Handbook of Asset and Liability Management, Vol. 2, No. suppl (C) • 2007
ISSN: 1872-0978
doi: 10.1016/S1872-0978(06)02026-6
Author Index
n indicates citation in footnote.
Abaffy, J. 784, 821,881,882
Abel, A.B. 1090, 1093
Accounting Standards Board 1041
Achelis, S.B. 747
Actuarial Education Company 1033, 1035
Ali, M.M. 868
Allan, R., see Lin, G. 546
Allen, F. 494
Allen, F., see Brealey, R.A. 509, 526
Allen, L., see Saunders, A. 513n
Ambachtsheer, K.P. 832
Andersen, E.D. 812
Andersen, K.D., see Andersen, E.D. 812
Andreou, E. 736
Androulakis, I., see Maranas, C. 561, 1000
Anrig Jr., G. 1091
Apfel, K.S. 1076, 1077, 1086
Arnott, R.D. 847
Artzner, P. 530n, 561, 575, 722, 728, 921, 994, 1046
Asay, M.R. 678
Association of Consulting Actuaries 1031
Ausubel, L.M. 504n
Aziz, A., see Dembo, R.S. 682
Babbel, D.F. 669
Bacinello, A. 632
Bacinello, A.R. 671, 967
Bader, L.N., see Leibowitz, M.L. 1047
Bagchi, S., see Lin, G. 546
Bagehot, W. 1037
Bai, X. 736
Bakshi, G., see Chen, Z. 549
Balakrishnan, N., see Johnson, N.L. 1047
Baltensperger, E. 501n
Bank for International Settlements 515
Bank of Italy 757
Barberis, N.M. 935
Barro, D. 769, 775, 777, 807, 812, 999
Basel Committee on Banking Supervision 512, 516, 528, 532
Battocchio, P. 967, 968
Bédard, D. 1040, 1045
Beebower, G.L., see Brinson, B. 909
Beebower, G.L., see Brinson, G.P. 571, 909, 1035
Bell, D. 596
Bemporad, A. 1006
Benson, H.Y. 812
Berge, K. 886, 935
Berger, A.J. 545, 546, 549, 564, 754–756, 759, 762, 766, 769, 999
Berger, A.J., see Hannan, T. 504
Berger, A.J., see Maranas, C. 561, 1000
Berkelaar, A. 843, 857n
Bernartzi, S. 1091
Berndt, E.K. 799
Bernstein, P.L. xi, 858
Bernstein, P.L., see Arnott, R.D. 847
Berti, G., see Giraldi, C. 670, 671
Bertocchi, M., see Abaffy, J. 784, 821, 881, 882
Bertocchi, M., see Dupacvà, J. 813
Bertschy, M., see Rufibach, K. 974, 975
Bessis, J. 491n
Biggs 1089, 1090
Billio, M. 813
Birge, J.R. 559, 560, 562n, 595, 711, 760, 805, 881, 999
Birge, J.R., see Louveaux, F. 994
Bissada, J.Y., see Dermine, J. 516
Black, F. 493n, 530, 632, 871, 881, 1037
Blake, D. 910, 967, 968, 1035, 1114
Blake, D., see Cairns, A.J.G. 967, 968, 1001
Blake, D., see Dowd, K. 968
Board, J.L.G. 910, 1050
Bodie, Z. 937, 967
Bodily, S.E., see Keefer, D.L. 882
Boender, C.G.E. 562, 839, 843, 858, 881, 995, 1014, 1032
Bogentoft, E. 968, 1031, 1046
Bohn, H. 1114
Bollerslev, T. 799
Booth, P. 1040, 1045
Borsa Italiana 757, 763
Börsch-Supan, A.H. 1073, 1106
Bos, E. 932
Bosch-Príncep, M. 968
Bosch-Princep, M., see Devolder, P. 968
Boucrelle, C., see Solnik, B. 947
Boulier, J.-F. 967, 1040
Bouyoucos, P.J., see Asay, M.R. 678
Bowers, B. 554
Boyd, S. 1005
Boyle, P.P. 631, 670, 671
Bradley, S.P. 710, 930
Branch, R.O., see Stigum, M. 516
Brealey, R.A. 509, 526
Brennan, M.J. 631, 660, 670, 671, 784, 785, 792, 904, 968, 1001
Brinson, B. 909
Brinson, G.P. 571, 909, 1035
Britt, S., see Mulvey, J.M. 756, 767, 786
Brunello, J., see Giraldi, C. 670, 671
Buckley, S., see Lin, G. 546
Buffett, W.B. 893, 935
Bulatao, R., see Bos, E. 932
Bunn, D.W. 839
Burket, J. 555, 562, 564
Burkhauser, R.V., see Clark, R.L. 977
Burless, G. 932
Burns, S., see Kotlikoff, L.J. 1084
Burrows, W., see Blake, D. 1114
Burtless, G. 1091, 1092
Busche, K. 868
Butrica, B. 1075
Butt, Z., see Haberman, S. 1040, 1045
Buttarazzi, S., see Giraldi, C. 670, 671
Bychkov, M. 723
Byrd, R.H. 812
Cairns, A.J.G. 967, 968, 976, 1001, 1040–1042, 1045, 1047, 1058
Cairns, A.J.G., see Blake, D. 968
Cairns, A.J.G., see Dowd, K. 968
Campbell, J.Y. 785, 891, 904, 935, 968, 977, 997, 1001, 1014, 1037
Canestrelli, E., see Barro, D. 769, 775, 777, 807, 812, 999
Cannon, M., see Kouvaritakis, B. 1006
Cariño, D.R. 546, 555, 562, 600, 671, 710, 735, 769, 775, 782, 843, 882, 911–916, 918, 919, 922, 924–930, 938, 943, 968, 993, 1031n, 1047n
Carleton, W.T., see Chambers, D.M. 520
Casarin, R., see Billio, M. 813
Casey, M.S. 881
Cenciarelli, G., see Giraldi, C. 670, 671
Censor, Y. 671
Chadburn, R.G. 632, 669, 680
Chadburn, R.G., see Booth, P. 1040, 1045
Chambers, D.M. 520
Chan, K.C. 881
Chang, S.-C. 967
Chang, S.C. 1040, 1045
Charupat, N. 968
Chekhlov, S. 730
Chen, C.C., see Chang, S.C. 1040, 1045
Chen, Z. 549, 756, 780, 784–786
Chiochetti, B.A., see Chun, G.H. 1037
