Portfolio and risk management for central banks and sovereign wealth funds
ed. by Joachim Coche ...
| Year of publication: |
2011
|
|---|---|
| Other Persons: | Coche, Joachim (contributor) |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Geldpolitik | Monetary policy | Zentralbank | Central bank | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Wechselkurspolitik | Exchange rate policy | Kreditrisiko | Credit risk | Welt | World | Portfoliomanagement | Notenbank | Staatsfonds |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXI, 266 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors ; Konferenzschrift ; Conference proceedings |
| Language: | English |
| Notes: | Includes bibliographical references Enth. 12 Beitr. Asset-liability management for central banks: an overview / Wuliya Romanyuk A dynamic behavioral approach to strategic asset allocation: living with uncertainty and diverse objectives / José Luiz Barros Fernandes and Paulo Maurício Fonseca de Cacella Dynamic strategic asset allocation: the efficient use of conditional expected returns / Chris Jeffrey, Koye Somefun, and Emiel van den Heiligenbert Inflation hedging for long-term investors / Alexander P. Attié and Shaun K. Roache Active portfolio management of currency baskets / Alejandro Reveiz The Black-Litterman model in central bank practice / Tihomir Petrović Liquidity, risk management, and the credit crisis of 2007-2009 / Bennett W. Golub and Conan C. Crum Alternative investments in SWF and central bank portfolios / Sameer Jain and Kenneth Acuña Forecasting a large dimensional covariance matrix of a portfolio of different asset classes / Lillie Lam, Laurence Fung, and Ip-Wing Yu A performance attribution methodology for fixed income portfolios / Jose Renato Ornelas ... [et al.] A sovereign asset-liability framework with multiple risk factors for external reserves management: Reserve Bank of India / Himadri Bhattacharya, Jerome Kreuser, and Silvaprakasam Sivakumar The Zeus project: a financial tool for public investors / Isabela Ribeiro Damaso Maia and Paulo Maurício Fonseca de Cacella. 1101 |
| ISBN: | 0-230-27353-X ; 978-0-230-27353-5 |
| Classification: | Investition, Finanzierung ; Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008760262