An edition of Portfolio and risk management for central banks and sovereign wealth funds
(2011)
Portfolio and risk management for central banks and sovereign wealth funds
by Joachim Coche, Ken Nyholm, and Gabriel Petre
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Portfolio and risk management for central banks and sovereign wealth funds
2011, Palgrave Macmillan
in English
023027353X 9780230273535
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Book Details
Table of Contents
Asset-liability management for central banks: an overview -- Wuliya Romanyuk
A dynamic behavioral approach to strategic asset allocation: living with uncertainty and diverse objectives -- José Luiz Barros Fernandes and Paulo Maurício Fonseca de Cacella
Dynamic strategic asset allocation: the efficient use of conditional expected returns -- Chris Jeffrey, Koye Somefun, and Emiel van den Heiligenbert
Inflation hedging for long-term investors -- Alexander P. Attié and Shaun K. Roache
Active portfolio management of currency baskets -- Alejandro Reveiz
The Black-Litterman model in central bank practice -- Tihomir Petrović
Liquidity, risk management, and the credit crisis of 2007-2009 -- Bennett W. Golub and Conan C. Crum
Alternative investments in SWF and central bank portfolios -- Sameer Jain and Kenneth Acuña
Forecasting a large dimensional covariance matrix of a portfolio of different asset classes -- Lillie Lam, Laurence Fung, and Ip-Wing Yu
A performance attribution methodology for fixed income portfolios -- Jose Renato Ornelas ... [et al.]
A sovereign asset-liability framework with multiple risk factors for external reserves management: Reserve Bank of India -- Himadri Bhattacharya, Jerome Kreuser, and Silvaprakasam Sivakumar
The Zeus project: a financial tool for public investors -- Isabela Ribeiro Damaso Maia and Paulo Maurício Fonseca de Cacella.
Edition Notes
Includes bibliographical references.
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| April 17, 2024 | Edited by ImportBot | import existing book |
| October 24, 2011 | Edited by LC Bot | import new book |
| October 23, 2011 | Created by LC Bot | import new book |