Chopra, V.K. 603, 906–908, 950, 1050
Chun, G.H. 1037
Clark, R.L. 977
Clifford, S.W. 935
Cocco, F., see Consiglio, A. 600, 633, 635, 640, 667, 710, 755, 757, 759, 762, 763, 765, 766, 769, 773, 775, 802, 805, 807
Cohen, K.J. 736
Committee on the Global Financial System 518n
Consigli, G. 553, 562, 562n, 600, 671, 710, 755, 756, 760, 769, 772, 802, 804, 811–813, 1075
Consigli, G., see Berge, K. 886
Consigli, G., see Chen, Z. 756, 780, 784–786
Consigli, G., see Dupacová, J. 607, 756, 778, 783,786, 808, 809, 881
Consigli, G., see MacLean, L.C. 785, 813
Consiglio, A. 546, 600, 633, 635, 640, 667, 679, 710, 755, 757, 759, 762, 763, 765, 766, 769, 773, 775, 802, 805, 807
Constantinides, G.M. 1035, 1095
Cooper, D., see Booth, P. 1040, 1045
Cornell, B. 1035
Correnti, S., see Mulvey, J.M. 555, 579
Cowell, F.A. 977
Cox, J. 648
Craft, T.M. 1037, 1050
Crane, D.B., see Bradley, S.P. 710, 930
Crouhy, M. 491n, 513n, 529n
Cvitanic, J. 730
Dacorogna, M., see Olsen, B.R. 784
Dahl, H. 768
Dantzig, G.B. 560, 994
Daroda, C., see Giraldi, C. 670, 671
Davis, E.P. 832
Davison, A.C. 1016
Day, C., see Haberman, S. 1032, 1036, 1047
De Giovanni, D., see Consiglio, A. 633
De Lange, P., see Gaivoronski, A.A. 598
de Lange, P.E. 598
Deelstra, G. 968
Delbaen, F. 722
Delbaen, F., see Artzner, P. 530n, 561, 575, 722, 728, 921,994, 1046
Delianedis, G. 511
Dembo, R.S. 682, 724
Dempster, M.A.H. 755, 756, 759, 760, 767, 775, 777, 778, 782–787, 801, 805, 806, 808, 810, 811, 821,909
Dempster, M.A.H., see Birge, J.R. 805
Dempster, M.A.H., see Chen, Z. 756, 780, 784–786
Dempster, M.A.H., see Consigli, G. 553, 562, 562n, 600, 671, 710, 755, 756, 760, 769, 772, 802, 804, 811, 812
Derman, E., see Black, F. 881
Dermine, J. 493n, 501n, 504, 505, 509, 513n, 514n, 516, 519, 520, 530n
Dert, C.L. 562, 600, 710, 843, 848, 857n, 995, 1031
Dert, C.L., see Boender, C.G.E. 1032
Detemple, J.B., see Bodie, Z. 967
Devolder, P. 968
Devolder, P., see Bosch-Príncep, M. 968
Diamond, D. 493n, 494, 526
Diamond, P.A. 1084, 1085, 1088, 1091, 1095–1097, 1106
Dimson, E. 847, 892, 893, 908, 934, 946, 950, 1035, 1086
Doherty, N. 578
Domínguez-Fabián, I., see Bosch-Príncep, M. 968
Donaldson, J.B., see Constantinides, G.M. 1095
Dondi, G. 977, 1032
Dondi, G., see Herzog, F. 997, 1006
Donohue, C., see Birge, J.R. 999
Dornik, J., see Hendry, D. 1014
Dowd, K. 968, 1048
Dowd, K., see Blake, D. 968
Dowd, K., see Cairns, A.J.G. 967, 968, 1001
Drijver, S.J. 1031
Drossos, E.S. 526
Dua, V., see Bemporad, A. 1006
Duffie, D. 513, 528, 549, 881, 882, 921
Dufresne, D. 1039, 1042, 1045, 1047, 1058, 1062
Dufresne, D., see Bédard, D. 1040
Dufresne, D., see Haberman, S. 1040, 1045
Dumas, B. 872
Dunbar, N. 876, 877
Dupacová, J. 603, 607, 756, 760, 778, 783, 786, 808, 809, 813, 881
Dupacová, J., see Abaffy, J. 784, 821, 881, 882
Durbin, D., see Shimpi, P.A. 578
Duval, D.B., see Yakoubov, Y.H. 802
Dybvig, P., see Diamond, D. 494
Eber, J., see Artzner, P. 921, 994
Eber, J.-M., see Artzner, P. 530n, 561, 575, 722, 728, 1046
Ederington, L.H. 1052
Edirisinghe, N.C.P. 710, 711, 713, 723, 734, 738, 747, 881
Edirisinghe, N.C.P., see Birge, J.R. 711
Edirisinghe, N.C.P., see Bychkov, M. 723
Edwards, F.R. 877
El Karoui, N. 653
El-Hassan, N. 724
Emanuel, D.C., see MacBeth, J.D. 1039
Embersit, J., see Houpt, J.V. 516
Embrechts, P. 669, 872, 881
Engle, R.F. 799
Engle, R.F., see Bollerslev, T. 799
Engwerda, J., see Roorda, B. 722
Entriken, R., see King, A.J. 944
Enz, R. 546
Erkan, H.G. 546, 581
Erkan, H.G., see Mulvey, J.M. 554, 581
Ermolieva, T. 784
Ettl, M., see Lin, G. 546
European Commission 933, 936, 937
Evans, M. 1047
EVK 967, 975
Evstigneev, I.V., see Dempster, M.A.H. 909
Exley, C.J. 1041
Ezra, D.D. 1037
Ezra, D.D., see Ambachtsheer, K.P. 832
Ezra, D.D., see Hensel, C.R. 909, 910
Fabian, I.D., see Devolder, P. 968
Fabozzi, F.J. 516, 1031n
Fabozzi, F.J., see Mulvey, J.M. 1032
Faculty and Institute of Actuaries 1033, 1041
Fama, E.F. 493n, 530
Fan, Y.-A. 919
Fan, Y.-A., see Murray, S. 919
Farin, T.A. 516
Feldstein, M. 1081, 1088, 1089, 1100, 1100n, 1101, 1102, 1104, 1105
Ferguson, R. 579
Fernholz, R. 560
Ferrari, M.J., see Torre, N.G. 715
Ferreira, F.H., see Cowell, F.A. 977
Figgis, E.L. 868
