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The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management

In: Asset and Liability Management Handbook

Author

Listed:
  • Dan diBartolomeo

Abstract

Traditional approaches to asset-liability management have evolved substantially in recent years. Unfortunately, even the sophisticated, multi-period approaches in common use neglect important features of the underlying economic problem. This chapter describes a new approach to asset-liability management that combines four key elements, one of which is quite new to the finance literature.

Suggested Citation

  • Dan diBartolomeo, 2011. "The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management," Palgrave Macmillan Books, in: Gautam Mitra & Katharina Schwaiger (ed.), Asset and Liability Management Handbook, chapter 17, pages 433-442, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-30723-0_17
    DOI: 10.1057/9780230307230_17
    as

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