William T. Ziemba是ALM的专家,很多手册的主编。
2003版
Contents:
Chapter 1. The Fundamentals of Asset Allocation
Chapter 2. The Stochastic Programming Approach toAsset/Liability Management
Chapter 3. Insurance Company Applications
Chapter 4. Pension Fund Applications
Chapter 5. Individual Asset/Liability Planning Models
Chapter 6. Hedge Fund Applications
Chapter 7. The Top 10 Points to Remember