Figlewiski, S. 518n, 871, 877
Financial Stability Review 525n
Findlay, M.C., see Whitmore, G.A. 728
Fischhoff, B. 621
Fleming, J., see Dumas, B. 872
Fleming, J.P. 755
Fleten, S.-E. 915, 917
Fleten, S.-E., see de Lange, P.E. 598
Florens, D., see Boulier, J.-F. 1040
Floudas, C.A., see Maranas, C. 561, 1000
Focardi, S.M., see Fabozzi, F.J. 1031n
Fogarty, D., see Haberman, S. 1032, 1036, 1047
Follmer, H. 722
Fore, D., see Roseveare, D. 932
Foster, D.P. 736
Fourer, R. 641, 805
Franco, D. 1109
Frankfurter, G.M. 1032
Frauendorfer, K. 562, 713, 881
Freixas, X. 501n
Friedman, J., see Hamilton, W. 1099
Frino, A. 724
Froot, K.A. 500, 526n, 579
Gaivoronski, A.A. 598
Gaivoronski, A.A., see de Lange, P.E. 598
Galai, D., see Crouhy, M. 491n, 513n, 529n
Gallagher, D.R., see Frino, A. 724
Garcia, C. 1006
Gassmann, H.I. 805, 812
Gassmann, H.I., see Birge, J.R. 805
Gay, D.M., see Fourer, R. 641, 805
Geanakopolos, J. 1078, 1082, 1090, 1113
Geanakopolos, J., see Diamond, P.A. 1088, 1096, 1097
Geering, H.P., see Dondi, G. 1032
Geering, H.P., see Herzog, F. 997, 1006
Geoffrion, A.F. 546
Gerber, H.U. 967, 974
Germano, M., see Dempster, M.A.H. 755, 759, 767, 775, 777, 782–785, 787, 801, 806, 811
Gerrard, R. 1040
Geyer, A. 606, 724, 767, 843, 862, 866, 908, 938–941, 945–949, 951–953, 994, 1031n
Ghysels, E., see Andreou, E. 736
Gill, P.E. 812
Giraldi, C. 670, 671
Giraldi, C., see Susinno, G. 632
Glosten, L.R. 1014
Goetzmann, W.N. 1114
Goetzmann, W.N., see Jorion, P. 934
Goldstein, A.B. 881
Goldwyn, J.H., see Butrica, B. 1075
Golub, B. 710
Gondzio, J. 918, 1031
Goolsbee, A. 1093
Gould, G., see Mulvey, J.M. 546, 550, 564, 710, 787, 1032
Gouriéroux, C. 549, 785
Graetz, M.J., see Apfel, K.S. 1076, 1077, 1086
Grasselli, M., see Deelstra, G. 968
Grauer, R.R. 882
Greenspan, A. 902
Griffin, R.M. 868
Grinold, R.C. 735
Gronchi, S. 1109
Grosen, A. 631, 670, 697
Grosen, A., see Jensen, B. 631
Grossman, S.J. 730
Gröwe-Kuska, N., see Dupacová, I. 881
Guiso, L. 765
Gulpinar, N. 724, 737
Gunn, E.A., see Birge, J.R. 805
Haberman, S. 968, 1032, 1036, 1038–1044, 1044n, 1045–1047, 1053–1058, 1061, 1062
Haberman, S., see Booth, P. 1040, 1045
Haberman, S., see Gerrard, R. 1040
Haberman, S., see Owadally, M.I. 1040, 1041, 1045
Haberman, S., see Zimbidis, A. 1040
Hakansson, N.H. 777, 1037
Hakansson, N.H., see Grauer, R.R. 882
Haliassos, M., see Guiso, L. 765
Hall, B.H., see Berndt, E.K. 799
Hall, C.D., see Busche, K. 868
Hall, M. 525n
Hall, R.E., see Berndt, E.K. 799
Hamilton, J.D. 978, 1015
Hamilton, W. 1099
Hannan, T. 504
Hanoch, G. 905
Hansen, M. 668, 670
Hardy, M.R., see Boyle, P.P. 631, 671
Harker, P.T. xi, 665
Hastings, N., see Evans, M. 1047
Hausch, D.B. 868, 869
Hausch, D.B., see Ziemba, W.T. 868, 869
Hausman, J.A., see Berndt, E.K. 799
Hawawini, G.A., see Cohen, K.J. 736
Heath, D. 881
Heath, D., see Artzner, P. 530n, 561, 575, 722, 728, 921,994, 1046
Heatter, C.E., see MacBeth, J.D. 1039
Heemskerk, F., see Boender, C.G.E. 995, 1014, 1032
Heitsch, H. 881
Helbling, C., see Shimpi, P.A. 578
Hendry, D. 1014
Henriques, D.B. 917
Hensel, C.R. 909, 910, 935
Herold, W., see Geyer, A. 606, 724, 767, 843, 938, 994, 1031n
Herzog, F. 997, 1006
Herzog, F., see Dondi, G. 1032
Heyde, C.C. 882
Hicks-Pedron, N., see Chen, Z. 756, 780, 784–786
Hill, J.M., see Frankfurter, G.M. 1032
Hilli, P. 812, 1031
Hillion, P., see Dermine, J. 505, 509
Hilton, S., see Drossos, E.S. 526
Hinkley, D.V., see Davison, A.C. 1016
Hochreiter, R. 641, 881, 882
Hodges, S.H., see Tompkins, R.G. 868, 870, 871, 1095
Hodrick, R. 784
Hoek, H., see Boender, C.G.E. 1032
Holmer, M., see Golub, B. 710
Holmer, M.R. 671,681,710
Holmes, D., see Birge, J.R. 999
Holzmann, R. 1100, 1106, 1111, 1112
Hood, L.R., see Brinson, B. 909
Hood, L.R., see Brinson, G.P. 571, 1035
Houpt, J.V. 516
Høyland, K. 546, 549, 555, 562, 598, 599, 606–608, 618, 619, 671, 710, 737, 778, 882
Høyland, K., see Fleten, S.-E. 915, 917
Høyland, K., see Gaivoronski, A.A. 598
Hribar, M.E., see Byrd, R.H. 812
Huang, C., see Cox, J. 648
Huang, S., see Boulier, J.-F. 967
Huber, G.P. 621
Hutchison, D. 521n
Ibbotson, R.G. 1035
Ibbotson Associates 897
Ilkiw, J.H., see Hensel, C.R. 909, 910
Inada, K. 647
Infanger, G., see Dantzig, G.B. 560, 994
