Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds / edited by Joachim Coche, Ken Nyholm, Gabriel Petre.
Material type: TextPublication details: Houndmills, Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan, 2011.Description: xxi, 266 p. : ill. ; 23 cmISBN:- 9780230273535 (hardback)
- 023027353X (hardback)
- 332.110681 22 COC-P 2011 815834
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
Books | Lahore Business School Library Shelf No. 19, LBS | Book | 332.110681 COC-P 2011 815834 (Browse shelf(Opens below)) | C 1 | Available | 815834 |
Includes bibliographical references.
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.