Description
Palgrave Portfolio And Risk Management For Central Banks And Sovereign Wealth Funds 2011 Edition by Joachim Coche Ken Nyholm Gabriel Petre
This book contains original readings on Reserves Management for central banks and sovereign wealth funds. It aims to outline best practice in respect of strategic asset allocation facilitating knowledge-sharing across organizations and encouraging collaboration and dialogue between reserves and asset management specialists in the organizations. Table of contents : Asset-Liability Management for Central Banks: an Overview; Y.Romanyuk Dynamic Behavioural Approach to Strategic Asset Allocation; J.L.Barros Fernandes & P.M.Fonseca de Cacella Dynamic Strategic Asset Allocation: Conditional Expected Returns and Parametric Portfolio Optimization; C.Jeffery K.Somefun & E.van den Heiligenberg Inflation Hedging for Long-Term Investors; A.P.Attie & S.K.Roache Active Portfolio Management of Currency Baskets; A.Reveiz The Black-Litterman Model in Central Banking Practice; T.Petrovi? Liquidity Risk Management and the Credit Crisis of 2007 - 2009; B.W.Golub & C.C.Crum Alternative Investments in SWF and Central Bank Portfolios; S.Jain & K.Acuna Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes; L.Lam L.Fung & I.Yu A Performance Attribution Methodology for Fixed Income Portfolios; J.R.Ornelas P.J.Campos de Carvalho A.F.de A da Silva Junior & I.Ribeiro Damaso Maia A Sovereign Asset-Liability Framework with Multiple Risk Factors for External Reserves Management - Reserve Bank of India; H.Bhattacharya J.Kreuser & S.Sivakumar The Zeus Project: A Financial Tool for Public Investors; I.Ribeiro Damaso Maia & P.Fonseca de Cacella