John Mulvey is a Professor of Operations Research and Financial Engineering at Princeton University. His specialty is strategic financial planning and dynamic optimization. He has implemented financial risk management systems for many companies, including Pacific Mutual, American Express, Towers Perrin, Merrill Lynch, American Re-Insurance, Siemens, and Lattice Financial.
Worldwide Asset and Liability Modeling, Cambridge Univ. Press, 1998
Financial Engineering, AOR, co-editor, 1994
Note: Thanks are in order to Ron Madey at Towers Perrin for initial discussions regarding the investment ...