Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance < Chapter 15

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

CHAPTER 15
Asset and Liability Allocation in a Global Environment
J.M. Mulvey and WT Ziemba

1. Introduction*  

2. Asset allocation framework

3. Integrating assets and liabilities

4. Solution strategies

5. Conclusions

Acknowledgements

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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