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1. Introduction
2. The need for individual asset/liability management
3. The financial crisis and you
4. Discussion goals
5. Key elements of the method
6. Equilibrium terms structure - approach 1
7. Equilibrium terms structure - approach 2
8. Equilibrium terms structure - approach 3
9. Fixed and non-fixed asset allocation
10. Our key assumption
11. Review of modern portfolio theory
12. Investor utility functions
13. Portfolio compositions
14. The discretionary wealth hypothesis (1)
15. The discretionary wealth hypothesis (2)
16. The discretionary wealth hypothesis (3)
17. A walk through the algorithm: steps 1 and 2
18. A walk through the algorithm: steps 3, 4 and 5
19. A walk through the algorithm: steps 6 and 7
20. Computational concerns
21. Moving a multi period view
22. A multi period approximation
23. Different way to improve returns
24. The key concept
25. Implementation
26. Conclusions
27. References

Topics Covered

• Asset/Liability management
• Private Wealth
• Discretionary Wealth
• Household Balance Sheet
• Arbitrage Free Term Structure
• Allocation
• Risk Management
• Portfolio Volatility
• Pension Surplus
• Retirement Planning
• Discounting Liabilities
• Pension Funding

Links

Series:

• Quantitative Financial Risk Management

Categories:

• Finance, Accounting & Economics

Talk Citation

diBartolomeo, D. (2010, December 19). Personal asset/liability management: using the discretionary wealth hypothesis within an equilibrium term structure [Video file]. In The Business & Management Collection, Henry Stewart Talks. Retrieved November 23, 2024, from https://doi.org/10.69645/KOSE3232.
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Publication History

• Published on December 19, 2010
• Archived on April 4, 2022