(EBook PDF) Advances in the Practice of Public Investment Management Portfolio Modelling Performance Attribution and Governance 1st Edition by Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou 3319902458 9783319902456 full chapters

Advances in the Practice of Public Investment Management Portfolio Modelling, Performance Attribution and Governance 1st Edition by Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou – Ebook PDF Instant Download/DeliveryISBN:  3319902458, 9783319902456 

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Product details:

ISBN-10 :  3319902458

ISBN-13 :  9783319902456

Author: Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou

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.

 

 

Advances in the Practice of Public Investment Management Portfolio Modelling, Performance Attribution and Governance 1st Table of contents:

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

 

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