Table of Contents
Introduction to the special issue on financial planning in a dynamical setting - M. A. H. Dempster; Gautam Mitra; Georg Ch. Pflug
Trends in quantitative equity management: survey results - Frank J. Fabozzi; Sergio Focardi; Caroline Jonas
Portfolio optimization under the Value-at-Risk constraint - Traian A. Pirvu
Dynamic consumption and asset allocation with derivative securities - Yuan-Hung Hsuku
Volatility-induced financial growth - Michael A. H. Dempster; Igor V. Evstigneev; Klaus R. Schenk-hoppé
Constant rebalanced portfolios and side-information - E. Fagiuoli; F. Stella; A. Ventura
Improving performance for long-term investors: wide diversification, leverage, and overlay strategies - John M. Mulvey; Cenk Ural; Zhuojuan Zhang
Stochastic programming for funding mortgage pools - Gerd Infanger
Scenario-generation methods for an optimal public debt strategy - Massimo Bernaschi; Maya Briani; Marco Papi; Davide Vergni
Solving ALM problems via sequential stochastic programming - Florian Herzog; Gabriel Dondi; Simon Keel; Lorenz M. Schumani; Hans P. Geering
Designing minimum guaranteed return funds - M. A. H. Dempster; M. Germano; E. A. Medova; M. I. Rietbergen; F. Sandrini; M. Scrowston
Source: Quantitative Finance
