Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds / edited by Joachim Coche, Ken Nyholm, Gabriel Petre.

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.