Jackson, P. 513n
Jackwerth, J.C. 606, 607, 867, 872
Jacobs, B.I. 720
Jaganathan, R., see Glosten, L.R. 1014
James, C., see Zaik, E. 510
James, D., see Booth, P. 1040, 1045
Jamshidian, F. 881
Jansen, R. 724
Japelli, T., see Guiso, L. 765
Jarrow, R.A. 521n, 522n, 722, 881
Jarrow, R.A., see Heath, D. 881
Jeanblanc-Picque, M., see El Karoui, N. 653
Jensen, B. 631
Ji, X.D., see Yu, L.Y. 738
Jobst, N.J. 776, 813, 882
Johnson, N.L. 1047
Johnson, R.W., see Butrica, B. 1075
Jonas, C.L., see Fabozzi, F.J. 1031n
Jørgensen, P.L., see Jensen, B. 631
Jørgensen, P.L., see Grosen, A. 631, 670, 697
Jorion, P. 528, 606, 876, 877, 881, 921, 934, 1059
Josa-Fombellida, R. 968, 1040
Kahneman, D. 755, 868, 869
Kall, P. 595, 994, 999
Kallberg, J.G. 596, 633, 777, 796, 896, 906, 918, 943–945, 950, 1050
Kang, P. 677
Kantor, C., see Uyemura, D. 579
Kaplan, P.D., see Ibbotson, R.G. 1035
Kaplan, S. 512
Karatzas, I. 647–649, 653, 754, 755, 770
Karatzas, I., see Cvitanic, J. 730
Karl, K., see Enz, R. 546
Karolyi, G.A., see Chan, K.C. 881
Kat, H.M. 669
Kaufman, A. 555, 562
Kaut, M., see Høyland, K. 607, 619, 882
Kay, J. 530
Kealhofer, S. 513
Keefer, D.L. 882
Keim, D.B. 715, 902, 919, 934
Kelling, G., see Zaik, E. 510, 578
Kent, T., see Cariño, D.R. 710, 769, 775, 782, 843, 918, 919, 925, 938, 993, 1031n, 1047n
Kernighan, B.W., see Fourer, R. 641, 805
Keynes, J.M. 902
Khorasanee, Z., see Haberman, S. 1032, 1036, 1047
Kim, K., see Lin, G. 546
King, A.J. 633, 768, 944
King, A.J., see Birge, J.R. 805
King, A.J., see Dembo, R.S. 724
King, A.J., see Pennanen, T. 768, 769
Kingsland, L. 836, 881, 967, 1032
Klein, M.A. 501
Klein Haneveld, W.K., see Drijver, S.J. 1031
KMV 513
Kobayashi, K., see Konno, H. 709
Koehl, P.-F., see Deelstra, G. 968
Kofman, P., see El-Hassan, N. 724
Kogelman, S., see Leibowitz, M.L. 1047
Koivu, M. 892, 901, 935, 995, 1014
Koivu, M., see Hilli, P. 812, 1031
Koivu, M., see King, A.J. 633
Koivu, M., see Pennanen, T. 881
Koller, M. 974
Konishi, A., see Fabozzi, F.J. 516
Konno, H. 709, 774, 1000
Kontriner, K., see Geyer, A. 606, 724, 767, 843, 938, 994, 1031n
Korf, L., see King, A.J. 768
Korn, R. 647
Kotlikoff, L.J. 1084, 1085, 1099
Kotz, S., see Johnson, N.L. 1047
Kouvaritakis, B. 1006
Kouwenberg, R.R.P. 600, 635, 737, 843, 857n, 879, 881, 882, 1031
Kouwenberg, R.R.P., see Gondzio, J. 918, 1031
Krishnan, R., see Geoffrion, A.F. 546
Kristof, K.M., see Hamilton, W. 1099
Krokhma, P. 921
Kroner, K.F., see Clifford, S.W. 935
Kroner, K.F., see Engle, R.F. 799
Krugman, P. 1082
Kusy, M.I. 562, 710, 769, 775, 918, 930, 938, 943, 968, 994, 1047n
Kyriakis, T., see Pirbhai, M. 756, 759, 806
Lagnado, R., see Brennan, M.J. 968, 1001
Lakner, P., see Karatzas, I. 648, 653
Lakonishok, J. 910
Larrain, B.F., see Sachs, D.J. 784
Lasdon, L. 578
Laster, D. 546
Laster, D., see Shimpi, P.A. 578
Le Fur, Y., see Solnik, B. 947
Ledoit, O. 736
Legros, F. 1107
Lehmann, B.N., see Blake, D. 910, 1035
Lehoczky, J.P., see Karatzas, I. 648, 653, 754, 755, 770
Leibfritz, W., see Roseveare, D. 932
Leibowitz, M.L. 1047
Leistikow, D., see Ferguson, R. 579
Leland, J. 1075
Levy, H., see Hanoch, G. 905
Levy, K.N., see Jacobs, B.I. 720
Lin, G. 546
Litchfield, J.A., see Cowell, F.A. 977
Lo, A. 902
Lo, A., see Campbell, J.Y. 785
Lo, V., see Hausch, D.B. 868
Loeb, T.F. 715
Loenig, L., see Lin, G. 546
Logan, D. 1048
Longin, F. 518n
Longstaff, F., see Chan, K.C. 881
Lord Rothschild 868
Louveaux, F. 994
Louveaux, F., see Birge, J.R. 559, 560, 562n, 595, 711, 760, 881
Lowe, S.P. 545, 546, 555, 562, 564
Luenberger, D.G. 994
Lummis, J., see Mulvey, J.M. 555, 579
MacAulay, F.R. 520
MacBeth, J.D. 1039
MacKellar, L., see Ermolieva, T. 784
MacKinlay, A.C., see Campbell, J.Y. 785
MacLean, L.C. 770, 777, 785, 813, 865, 866, 876, 904
Madey, R.E., see Mulvey, J.M. 968
Madhavan, A., see Keim, D.B. 715
Madsen, C., see Berger, A. 546, 549, 564
Maier, S.F., see Cohen, K.J. 736
Malkiel, B.G. 623n
Mandl, P. 1040
Mango, D. 561
Maranas, C. 561, 1000
Marciano, A.M., see Asay, M.R. 678
Mark, M., see Crouhy, M. 491n, 513n, 529n
Mark, R., see Crouhy, M. 513n
Markowitz, B.G., see Goldstein, A.B. 881
Markowitz, H.M. xi, 527, 528, 595, 709, 722, 724, 728, 754, 768, 882
