The post below got me wasting time thinking about Asmodean again and I remembered that Lanfear had shielded him. If the shield goes away when the person who placed it dies, then we know that Lanfear was alive when Asmodean was killed because (a) he would have felt the shield was gone and (b) he would likely have been able to defend himself.

I'm staking my claim, irrevocably, on Lanfear. She had wishes to burn and an axe to grind - Asmodean had taught Rand too much and too well, and she probably blamed him for her failure to destroy Rand just before getting pushed through that door. Her anger was up. She had promised to kill him. She could have somehow magically appeared, straight from Helsinki, and balefired him into vapor. She knew where he was, she knew who he was, she knew he was shielded and she wanted him dead very, very badly.

If anyone else wants to go on the record, feel free.