| TÃtulo : |
Advances in the Practice of Public Investment Management : Portfolio Modelling, Performance Attribution and Governance |
| Tipo de documento: |
documento electrónico |
| Autores: |
Bulusu, Narayan, ; Coche, Joachim, ; Reveiz, Alejandro, ; Rivadeneyra, Francisco, ; Sahakyan, Vahe, ; Yanou, Ghislain, |
| Mención de edición: |
1 ed. |
| Editorial: |
[s.l.] : Springer |
| Fecha de publicación: |
2018 |
| Número de páginas: |
XXVIII, 394 p. 80 ilustraciones, 6 ilustraciones en color. |
| ISBN/ISSN/DL: |
978-3-319-90245-6 |
| Nota general: |
Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos. |
| Idioma : |
Inglés (eng) |
| Palabras clave: |
Industria de servicios financieros Servicios financieros |
| Clasificación: |
332.17 |
| Resumen: |
Este libro cubre los últimos avances en la teorÃa y la práctica de la gestión de la inversión pública. Incluye los desarrollos más actualizados en la implementación de la gestión de activos públicos, incluidas múltiples contribuciones sobre la asignación de carteras en diferentes entornos de tasas de interés y riesgo crediticio. Otros aspectos destacados incluyen cuestiones de implementación, atribución de desempeño y gobernanza en torno a la gestión de reservas, técnicas de construcción de carteras apropiadas para inversores públicos y una discusión en profundidad de los desafÃos para lograr la diversificación internacional. |
| Nota de contenido: |
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. |
| Tipo de medio : |
Computadora |
| Summary : |
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. |
| Enlace de acceso : |
https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...] |
Advances in the Practice of Public Investment Management : Portfolio Modelling, Performance Attribution and Governance [documento electrónico] / Bulusu, Narayan, ; Coche, Joachim, ; Reveiz, Alejandro, ; Rivadeneyra, Francisco, ; Sahakyan, Vahe, ; Yanou, Ghislain, . - 1 ed. . - [s.l.] : Springer, 2018 . - XXVIII, 394 p. 80 ilustraciones, 6 ilustraciones en color. ISBN : 978-3-319-90245-6 Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos. Idioma : Inglés ( eng)
| Palabras clave: |
Industria de servicios financieros Servicios financieros |
| Clasificación: |
332.17 |
| Resumen: |
Este libro cubre los últimos avances en la teorÃa y la práctica de la gestión de la inversión pública. Incluye los desarrollos más actualizados en la implementación de la gestión de activos públicos, incluidas múltiples contribuciones sobre la asignación de carteras en diferentes entornos de tasas de interés y riesgo crediticio. Otros aspectos destacados incluyen cuestiones de implementación, atribución de desempeño y gobernanza en torno a la gestión de reservas, técnicas de construcción de carteras apropiadas para inversores públicos y una discusión en profundidad de los desafÃos para lograr la diversificación internacional. |
| Nota de contenido: |
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. |
| Tipo de medio : |
Computadora |
| Summary : |
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. |
| Enlace de acceso : |
https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...] |
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