Marsh, P.R., see Dimson, E. 847, 892, 893, 908, 934, 946, 950, 1035, 1086
Marshall, J.M., see Krugman, P. 1082
Massiah, E., see Bos, E. 932
Matten, C. 578
Mazurová, L., see Mandl, P. 1040
McAndrews, J.C. 526
McEnally, R.W., see Chambers, D.M. 520
McGlothlin, W.H. 868
McIntyre, T., see Burket, J. 555, 562, 564
McKendall, R., see Golub, B. 710
McWhirter, M., see Haberman, S. 1032, 1036, 1047
Medova, E.A., see Dempster, M.A.H. 755, 759, 767, 775, 777, 782–785, 787, 801, 806, 811
Meeraus, A., see Dahl, H. 768
Megaloudi, C., see Haberman, S. 1040, 1045
Mehra, R. 847
Mehra, R., see Constantinides, G.M. 1095
Mehta, S.J.B., see Exley, C.J. 1041
Meindl, P.J. 1006
Menoncin, F., see Battocchio, P. 967, 968
Merton, R.C. 513, 526, 530, 530n, 648, 736, 754, 755, 770, 791, 902, 909, 967, 997, 1000, 1039
Messina, E. 805
Meyers, D.H., see Cariño, D.R. 843
Meyers, S.C., see Brealey, R.A. 509, 526
Michaud, R.O. 1050
Michel, S., see Boulier, J.-F. 1040
Milevsky, M.A., see Charupat, N. 968
Miller, M., see Modigliani, F. 508, 511
Miltersen, K.R. 631, 671
Miltersen, K.R., see Hansen, M. 668, 670
Mitchell, J., see Rush, R. 553
Mitchell, O.S. 1089
Mitchell, O.S., see Geanakopolos, J. 1078, 1082, 1090
Mitra, G., see Messina, E. 805
Mitra, G., see Pirbhai, M. 756, 759, 806
Mitra, G., see Valente, P. 763, 805
Modigliani, F. 508, 511, 832
Monfort, A., see Gouriéroux, C. 549, 785
Monti, M. 501
Moon, M., see Clark, R.L. 977
Morari, M., see Bemporad, A. 1006
Morari, M., see Garcia, C. 1006
Morgan, C., see Mulvey, J.M. 546, 550, 564, 710, 787, 1032
Morgenstern, O., see von Neumann, J. 722
Moriggia, V., see Abaffy, J. 784, 821, 881, 882
Moriggia, V., see Dupacová, J. 813
Morin, F., see Mulvey, J.M. 737, 738, 756, 767, 786
Morton, D., see Heath, D. 881
Mossin, J. 1037
Muller, U., see Olsen, B.R. 784
Mulvey, J.M. 546, 549, 550, 554, 555, 559, 560, 564, 579, 581, 605, 671, 682, 710, 737, 738, 754, 756, 760, 767, 768, 782–787, 821, 881, 882, 968, 993, 994, 1031, 1032
Mulvey, J.M., see Berger, A.J. 545, 754–756, 759, 762, 766, 769, 999
Mulvey, J.M., see Mango, D. 561
Mulvey, J.M., see Maranas, C. 561, 1000
Mulvey, J.M., see Rush, R. 553
Mulvey, J.M., see Ziemba, W.T. xii, 562n, 635, 710, 711, 765, 903, 904, 909, 919, 920, 938, 968, 994
Munnell, A.H. 1076
Muralidhar, A.S. 832
Muralidhar, A.S., see Modigliani, F. 832
Murray, S. 919
Murray, W., see Gill, P.E. 812
Myers, D.H., see Cariño, D.R. 546, 562, 710, 735, 769, 775, 782, 882, 918, 919, 925, 938, 993, 1031n, 1047n
Naccarato, B., see Lin, G. 546
Naik, V., see Edirisinghe, N.C.P. 710
Nash, N., see Haberman, S. 1032, 1036, 1047
Nataraj, S. 1085
Nelson, D.B., see Bollerslev, T. 799
Nelson, D.B., see Foster, D.P. 736
Neto de Carvalho, C., see Dermine, J. 513n
Neven, D., see Dermine, J. 493n
Ngwira, B., see Haberman, S. 1032, 1036, 1047
Nicholas, J.G. 720
Nielsen, S. 710
Nijman, T. 1037n
Nish, K., see Berger, A. 545
Nisticò, S., see Gronchi, S. 1109
Nocedal, J., see Byrd, R.H. 812
NZZ 970
Oberuc, R.E. 1015
O’Brien, J. 521n
O’Brien, T. 967
OECD 971, 1073, 1074, 1080, 1083, 1088
Ogryczak, W. 723, 727, 774
Oldenkamp, B., see Boender, C.G.E. 843, 858
Oldfield, G.S. 526n
Olsen, B.R. 784
Orphanides, A., see O’Brien, J. 521n
Orszag, P.R. 1088
Orszag, P.R., see Diamond, P.A. 1091, 1095, 1096
Oshio, T. 1085
Otruba, S., see Bodie, Z. 967
Owadally, I., see Haberman, S. 1040, 1041
Owadally, M.I. 1040, 1041, 1045
Palin, J., see Ralfe, J. 1043
Palmer, E. 1105, 1110–1112
Palmer, E., see Holzmann, R. 1106, 1112
Pan, J., see Duffie, D. 528, 881, 921
Panel on the Privatization of Social Security 1080
Parija, R., see King, A.J. 944
Parker, G., see Cairns, A.J.G. 1040, 1045, 1047
Patterson, E.I., see Edirisinghe, N.C.P. 711, 734, 738
Pauling, W.R., see Mulvey, J.M. 579, 737, 738, 756, 767, 786, 968, 1031, 1032
Peacock, B., see Evans, M. 1047
Pennachhi, G., see Hutchison, D. 521n
Pennanen, T. 768, 769, 881
Pennanen, T., see Hilli, P. 812, 1031
Pennanen, T., see King, A.J. 633
Pennanen, T., see Koivu, M. 892, 901, 935, 995, 1014
Perold, A., see Markowitz, H.M. 882
Perold, A., see Merton, R. 526, 530n
Perold, A.F. 530n, 563, 876
Perraudin, W., see Jackson, P. 513n
Persson, S., see Miltersen, K.R. 631, 671
Pettit, J., see Uyemura, D. 579
