Advances in the Practice of Public Investment Management Portfolio Modelling, Performance Attribution and Governance /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Bulusu, Narayan (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Coche, Joachim (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Reveiz, Alejandro (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Rivadeneyra, Francisco (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Sahakyan, Vahe (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Yanou, Ghislain (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2018.
• Έκδοση: 1st ed. 2018.
• Θέματα: Investment banking.; Securities.; Personal finance.; Pension plans.; Investments and Securities.; Personal Finance/Wealth Management/Pension Planning.

This book covers the latest advances in the theory and practice of public investment management. It includes the most up-to-date developments in the implementation of public asset management - including multiple contributions on portfolio allocation in varying interest-rate and credit-risk environme...

Πίνακας περιεχομένων:

• Part I Foreign Reserves Management Strategies: Implementation, Performance and Governance
• 1. Hedging Potential Liabilities of Foreign Reserves Through Asset Allocation
• 2. Setting the Appropriate Mix Between Active and Passive Management in the Investment Tranche of a Foreign Reserves Portfolio
• 3. A New Fixed-Income Fund Performance Attribution Model: An Application to ECB Reserve Management
• 4. Sovereign Wealth Fund Investment Performance, Strategic Asset Allocation, and Funding Withdrawal Rules
• Part II Asset Allocation and Interest Rate & Credit Risk Environment
• 5. A Macro-Based Process for Actively Managing Sovereign Bond Exposures
• 6. Carry on?
• 7. Short-Term Drivers of Sovereign CDS Spreads
• 8. Long-Term Expected Credit Spreads and Excess Returns
• Part III Portfolio Construction
• 9. Regime Identification for Sovereign Bond Portfolio Construction
• 10. Benchmark-Relative and Absolute-Return Are the Same Thing: Conditions Apply
• 11. Factors and Sectors in Asset Allocation: Stronger Together?
• Part IV Asset Classes for Public Investors
• 12. The Impact of Benchmark Investing by Institutional Investors on International Capital Allocations
• 13. Equity Markets Integration and Active Portfolio Management
• 14. Government Bond Clienteles and Yields.