Welcome to Journal of Asset Management, an international forum for latest thinking, techniques and developments for the Fund Management Industry.
Free online sample
May 09 - Apr 10, Volume 10
Six issues per volume
ISSN: 1470-8272
EISSN: 1479-179X
Editor:
Dr Stephen Satchell, UK
FEATURED ARTICLES
INVITED EDITORIAL
An examination of alternative portfolio rebalancing strategies applied to sector funds(Stanley G Eakins and Stanley Stansell) May 2007, Volume 8, Issue 1 FREE
PAPER
After-market performance of industrial American Depository Receipts: Does level of issue and market timing affect returns?(Mark Schaub) November 2007, Volume 8, Issue 4 FREE
Introduction
Each issue of the Journal of Asset Management publishes detailed, authoritative briefings, analysis, research and reviews by leading experts in the field, to keep subscribers up to date with the latest developments and thinking in asset management.
Forthcoming Events
Asset Allocation Summit 2009
21-23 September 2009
Victoria Park Plaza, United Kingdom
Strategic and tactical allocation for asset managers and investors
The Asset Allocation Summit 2009 is Europe’s biggest and most influential event focused on strategic and tactical asset allocation for both asset managers and institutional investors, at a time when asset allocation is more critical than ever.
- Managing the impact of the financial crisis: Advanced investment strategies for an economic downturn, including special focus on fixed income
- Unparalleled line-up of institutional investors and asset managers: Hear 32 leading end investors and asset management CIOs reveal their asset allocation strategies
- Choose your content: Dedicated streams for pension fund trustees and advanced investors
For more information, please visit www.terrapinn.com/2009/aas
News
Forthcoming special issue on Asset Liability Management/Liability Driven Investment for Pension Funds
Publication November 2009
Guest Editors: Professor Gautam Mitra, CARISMA, Brunel University
Dr Elena Medova, Judge Business School, University of Cambridge
In recent years the pension fund industry has adopted tailor-made asset and liability management strategies, also called Liability Driven Investment. The focus of the special issue is on quantitative methods for Asset Liability Management (ALM)/ Liability Driven Investment (LDI) for Pension Funds.
The aim of LDI strategies is to match and outperform a pension fund’s liability stream and at the same time taking into account country-specific regulations. The decision models as well as simulation/evaluation models which take into consideration stochastic asset price dynamics and stochastic behaviour of the liabilities are covered. Inflation risk, interest-rate risk, contribution risk of the pension plan’s sponsor and no doubt the longevity risk of its members, are examples of additional risks some or all of which are measured and managed by these models.



