/

Nematrian Reference Library

[this page | back links]

Set out below is information (held by the Nematrian website) on the reference you have selected



Paid link. As an Amazon Associate, Nematrian may earn commission from qualifying purchases made by you via this link.

Introduction (partial) "At the tenth triennial international conference on stochastic programming held at the University of Arizona in October 2004, it was observed that the fund management industry as a whole was far from the leading edge of research in financial planning for asset allocation, liability management, debt management and other financial management problems at the strategic (long term) level. This gap is documented in a timely survey of quantitative equity management by Fabozzi, Focardi and Jonas which forms the first chapter of this book. It was therefore agreed to bring out a special issue of Quantitative Finance to partially address the imbalance between research and practice by showcasing leading edge applicable theory and methods and their use for practical problems in the industry. A call for papers went out in August and October 2005. As an outcome of this, we were able to compile a first special issue with the papers forming the ten chapters in Part 1 of this book. In fact, the response to the call was so good that a second special issue focusing on tactical financial planning and risk management is contained in the ten chapters of Part 2."

See here to choose a new Category/Sub-Category or here for a list of all references held by the Nematrian website. Please contact us if any of the above material is inaccurate or if there are references you think should be included that we have excluded or vice-versa.

---