Advances in the Practice of Public Investment Management

Portfolio Modelling, Performance Attribution and Governance

• Author(s): Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou,
• Publisher: Springer
• Pages: 394
• ISBN_10: 3319902458
  ISBN_13: 9783319902456
  
• Language: en
• Categories: Business & Economics / Investments & Securities / General , Business & Economics / Finance / General , Business & Economics / Industries / General ,

Description:...

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.