Editors:
- Presents research and analysis around topics of interest to public investment managers, such as sovereign wealth funds, foreign reserves, and public pension funds
- Discusses the latest developments in the management of public funds
- Summarizes the work presented at the 6th annual Public Investors Conference, jointly organised by the BIS, World Bank and the Bank of Canada
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Table of contents (14 chapters)
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Front Matter
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Foreign Reserves Management Strategies: Implementation, Performance and Governance
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Front Matter
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Asset Allocation and Interest Rate & Credit Risk Environment
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Front Matter
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Asset Classes for Public Investors
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Front Matter
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Back Matter
About this book
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.
Keywords
- Investment Management
- Sovereign Wealth Funds
- Foreign Reserves Management
- Pension Funds
- Fund Governance
- Investment Performance Measurement
- Dynamic Asset Allocation
- Active Management
- International Asset Management
- Term-Structure Modelling
- Factor-Based Asset Management
- Asset Return Correlation
- investments and securities
- household finance
Editors and Affiliations
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Bank of Canada, Ottawa, ON, Canada
Narayan Bulusu, Francisco Rivadeneyra
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Bank for International Settlements (BIS), Basel, Switzerland
Joachim Coche, Vahe Sahakyan
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Finance Department, Inter-American Development Bank, Washington, DC, USA
Alejandro Reveiz
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World Bank, Washington, DC, USA
Ghislain Yanou
About the editors
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.
Bibliographic Information
Book Title: Advances in the Practice of Public Investment Management
Book Subtitle: Portfolio Modelling, Performance Attribution and Governance
Editors: Narayan Bulusu, Joachim Coche, Alejandro Reveiz, Francisco Rivadeneyra, Vahe Sahakyan, Ghislain Yanou
DOI: https://doi.org/10.1007/978-3-319-90245-6
Publisher: Palgrave Macmillan Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2018
Hardcover ISBN: 978-3-319-90244-9Published: 13 August 2018
Softcover ISBN: 978-3-030-07972-7Published: 21 December 2018
eBook ISBN: 978-3-319-90245-6Published: 28 July 2018
Edition Number: 1
Number of Pages: XXVIII, 394
Number of Illustrations: 74 b/w illustrations, 6 illustrations in colour
Topics: Investments and Securities, Personal Finance/Wealth Management/Pension Planning