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Asset Liability Management (ALM)

Thursday, July 30, 2009
ALM embraces a multi-period approach which allows one to make an explicit trade-off between the long term goals and short term criteria.

A SQUARE :: 30Jul09 Asset Liability Management (ALM)
Category Asset Allocation
Faculty Sinikka Demare
Expertise Asset Allocation
Author Sona Blessing
Faculty Name
Reactions to an EDHEC Study on Asset-Liability Management Decisions in Private Wealth Management - October 2008:
“... ALM leads to the construction of more efficient portfolios than does standard asset management by explicitly making personal liabilities a part of the asset allocation equation."…
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