… Golub and Tilman [1997a] discuss a way to measure historical plausibility of hypothetical …
using orthogonal factors different from principal components (Golub and Tilman [1997a]). …

… In this important and compelling book, Tilman and Jacoby provide a comprehensive
theory of agility and a practical guide to developing and leading agile organizations.” …

RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS" Golub-Tilman will, I
believe, become an absolutely essential reference text for fixed income portfolio managers, …

… Tilman is President of LM Tilman & Co., a strategic advisory firm that serves governments,
financial institutions, corporations, and institutional investors worldwide. LM Tilman & Co. …

Assumptions regarding long‐term expected returns have significant implications for asset/liability
management of financial institutions. This article questions the validity of common …

Value‐at‐Risk (VaR) has become a mainstream risk management technique employed by a
large proportion of financial institutions. There exists a substantial amount of research …

The human mind can imagine all sorts of unusual interest rate shocks, and considerable
time and resources may be spent on investigating the sensitivity of portfolios to these interest …

This second installment of commentary regarding recent financial crises discusses market
dislocations over the past year (the first installment focused on market conditions surrounding …

… 2000) was used to predict, via stochastic simulations, that the probability of invasion by a
novel species would decline sharply with increasing numbers of resident species (Tilman 2004)…

… Tilman has a number of publications on mathematical modeling and expert systems. Several
of his works were presented at the international conferences on modeling and decision …