SA6 learning portal: articles

Asset-liability management for individual households. Dempster, M.A.H, and Medova, E.A. 2010. (paper)

Bond asset management - an overview. Sweeting, P. J.; Bagnall, D. J.; Cutler, H. P. B. et al. SIAS, 2003. 55 pages.

The concept of investment efficiency and its application to investment management structures. Hodgson, T. M.; Breban, S. J.; Ford, C. L. et al. British Actuarial Journal (2000) 6(3): 451-545.

Financial risk management. Dowd, K. Financial Analysts Journal (1999) July/August: 65-71. You must be logged in to download this article.

Global asset liability management. Dempster, M. A.; Germano, M.; Medova, E. A. et al. British Actuarial Journal (2003) 9(1): 137-216.

Hedge funds. Caslin, J. J. British Actuarial Journal (2004) 10(3): 441-541.

The information ratio. Goodwin, T. H. Financial Analysts Journal (1998) July/August: 34-43. You must be logged in to download this article

Lease terms, option pricing and the financial characteristics of property. Adams, A. T; Booth, P. M.; MacGregor, B. D. British Actuarial Journal (2003) 9(3): 619-635.

Making actuaries less human. Lessons from behavioural finance. Taylor, N. SIAS, 2000. 32 pages.

Modelling copulas: an overview. Dorey, M.; Joubert, P. SIAS, 2005. 27 pages.

Modelling and managing risk. Sweeting, P. J. British Actuarial Journal (2007) 13(3): 579-636.

The Myners Review and subsequent issues. Myners, P. British Actuarial Journal (2002) 8(1): 75-90.

Pension schemes and fixed income investment. Sweeting, P. J. British Actuarial Journal (2004) 10(2): 353-418.

Practical risk management for equity portfolio managers. Heywood, G.; Marsland, J. R.; Morrison, G. M. British Actuarial Journal (2003) 9(5): 1061-1140.

Property investment appraisal. Adams, A. T.; Booth, P. M.; MacGregor, B. D. British Actuarial Journal (1999) 5(5): 955-982.

Risk budgeting in pension investment. Urwin, R.C.; Breban, S.J.; Hodgson, T.M. and Hunt, A. British Actuarial Journal (2001) 7(3): 319-364.

Systemic risk in financial services. Besar, D.; Booth, P.; Chan K.K.; Milne, A.K.L.; Pickles, J. Faculty and Institute of Actuaries, 2009. 127 pages.

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