN and WILLIAM T. ZIEMBA |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.10681 |
| dewey-search | 332.10681 |
| dewey-sort | 3332.10681 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| index_date | 2024-07-02T18:48:24Z |
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| institution | BVB |
| isbn | 0444508759 9780444508751 |
| language | English |
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| physical | XIX, 487 S. |
| publishDate | 2006 |
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| publisher | Elsevier, North-Holland |
| record_format | marc |
| series | Handbooks in finance |
| series2 | Handbooks in finance |
| spelling | Handbook of asset and liability management 1 Theory and methodology ed. by S. A. Zenios ... 1. ed. Amsterdam [u.a.] Elsevier, North-Holland 2006 XIX, 487 S. txt rdacontent n rdamedia nc rdacarrier Handbooks in finance 2,1 Handbooks in finance ... Asset-liability management - Mathematical models blmsh Asset-liability management blmsh Zenios, Stauros Andrea 1959- Sonstige (DE-588)134093186 oth (DE-604)BV022873904 1 Handbooks in finance 2,1 (DE-604)BV017164584 2,1 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016079018&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of asset and liability management Handbooks in finance Asset-liability management - Mathematical models blmsh Asset-liability management blmsh |
| title | Handbook of asset and liability management |
| title_auth | Handbook of asset and liability management |
| title_exact_search | Handbook of asset and liability management |
| title_exact_search_txtP | Handbook of asset and liability management |
| title_full | Handbook of asset and liability management 1 Theory and methodology ed. by S. A. Zenios ... |
| title_fullStr | Handbook of asset and liability management 1 Theory and methodology ed. by S. A. Zenios ... |
| title_full_unstemmed | Handbook of asset and liability management 1 Theory and methodology ed. by S. A. Zenios ... |
| title_short | Handbook of asset and liability management |
| title_sort | handbook of asset and liability management theory and methodology |
| topic | Asset-liability management - Mathematical models blmsh Asset-liability management blmsh |
| topic_facet | Asset-liability management - Mathematical models Asset-liability management |
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