-
1
-
-
0002744251
-
Risk, return, and utility
-
Bell D. Risk, return, and utility. Management Science. 41:1995;23-30.
-
(1995)
Management Science
, vol.41
, pp. 23-30
-
-
Bell, D.1
-
2
-
-
0001411907
-
Asset and liability management for individual investors
-
(to appear). Ziemba, W.T., Mulvey, J.M. (Eds.) Cambridge University Press, Cambridge, UK
-
Berger, A.J., Mulvey, J.M., 1998 (to appear). Asset and liability management for individual investors. In: Ziemba, W.T., Mulvey, J.M. (Eds.), World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Berger, A.J.1
Mulvey, J.M.2
-
3
-
-
0001094449
-
Modeling and management of assets and liabilities of pension plans in the Netherlands
-
(to appear). Ziemba, W.T., Mulvey, J.M. (Eds.) Cambridge University Press, Cambridge, UK
-
Boender, G.C.E., van Aalst, P., Heemskerk, F., 1998 (to appear). Modeling and management of assets and liabilities of pension plans in the Netherlands. In: Ziemba, W.T., Mulvey, J.M. (Eds.), World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Boender, G.C.E.1
Van Aalst, P.2
Heemskerk, F.3
-
4
-
-
0002341731
-
The Russell-Yasuda Kasai model: An asset liability model for a Japanese insurance company using multi-stage stochastic programming
-
Cariño D.R., Kent T., Myers D.H.et al. The Russell-Yasuda Kasai model: an asset liability model for a Japanese insurance company using multi-stage stochastic programming. Interfaces. 24:1994;29-49.
-
(1994)
Interfaces
, vol.24
, pp. 29-49
-
-
Cariño, D.R.1
Kent, T.2
Myers, D.H.3
-
5
-
-
33845882719
-
Multistage planning for asset allocation
-
(to appear). Ziemba, W.T., Mulvey, J.M. (Eds.) Cambridge University Press, Cambridge, UK
-
Cariño, D.R., Turner, A.L., 1998 (to appear). Multistage planning for asset allocation. In: Ziemba, W.T., Mulvey, J.M. (Eds.), World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Cariño, D.R.1
Turner, A.L.2
-
6
-
-
21144478839
-
Currency exchange rate forecast and interest rate differential
-
Choie K.S. Currency exchange rate forecast and interest rate differential. Journal of Portfolio Management. 20(1):1993;58-64.
-
(1993)
Journal of Portfolio Management
, vol.20
, Issue.1
, pp. 58-64
-
-
Choie, K.S.1
-
7
-
-
0009994820
-
Integrated risk management for insurance and reinsurance companies-FIRM™
-
March-May
-
Correnti, S., 1997. Integrated risk management for insurance and reinsurance companies-FIRM™. Global Reinsurance, March-May, pp. 81-83.
-
(1997)
Global Reinsurance
, pp. 81-83
-
-
Correnti, S.1
-
8
-
-
0009989723
-
The development of the midas debt management system
-
(to appear). Ziemba, W.T., Mulvey, J.M. (Eds.) Cambridge University Press, Cambridge, UK
-
Dempster, M.A.H., 1998 (to appear). The development of the midas debt management system. In: Ziemba, W.T., Mulvey, J.M. (Eds.), World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Dempster, M.A.H.1
-
9
-
-
21144477953
-
The optimal currency hedging policy with biased forward rates
-
Kritzman M. The optimal currency hedging policy with biased forward rates. Journal of Portfolio Management. 20(3):1993;94-100.
-
(1993)
Journal of Portfolio Management
, vol.20
, Issue.3
, pp. 94-100
-
-
Kritzman, M.1
-
10
-
-
38149146397
-
Neglected common factors in exchange rate volatility
-
Mahieu R., Schotman P. Neglected common factors in exchange rate volatility. Journal of Empirical Finance. 1:1994;279-311.
-
(1994)
Journal of Empirical Finance
, vol.1
, pp. 279-311
-
-
Mahieu, R.1
Schotman, P.2
-
11
-
-
0010028896
-
Total integrative risk management
-
June
-
Mulvey, J.M., Armstrong, J., Rothberg, E., 1995. Total integrative risk management. Risk Magazine, June, pp. 28-30.
-
(1995)
Risk Magazine
, pp. 28-30
-
-
Mulvey, J.M.1
Armstrong, J.2
Rothberg, E.3
-
12
-
-
77957040519
-
Asset and liability allocation in a global environment
-
Jarrow, R. et al. (Eds.) North Holland, New York
-
Mulvey, J.M., Ziemba, W., 1995. Asset and liability allocation in a global environment. In: Jarrow, R. et al. (Eds.), Handbooks in Operations Research and Management Science, vol. 9. North Holland, New York, pp. 435-463.
-
(1995)
Handbooks in Operations Research and Management Science
, vol.9
, pp. 435-463
-
-
Mulvey, J.M.1
Ziemba, W.2
-
15
-
-
0003330076
-
The Towers Perrin global capital market scenario generation system: CAP:Link
-
(to appear). Ziemba, W.T., Mulvey, J.M. (Eds.) Cambridge University Press, Cambridge, UK
-
Mulvey, J., Thorlacius, E., 1998 (to appear). The Towers Perrin global capital market scenario generation system: CAP:Link. In: Ziemba, W.T., Mulvey, J.M. (Eds.), World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Mulvey, J.1
Thorlacius, E.2
-
17
-
-
0010059325
-
Multi-currency asset and liability analysis in the insurance industry
-
(to appear). Ziemba, W.T., Mulvey, J.M. (Eds.) Cambridge University Press, Cambridge, UK
-
Sweeney, J., Sonlin, S., Correnti, S., 1998 (to appear). Multi-currency asset and liability analysis in the insurance industry. In: Ziemba, W.T., Mulvey, J.M. (Eds.), World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Sweeney, J.1
Sonlin, S.2
Correnti, S.3
-
18
-
-
38249036698
-
Stochastic investment models: Theory and application
-
Wilkie A.D. Stochastic investment models: theory and application. Insurance: Mathematics and Economics. 6:1987;65-83.
-
(1987)
Insurance: Mathematics and Economics
, vol.6
, pp. 65-83
-
-
Wilkie, A.D.1
-
19
-
-
0003887592
-
-
(to appear). Cambridge University Press, Cambridge, UK
-
Ziemba, W., Mulvey, J. (Eds.), 1998 (to appear). World Wide Asset and Liability Modeling. Cambridge University Press, Cambridge, UK.
-
(1998)
World Wide Asset and Liability Modeling
-
-
Ziemba, W.1
Mulvey, J.2
|