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~isPartOf:"Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds"
~subject:"Portfolio-Management"
~type_genre:"Book section"
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Portfolio-Management
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Berkelaar, Arjan B.
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Caillault, Cyril
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Fernandes, José Luiz Barros
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Monier, Stéphane
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Ornelas, José Renato Haas
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Petre, Gabriel
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
Sovereign wealth management
16
Applied quantitative finance
9
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
8
Convergence of capital and insurance markets
8
Risk management for central bank foreign reserves
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Pension fund risk management : financial and actuarial modeling
7
The VaR implementation handbook
7
CreditRisk+ in the banking industry
6
Risikoprofiling von Anlegern : Kundenprofile treffend analysieren und in der Beratung nutzen
6
Valuation, financial modeling, and quantitative tools
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
Investment management and financial management
5
Praxishandbuch Immobilienmarktrisiken
5
Quantitative fund management
5
Risk management in emerging markets
5
The analytics of risk model validation
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
Advances in risk management
4
Application of operations research to financial markets
4
Financial modeling and risk management of energy and environmental instruments and derivates
4
Handbuch Alternative Investments ; Bd. 1
4
Investment performance measurement : evaluating and presenting results
4
Operations research models in banking management
4
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
4
Risk assessment : decisions in banking and finance
4
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
4
Risk management : challenge and opportunity ; with 125 tables
4
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
4
The Oxford handbook of quantitative asset management
4
The handbook of commodity investing
4
The handbook of fixed income securities
4
Climate investing : new strategies and implementation challenges
3
Commercial banking risk management : regulation in the wake of the financial crisis
3
Credit risk : models, derivatives, and management
3
Decision making and risk/return optimization in financial economics
3
Developments in forecast combination and portfolio choice
3
Essays in asset pricing
3
Factor investing : from traditional to alternative risk premia
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Copulas and
risk
measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril
;
Monier, Stéphane
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 158-177)
.
2010
Persistent link: https://www.econbiz.de/10008746615
Saved in:
2
Copulas and
risk
measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril
;
Monier, Stéphane
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 158-177)
.
2010
Persistent link: https://www.econbiz.de/10003940928
Saved in:
3
Hidden risks in mean-variance optimization : an integrated-
risk
asset allocation proposal
Fernandes, José Luiz Barros
;
Ornelas, José Renato Haas
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 112-133)
.
2010
Persistent link: https://www.econbiz.de/10008746623
Saved in:
4
Dynamic management of interest rate
risk
for central banks and pension funds
Berkelaar, Arjan B.
;
Petre, Gabriel
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 64-89)
.
2010
Persistent link: https://www.econbiz.de/10008746639
Saved in:
5
Dynamic management of interest rate
risk
for central banks and pension funds
Berkelaar, Arjan B.
;
Petre, Gabriel
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 64-89)
.
2010
Persistent link: https://www.econbiz.de/10003940910
Saved in:
6
Hidden risks in mean-variance optimization : an integrated-
risk
asset allocation proposal
Fernandes, José Luiz Barros
;
Ornelas, José Renato Haas
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 112-133)
.
2010
Persistent link: https://www.econbiz.de/10003940920
Saved in:
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