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Quantitative Finance, Volume 7 Issue 2 2007

Financial Planning in a Dynamical Setting

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
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Original Articles
Introduction to the special issue on financial planning in a dynamical setting
M. A. H. Dempster;  Gautam Mitra; Georg Ch. Pflug
Pages 111 – 112
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Trends in quantitative equity management: survey results
Frank J. Fabozzi;  Sergio Focardi; Caroline Jonas
Pages 115 – 122
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Portfolio optimization under the Value-at-Risk constraint
Traian A. Pirvu
Pages 125 – 136
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Dynamic consumption and asset allocation with derivative securities
Yuan-Hung Hsuku
Pages 137 – 149
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Volatility-induced financial growth
Michael A. H. Dempster;  Igor V. Evstigneev; Klaus R. Schenk-hoppé
Pages 151 – 160
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Constant rebalanced portfolios and side-information
E. Fagiuoli;  F. Stella; A. Ventura
Pages 161 – 173
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Improving performance for long-term investors: wide diversification, leverage, and overlay strategies
John M. Mulvey;  Cenk Ural; Zhuojuan Zhang
Pages 175 – 187
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Stochastic programming for funding mortgage pools
Gerd Infanger
Pages 189 – 216
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Scenario-generation methods for an optimal public debt strategy
Massimo Bernaschi;  Maya Briani;  Marco Papi; Davide Vergni
Pages 217 – 229
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Solving ALM problems via sequential stochastic programming
Florian Herzog;  Gabriel Dondi;  Simon Keel;  Lorenz M. Schumani; Hans P. Geering
Pages 231 – 244
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Designing minimum guaranteed return funds
M. A. H. Dempster;  M. Germano;  E. A. Medova;  M. I. Rietbergen;  F. Sandrini; M. Scrowston
Pages 245 – 256
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