The Stochastic Programming Approach to Asset, Liability, and Wealth Management PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. Research Foundation Publications December 2003 | Vol. 2003 | No. 3 | 191 pages Source: Research Foundation of AIMRWilliam T. Ziemba Read Abstract All individuals and institutions face asset/liability management problems on a continuous basis. In this Research Foundation monograph, the author presents an easily readable, up-to-date treatment of asset and wealth management in the presence of liabilities and other portfolio complexities. The approach discussed and recommended is discrete-time, multiperiod stochastic programming. For most practical purposes, such models provide a superior alternative to other approaches, such as mean-variance, simulation, control theory, and continuous-time finance. View more information Topics Portfolio Management | Private Wealth Management | Quantitative Methods Credits · About the CE Program 5 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Top Hedge Fund Investors: Stories, Strategies, and Advice This book chronicles top hedge fund investors that played key roles in the industry, including substantial information on manager sourcing, ... More Credit Suisse Global Wealth Report The "Credit Suisse Global Wealth Report" is a comprehensive study of world wealth that analyzes the world’s entire 200 trillion ... More Credit Suisse Global Wealth Databook This Databook displays the detailed dataset backing the "Credit Suisse Global Wealth Report," the comprehensive study of world ... More Loading ...