Advances in the Practice of Public Investment Management Portfolio Modelling, Performance Attribution and Governance /
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...
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| Médium: | Elektronický zdroj E-kniha |
|---|---|
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing,
2018.
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| Vydání: | 1st ed. 2018. |
| Témata: | |
| ISBN: | 9783319902456 |
| On-line přístup: |
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| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 003 | SK-BrCVT | ||
| 005 | 20220618114835.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 180728s2018 gw | s |||| 0|eng d | ||
| 020 | |a 9783319902456 | ||
| 024 | 7 | |a 10.1007/978-3-319-90245-6 |2 doi | |
| 035 | |a CVTIDW06659 | ||
| 040 | |a Springer-Nature |b eng |c CVTISR |e AACR2 | ||
| 041 | |a eng | ||
| 245 | 1 | 0 | |a Advances in the Practice of Public Investment Management |h [electronic resource] : |b Portfolio Modelling, Performance Attribution and Governance / |c edited by Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou. |
| 250 | |a 1st ed. 2018. | ||
| 260 | 1 | |a Cham : |b Springer International Publishing, |c 2018. | |
| 300 | |a XXVIII, 394 p. 80 illus., 6 illus. in color. |b online resource. | ||
| 500 | |a Economics and Finance | ||
| 505 | 0 | |a 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. | |
| 516 | |a text file PDF | ||
| 520 | |a 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. | ||
| 650 | 0 | |a Investment banking. | |
| 650 | 0 | |a Securities. | |
| 650 | 0 | |a Personal finance. | |
| 650 | 0 | |a Pension plans. | |
| 856 | 4 | 0 | |u http://hanproxy.cvtisr.sk/han/cvti-ebook-springer-eisbn-978-3-319-90245-6 |y Vzdialený prístup pre registrovaných používateľov |
| 910 | |b ZE03939 | ||
| 919 | |a 978-3-319-90245-6 | ||
| 974 | |a andrea.lebedova |f Elektronické zdroje | ||
| 992 | |a SUD | ||
| 999 | |c 272143 |d 272143 | ||