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 |
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| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing,
2018.
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| Vydání: | 1st ed. 2018. |
| Témata: | |
| ISBN: | 9783319902456 |
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Obsah:
- 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.