文档介绍：William T. Ziemba
University of British Columbia and Oxford University
The Stochastic
Programming Approach
to Asset, Liability, and
Wealth Management
FOU
H N
C D
R A
T
A
I
E
O
N
ES
R
O
R
F A I M
The Research Foundation of AIMR™
Research Foundation Publications
Anomalies and Efficient Portfolio Formation Interest Rate and Currency Swaps: A Tutorial
by . Kothari and Jay Shanken by Keith C. Brown, CFA, and Donald J. Smith
Benchmarks and Investment Management Interest Rate Modeling and the Risk Premiums in
by Laurence B. Siegel Interest Rate Swaps
The Closed-End Fund Discount by Robert Brooks, CFA
by Elroy Dimson and Carolina Minio-Paluello The International mitment
Common Determinants of Liquidity and Trading by Stephen A. Gorman, CFA
by Tarun Chordia, Richard Roll, and Avanidhar
Investment Styles, Market Anomalies, and Global
Subrahmanyam
Stock Selection
Company Performance and Measures of by Richard O. Michaud
Value Added
by Pamela P. Peterson, CFA, and Long-Range Forecasting
David R. Peterson by William S. Gray, CFA
Controlling Misfit Risk in Multiple-Manager Managed Futures and Their Role in Investment
Investment Programs Portfolios
by Jeffery V. Bailey, CFA, and David E. Tierney by Don M. Chance, CFA
Country Risk in Global Financial Management Options and Futures: A Tutorial
by Claude B. Erb, CFA, Campbell R. Harvey, and by Roger G. Clarke
Tadas E. Viskanta
Real Options and Investment Valuation
Country, Sector, pany Factors in
by Don M. Chance, CFA, and
Global Equity Portfolios
Pamela P. Peterson, CFA
by Peter . Hopkins and C. Hayes Miller, CFA
Risk Management, Derivatives, and Financial
Currency Management: Concepts and Practices
Analysis under SFAS No. 133
by Roger G. Clarke and Mark P. Kritzman, CFA
by Gary L. Gastineau, Donald J. Smith, and
Earnings: Measurement, Disclosure, and the a Todd, CFA
Impact on Equity Valuation
by D. Eric Hirst and Patrick