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Publisher: Palgrave Macmillan

Volume 11, Numbers 2-3, 1 June 2010

Asset and liability management/liability-driven investment for pension funds
pp. 71-72(2)
Authors: Mitra, Gautam; Medova, Elena

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Asset liability management modelling with risk control by stochastic dominance
pp. 73-93(21)
Authors: Yang, Xi; Gondzio, Jacek; Grothey, Andreas

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Long-term interest rates and consol bond valuation
pp. 113-135(23)
Authors: Dempster, Michael A H; Medova, Elena A; Villaverde, Michael

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Duration-enhancing overlay strategies for defined benefit pension plans
pp. 136-162(27)
Authors: Mulvey, John M; Kim, Woo Chang; Ma, Yi

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A robust optimization approach to pension fund management
pp. 163-177(15)
Authors: Iyengar, Garud; Chun Ma, Alfred Ka

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Alternative decision models for liability-driven investment
pp. 178-193(16)
Authors: Schwaiger, Katharina; Lucas, Cormac; Mitra, Gautam

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A liability-relative drawdown approach to pension asset liability management
pp. 194-217(24)
Authors: Berkelaar, Arjan; Kouwenberg, Roy

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