Pflug, G.C. 641, 738, 756, 769, 786, 801, 806, 808–810, 881
Pflug, G.C., see Hochreiter, R. 641, 881, 882
Pictet, O., see Olsen, B.R. 784
Pirbhai, M. 756, 759, 806
Pistikoulos, E.N., see Bemporad, A. 1006
Pittau, M.G. 977
Platt, R.B. 516, 518
Pliska, S. 648
Pohlman, L., see Golub, B. 710
Poojari, C.A., see Valente, P. 805
Porter, E., see Rich, M. 1077
Poterba, J.M. 1075, 1076, 1101
Potter, S.M., see McAndrews, J.C. 526
Prett, D., see Garcia, C. 1006
Primbs, J.A., see Meindl, P.J. 1006
Purcal, S. 754,755, 770,812
Quinn, J.F., see Clark, R.L. 977
Rachev, S. 877
Rahl, L. 604
Rajan, R. 494
Ralfe, J. 1043
Ranguelova, E., see Feldstein, M. 1100n, 1101
Ranne, A., see Hilli, P. 812, 1031
Ranne, A., see Koivu, M. 995, 1014
Rauh, J., see Poterba, J. 1075, 1076
Rebonato, R. 522n
Reichlin, A. 968
Renault, E., see Gouriéroux, C. 549, 785
Reno, V. 1076
Resnick, S., see Embrechts, P. 872
Rich, M. 1077
Riepe, M., see Kahneman, D. 755
Rincón-Zapatero, J.P., see Josa-Fombellida, R. 968, 1040
Rochet, J.C., see Freixas, X. 501n
Rockafellar, R.T. 560, 561, 723, 728, 812, 813, 922, 943, 998, 999
Rodriguez, J., see Campbell, J.Y. 997
Roll, R. 724
Romeijn, H.E., see Boender, C.G.E. 839, 843
Romeijn, H.E., see Bogentoft, E. 968, 1031, 1046
Römisch, W.H. 809
Römisch, W.H., see Dupacová, I. 881
Römisch, W.H., see Heitsch, H. 881
Roorda, B. 722
Rosen, D. 498, 530n, 903
Rosen, D., see Dembo, R.S. 682
Rosenbaum, D.E., see Toner, R. 1073
Rosenbaum, D.P., see Mulvey, J.M. 549, 738, 785
Roseveare, D. 932
Ross, M.D. 669, 680
Rubinstein, M., see Jackwerth, J.C. 606, 607, 867, 872
Rudolf, M. 755, 843, 904, 990, 991, 994, 1032, 1039, 1040
Rufibach, K. 974, 975
Runkle, D.E., see Glosten, L.R. 1014
Rush, R. 553
Russell, J.R., see Bai, X. 736
Rustem, B., see Gulpinar, N. 724, 737
Ruszczynski, A. 634
Ruszczynski, A., see Berger, A. 999
Ruszczynski, A., see Ogryczak, W. 723, 727, 774
Ryan, T., see Kaufman, A. 555, 562
Sachs, D.J. 784
Salo, A.A., see Bunn, D.W. 839
Samovodmitsky, G., see Embrechts, P. 872
Samuelson, P.A. 507, 508, 536, 1082, 1101
Samwick, A., see Feldstein, M. 1088, 1089
Sanders, A.B., see Chan, K.C. 881
Santa-Clara, P., see Delianedis, G. 511
Santomero, A.M. 500, 501n, 513n, 526n
Santomero, A.M., see Allen, F. 494
Santomero, A.M., see Oldfield, G.S. 526n
Sartor, N., see Franco, D. 1109
Saunders, A. 494, 513n
Saunders, D., see Consiglio, A. 635, 679
Saunders, M.A., see Gill, P.E. 812
Scaillet, O., see Battocchio, P. 968
Schenk-Hoppé, K.R., see Dempster, M.A.H. 909
Schied, A., see Follmer, H. 722
Schiller, R., see Campbell, J.Y. 1014
Schleifer, A., see Lakonishok, J. 910
Scholes, M. 736
Scholes, M., see Black, F. 632, 871
Schumacher, H., see Roorda, B. 722
Schuman, L.M., see Dondi, G. 1032
Schumann, L.M., see Herzog, F. 997, 1006
Schurle, M., see Frauendorfer, K. 562
Schüttel, M., see Rufibach, K. 974, 975
Schwartz, E.S., see Boyle, P.P. 631, 670
Schwartz, E.S., see Brennan, M.J. 631, 660, 670, 671, 784, 785, 792, 904, 968, 1001
Schwartz, R.A., see Cohen, K.J. 736
Schwartz, S.L., see Ziemba, W.T. 878, 884
Scott, G.E., see Dempster, M.A.H. 756, 778, 805, 808, 810, 821
Secretary of State for Work and Pensions 1059
Sen, S., see Casey, M.S. 881
Sethi, S.P. 812
Settergren, R., see Gulpinar, N. 724, 737
Shanno, D.F., see Benson, H.Y. 812
Shanno, D.F., see Vanderbei, R.J. 812
Shapiro, A., see Ruszczynski, A. 634
Shapiro, J.F. 882
Sharpe, W.F. 736, 766, 843, 1037–1039
Sharpe, W.F., see Perold, A.F. 563
Shaw, J. 874
Shay, B., see Fernholz, R. 560
Shetty, B., see Mulvey, J.M. 549, 738, 785, 968, 994
Shiller, R.J. 891, 896, 935, 1114
Shiller, R.J., see Campbell, J.Y. 891, 935
Shilling, J.D., see Chun, G.H. 1037
Shimko, D. 513n
Shimpi, P.A. 578
Shoven, J.B. 1078, 1079
Shoven, J.B., see Nataraj, S. 1085
Shreve, S.E., see Karatzas, I. 648, 653, 754, 755, 770
Siegel, J.J. 848, 892, 894, 898, 899, 934, 935, 1035, 1090, 1094
Siegel, L.B., see Clifford, S.W. 935
Siegmann, A.H. 843
Siglienti, S. 632, 671, 687
Simonovits, A. 967, 977
Simsek, K.D., see Mulvey, J.M. 579, 994, 1031, 1032
Singer, B.D., see Brinson, G.P. 909, 1035
Singleton, K., see Duffie, D. 513, 549, 882
Slavov, S.N., see Shoven, J.B. 1078, 1079
Small, D., see O’Brien, J. 521n
Smeeding, T.M., see Clark, R.L. 977
