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Advances in the Practice of Public Investment Management: Portfolio Modelling, Performance Attribution and Governance de Narayan Bulusu

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

Editat de Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou
en Limba Engleză Hardback – 13 aug 2018
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.





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Specificații

ISBN-13: 9783319902449
ISBN-10: 331990244X
Pagini: 390
Ilustrații: XXVIII, 394 p. 80 illus., 6 illus. in color.
Dimensiuni: 148 x 210 mm
Greutate: 0.84 kg
Ediția:1st ed. 2018
Editura: Springer International Publishing
Colecția Palgrave Macmillan
Locul publicării:Cham, Switzerland

Cuprins

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.

Notă biografică

Narayan Bulusu is a Principal Researcher in the Funds Management and Banking Department at the Bank of Canada.
Joachim Coche is Head of Financial Analysis at the Bank for International Settlements (BIS).
Alejandro Reveiz is the Head of Treasury Middle Office and Banking at the Inter-American Development Bank (IDB).
Francisco Rivadeneyra is a Research Advisor in the Funds Management and Banking Department at the Bank of Canada.
Vahe Sahakyan is an Asset Management Specialist in the Banking Department at the Bank for International Settlements (BIS).
Ghislain Yanou is an Investment Officer in the Quantitative Solutions, Strategic Asset Allocation and Analytics (QSA) Department at the World Bank Treasury.

Textul de pe ultima copertă

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.

Caracteristici

Presents research and analysis around topics of interest to public investment managers, such as sovereign wealth funds, foreign reserves, and public pension funds Discusses the latest developments in the management of public funds Summarizes the work presented at the 6th annual Public Investors Conference, jointly organised by the BIS, World Bank and the Bank of Canada