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Generating scenarios for the Towers Perrin investment system
John M. Mulvey
Operations Research & Financial Engineering
Bendheim Center for Finance
Center for Statistics & Machine Learning
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peer-review
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Keyphrases
North America
100%
Pensions
100%
Economic Factors
100%
Investment Strategy
100%
Asset Returns
100%
Europe
100%
Planning System
100%
Economic Projection
100%
Coherent Set
100%
Economic Assets
100%
North Asia
100%
Projection Model
100%
Dynamic Allocation
100%
Factor Returns
100%
Assets-liabilities
100%
Liability Sharing
100%
Alternative Investments
100%
Economics, Econometrics and Finance
Alternative Investment
100%