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

Narayan Bulusu

ISBN 10: 331990244X / ISBN 13: 9783319902449

Published by Springer International Publishing, Springer Nature Switzerland, 2018

About this Item

Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783319902449

Bibliographic Details

• Title: Advances in the Practice of Public Investment Management : Portfolio Modelling, Performance Attribution and Governance
• Publisher: Springer International Publishing, Springer Nature Switzerland
• Publication Date: 2018
• Language: English
• ISBN 10: 331990244X
• ISBN 13: 9783319902449
• Binding: Buch
• Condition: Neu
• Dimensions: 216W x 153H x 28D millimeters 216 millimeters width by 153 millimeters height by 28 millimeters depth
• Weight: 658 grams

About this title

Synopsis

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.

About the Author

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.