Zenios, S A (ed) <br/><br/>
Handbook of asset and liability management / 
S A Zenios and W T Ziemba 
 - Amsterdam :  Elsevier,  2006 
 - xix, 487p, 24cm. 
 - Handbooks in finance;   2 .
<br/><br/> V.1 : Theory and methodology 
<br/><br/>This book presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Detailing the symbiosis between optimization tools and financial decision-making, its original articles cover term and volatility structures, interest rates, risk-return analysis, dynamic asset allocation strategies in discrete and continuous time, the use of stochastic programming models, bond portfolio management, and the Kelly capital growth theory and practice. 
<br/><br/><label>ISBN: </label>0444508759 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Asset--liability management
<br/><br/><label>Dewey Class. No.: </label>332.6  / ZEN