Smetters, K., see Kotlikoff, L.J. 1084, 1085
Smith, A.D., see Exley, C.J. 1041
Smith, E.L. 893
Smith, J.E. 882
Snyder, W.W. 868
Solnik, B. 947
Sonlin, S., see Burket, J. 555, 562, 564
Sortino, F.A. 842
Speed, C., see Ralfe, J. 1043
Stacy, C., see Cariño, D.R. 546, 562, 710, 769, 775, 782, 843, 918, 919, 925, 938, 993, 1031n, 1047n
Stamegna, G., see Giraldi, C. 670, 671
Stanard, J., see Lowe, S.P. 545, 546, 555, 562, 564
Staunton, M., see Dimson, E. 847, 892, 893, 908, 934, 946, 950, 1035, 1086
Steehouwer, H.S. 839, 840
Stein, J.C. 573
Stein, J.C., see Froot, K.A. 500, 526n, 579
Stein, J.C., see Kaplan, S. 512
Stein, J.L., see Fleming, J.P. 755
Steinbach, M.C. 724
Stiglitz, J. 493
Stigum, M. 516
Stone, D. 884
Stoughton, N.M. 530n
Stulz, R. 681, 902
Sung, J.-H., see Haberman, S. 968
Susinno, G. 632
Susinno, G., see Giraldi, C. 670, 671
Sutcliffe, C.M.S. 1039, 1043
Sutcliffe, C.M.S., see Board, J.L.G. 910, 1050
Svintsitski, O., see Birge, J.R. 999
Swensen, D.W. 897, 935
Swinkels, L., see Nijman, T. 1037n
Sylvanus, M., see Cariño, D.R. 546, 562, 710, 769, 775, 782, 843, 918, 919, 925, 938, 993, 1031n, 1047n
Tanner, M., see Krugman, P. 1082
Taylor, G. 968
Teeger, M.H., see Yakoubov, Y.H. 802
Tepper, I. 1032
Thaillard, G., see Boulier, J.-F. 967
Thaler, R.H. 868, 869
Thaler, R.H., see Bernartzi, S. 1091
The Economist 1083, 1084
Thisse, J., see Dermine, J. 493n
Thompson, G.L., see Sethi, S.P. 812
Thompson, G.W.P., see Dempster, M.A.H. 756, 778, 805, 808, 810, 821
Thorlacius, A.E., see Mulvey, J.M. 549, 671, 682, 768, 782, 784, 785, 881, 1032
Thorlacius, A.E., see Laster, D. 546
Thornton, P.N. 1033
Thorp, E.O. 777, 866, 874, 904
Thorp, E.O., see Shaw, J. 874
Tiao, G.C., see Bai, X. 736
Timmermann, A., see Blake, D. 910, 1035
Tint, L.G., see Sharpe, W.F. 843, 1037–1039
Tompkins, R.G. 868, 870, 871, 1095
Toner, R. 1073
Torre, N.G. 715
Toy, W., see Black, F. 881
Trussant, E., see Boulier, J.-F. 1040
Tsachouridis, V., see Kouvaritakis, B. 1006
Turnbull, S.M. 530n
Turner, A.L., see Cariño, D.R. 546, 562, 710, 769, 775, 782, 843, 911–916, 918, 919, 925, 938, 993, 1031n, 1047n
Tversky, A., see Kahneman, D. 868, 869
Universities Superannuation Scheme 1049, 1052, 1053
Uppal, R., see Edirisinghe, N.C.P. 710
Ural, C., see Mulvey, J.M. 560
Uryasev, S., see Bogentoft, E. 968, 1031, 1046
Uryasev, S., see Chekhlov, S. 730
Uryasev, S., see Krokhma, P. 921
Uryasev, S., see Rockafellar, R.T. 561, 723, 728, 813, 998
Uyemura, D. 579
Valdés-Prieto, S. 1093
Valente, P. 763, 805
Van Aalst, P.C., see Boender, C.G.E. 1032
van der Aalst, P., see Boender, C.G.E. 995, 1014
van der Meer, R., see Sortino, F.A. 842
van der Vlerk, M.H. 711
Van Der Vlerk, M.H., see Drijver, S.J. 1031
van Deventer, D.R., see Jarrow, R.A. 521n, 881
van Dijk, E., see Markowitz, H. 595
van Dijk, R., see Jansen, R. 724
van Slyke, R. 999
Vandenberghe, L., see Boyd, S. 1005
Vanderbei, R.J. 812
Vanderbei, R.J., see Benson, H.Y. 812
Vasicek, O.A. 784, 821,881
Vassiadou-Zeniou, C., see Worzel, K. 562
Vassilou, M., see Hodrick, R. 784
Venti, S., see Poterba, J. 1075, 1076
Viceira, L.M., see Campbell, J.Y. 904, 968, 977, 997, 1001, 1037
Vickers, J., see Kay, J. 530
Vickson, R.G., see Ziemba, W.T. xi, 710
Vigna, E., see Haberman, S. 968
Villaverde, M. 769, 775–777, 802, 811
Villaverde, M., see Dempster, M.A.H. 755, 759, 767, 775, 777, 782–785, 787, 801, 806, 811
Vishny, R., see Lakonishok, J. 910
Vitale, P. 784
Vladimirou, H., see Mulvey, J.M. 710, 882
Vock, M., see Rufibach, K. 974, 975
von Neumann, J. 722
Vos, M., see Boender, C.G.E. 843, 858, 1032
Vu, M.T., see Bos, E. 932
Wallace, S.W. xii, 634, 756, 804, 805, 843, 859, 881,904,918
Wallace, S.W., see Birge, J.R. 805
Wallace, S.W., see Dupacová, J. 607, 756, 778, 783, 786, 808, 809, 881
Wallace, S.W., see Fleten, S.-E. 915, 917
Wallace, S.W., see Høyland, K. 549, 598, 599, 606–608, 618, 619, 737, 778, 882
Wallace, S.W., see Kall, P. 595, 994, 999
Walliser, J., see Kotlikoff, L.J. 1084, 1085
Walter, I., see Saunders, A. 494
Walter, J., see Zaik, E. 510, 578
Walter, S., see Bodie, Z. 967
Wang, S.Y., see Yu, L.Y. 738
Warachka, M. 723
Waring, M.B. 1037n
Wasow, B., see Anrig Jr., G. 1091
Wasserfallen, T., see Rufibach, K. 974, 975
