Tuesday, December 30, 2008

Anytime Anywhere or Worldwide Asset and Liability Modeling

Anytime, Anywhere: Entrepreneurship and the Creation of a Wireless World

Author: Louis Galambos

Wireless entrepreneurs are transforming the way people live and work around the globe. In the process they have created some of the fastest growing companies on the planet. Anytime, Anywhere tells the story of the birth and explosion of cellular and wireless communications as seen through the eyes of one of the industry's pioneers, Sam Ginn. As deregulation and privatization swept the globe, Ginn and his team at AirTouch Communications fought for and won licenses on several continents. They built a successful business using strategic partnerships and joint ventures and demonstrated a new model for global entrepreneurship in an information-based economy. Louis Galombos is Professor of History at Johns Hopkins University. He has written numerous books and articles on entrepreneurship, innovation and regulation, including Networks of Innovation (Cambridge, 1996) and The Rise of the Corporate Commonwealth (Basic, 1989), He is President of the Business History Group. Eric Abrahamson is Principal Historian with The Prologue Group. His research has dealt with telecommunications, banking and regulation in California.



Go to: Strategic Entrepreneurial Growth with InfoTrac or Wake up Calls

Worldwide Asset and Liability Modeling

Author: John M Mulvey

This volume shows how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented or represent new innovative approaches that may lead to future novel applications, that is, financial engineering. This is essential reading for all involved in analyzing the financial markets.



Table of Contents:
Acknowledgements
List of contributors
Preface
Pt. IIntroduction
1Asset and liability management systems for long-term investors: discussion of the issues3
Pt. IIStatic Portfolio Analysis for Asset Allocation
2The importance of the asset allocation decision41
3The effect of errors in means, variances, and covariances on optimal portfolio choice53
4Making superior asset allocation decisions: a practitioner's guide62
Pt. IIIPerformance Measurement Models
5Attribution of performance and holdings87
6National versus global influences on equity returns114
7A global stock and bond model129
Pt. IVDynamic Portfolio Models for Asset Allocation
8On timing the market: the empirical probability assessment approach with an inflation adapter149
9Multiperiod asset allocation with derivative assets182
10The use of Treasury bill futures in strategic asset allocation programs205
Pt. VScenario Generation Procedures
11Barycentric approximation of stochastic interest rate processes231
12Postoptimality for scenario based financial planning models with an application to bond portfolio management263
13The Towers Perrin global capital market scenario generation system286
Pt. VICurrency Hedging and Modeling Techniques
14An algorithm for international portfolio selection and optimal currency hedging315
15Optimal insurance asset allocation in a multi-currency environment341
Pt. VIIDynamic Portfolio Analysis with Assets and Liabilities
16Optimal investment strategies for university endowment funds371
17Optimal consumption-investment decisions allowing for bankruptcy: a survey397
18Solving stochastic programming models for asset/liability management using iterative disaggregation427
19The CALM stochastic programming model for dynamic asset-liability management464
20A dynamic model for asset liability management for defined benefit pension funds501
21Asset and liability management under uncertainty for fixed income securities537
Pt. VIIICase Studies of Implemented Asset-Liability Management Models
22Modelling and management of assets and liabilities of pension plans in the Netherlands561
23Integrated asset-liability management: an implementation case study581
Pt. IXTotal Integrative Risk Management Models
24The Russell-Yasuda Kasai model: an asset/liability model for a Japanese insurance company using multistage stochastic programming609
25The Home Account Advisor: asset and liability management for individual investors634

No comments: