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Advances in the practice of public i...

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Advances in the practice of public investment management = portfolio modelling, performance attribution and governance /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Advances in the practice of public investment management/ edited by Narayan Bulusu ... [et al.].
其他題名:	portfolio modelling, performance attribution and governance /
其他作者:	Bulusu, Narayan.
出版者:	Cham :Springer International Publishing : : 2018.,
面頁冊數:	xxviii, 394 p. :ill. (some col.), digital ;24 cm.
內容註:	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.
Contained By:	Springer eBooks
標題:	Personal Finance/Wealth Management/Pension Planning. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-90245-6
ISBN:	9783319902456

Advances in the practice of public investment management = portfolio modelling, performance attribution and governance /
Advances in the practice of public investment managementportfolio modelling, performance attribution and governance /[electronic resource] :edited by Narayan Bulusu ... [et al.]. - Cham :Springer International Publishing :2018. - xxviii, 394 p. :ill. (some col.), digital ;24 cm.

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.

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 environments. Other highlights include implementation, performance attribution and governance issues surrounding reserves management, portfolio construction techniques appropriate for public investors and an in-depth discussion of the challenges to achieving international diversification.

ISBN: 9783319902456

Standard No.: 10.1007/978-3-319-90245-6doiSubjects--Topical Terms:

2210051
Personal Finance/Wealth Management/Pension Planning.

LC Class. No.: HJ3801 / .A383 2018

Dewey Class. No.: 332.67252

Advances in the practice of public investment management = portfolio modelling, performance attribution and governance /
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