Watanabe, K., see Cariño, D.R. 546, 562, 710, 769, 775, 782, 843, 918, 919, 925, 938, 993, 1031n, 1047n
Waters, H.R., see Wilkie, A.D. 631
Weiss, A., see Stiglitz, J. 493
Westlund, A., see Ermolieva, T. 784
Wets, R.J.-B., see Birge, J.R. 881
Wets, R.J.-B., see Rockafellar, R.T. 560, 812, 999
Wets, R.J.-B., see van Slyke, R. 999
Whaley, R.E., see Dumas, B. 872
Whitcomb, D.K., see Cohen, K.J. 736
White, R., see Kallberg, J.G. 918
Whitmore, G.A. 728
Wijayanayake, A., see Konno, H. 1000
Wilgoren, J., see Leland, J. 1075
Wilke, C.B., see Börsch-Supan, A.H. 1073
Wilkie, A.D. 549, 631, 635, 682, 782, 784, 801, 995
Willemain, T., see Rush, R. 553
Williams, J., see Scholes, M. 736
Wilson, A.F., see Thornton, P.N. 1033
Winkelvoss, H.E. 836, 881, 967
Wise, D., see Poterba, J. 1075, 1076
Wisnia, V., see Boulier, J.-F. 1040
Wolf, M., see Ledoit, O. 736
Wong, L.Y.P., see Haberman, S. 1040, 1045
Worzel, K. 562
Wright, I.D. 1032
Wright, I.D., see Haberman, S. 1032, 1036, 1047
Wright, S.E., see King, A.J. 944
Wurzel, E., see Roseveare, D. 932
Yakoubov, Y.H. 802
Yakoubov, Y.H., see Haberman, S. 1032, 1036, 1047
Yamazaki, H., see Konno, H. 709, 774
Yang, S.Y., see Wilkie, A.D. 631
Yang, T. 1038
Yao, D., see Lin, G. 546
Ye, Y., see Andersen, E.D. 812
Yu, L.Y. 738
Zabarankin, M., see Chekhlov, S. 730
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Zaik, E. 510, 578
Zechner, J., see Stoughton, N.M. 530n
Zeldes, S.P., see Geanakopolos, J. 1078, 1082, 1090, 1113
Zeldes, S.P., see Mitchell, O.S. 1089
Zelli, R., see Pittau, M.G. 977
Zenios, S.A. xi, 560–562, 710, 711, 774, 775, 803, 821, 968
Zenios, S.A., see Censor, Y. 671
Zenios, S.A., see Consiglio, A. 546, 600, 633, 635, 640, 667, 679, 710, 755, 757, 759, 762, 763, 765, 766, 769, 773, 775, 802, 805, 807
Zenios, S.A., see Dahl, H. 768
Zenios, S.A., see Golub, B. 710
Zenios, S.A., see Harker, P.T. xi, 665
Zenios, S.A., see Holmer, M.R. 671, 681, 710
Zenios, S.A., see Jobst, N.J. 776, 813, 882
Zenios, S.A., see Kang, P. 677
Zenios, S.A., see Kouwenberg, R.R.P. 600, 635, 881
Zenios, S.A., see Nielsen, S. 710
Zenios, S.A., see Rosen, D. 498, 530n, 903
Zenios, S.A., see Worzel, K. 562
Zerbs, M., see Dembo, R.S. 682
Zhang, X., see Edirisinghe, N.C.P. 747
Zhang, Z., see Mulvey, J.M. 560, 1032
Zhao, Y. 722
Zhao, Y., see MacLean, L.C. 770
Zhao, Y., see Warachka, M. 723
Zhou, G. 784
Zhou, Z., see Grossman, S.J. 730
Zhu, Y., see Jamshidian, F. 881
Ziemba, R.E.S. 877–879, 935, 1090, 1095
Ziemba, W.T. xii, 562n, 635, 710, 711, 754–756, 759, 765, 767, 770, 775, 776, 784, 792, 795, 796, 804, 808, 809, 812, 821, 843, 868, 869, 873–875, 877, 878, 884, 886, 892, 903, 904, 909, 919, 920, 935, 938, 967, 968, 970, 993, 994, 997, 1014, 1031n, 1032, 1075, 1090, 1095
Ziemba, W.T., see Berge, K. 886, 935
Ziemba, W.T., see Birge, J.R. 711
Ziemba, W.T., see Cariño, D.R. 546, 555, 562, 600, 671, 710, 735, 769, 775, 782, 843, 882, 918, 919, 922, 924–930, 938, 943, 968, 993, 1031n, 1047n
Ziemba, W.T., see Chopra, V.K. 603, 906, 907, 950, 1050
Ziemba, W.T., see Edirishinghe, N.C.P. 713, 881
Ziemba, W.T., see Geyer, A. 606, 724, 767, 843, 862, 866, 908, 938–941, 945–949, 951–953, 994, 1031n
Ziemba, W.T., see Hausch, D.B. 868, 869
Ziemba, W.T., see Hensel, C.R. 935
Ziemba, W.T., see Kallberg, J.G. 596, 633, 777, 796, 896, 906, 918, 943–945, 950, 1050
Ziemba, W.T., see Keim, D.B. 902, 919, 934
Ziemba, W.T., see Koivu, M. 892, 901, 935
Ziemba, W.T., see Kusy, M.I. 562, 710, 769, 775, 918, 930, 938, 943, 968, 994, 1047n
Ziemba, W.T., see MacLean, L.C. 770, 777, 785, 813, 865, 866, 876, 904
Ziemba, W.T., see Mulvey, J.M. 754, 760
Ziemba, W.T., see Rockafellar, T. 922, 943
Ziemba, W.T., see Rudolf, M. 755, 843, 904, 990, 991, 994, 1032, 1039, 1040
Ziemba, W.T., see Shaw, J. 874
Ziemba, W.T., see Stone, D. 884
Ziemba, W.T., see Thaler, R.H. 868, 869
Ziemba, W.T., see Tompkins, R.G. 868, 870, 871, 1095
Ziemba, W.T., see Wallace, S.W. xii, 634, 756, 804, 805, 843, 859, 881, 904, 918
Ziemba, W.T., see Warachka, M. 723
Ziemba, W.T., see Zhao, Y. 722
Ziemba, W.T., see Ziemba, R.E.S. 877–879, 935, 1090, 1095
Zimbidis, A. 1040
Zrazhevsky, G., see Krokhma, P. 921
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