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Advances in the Practice of Public Investment Management : Portfolio Modelling, Performance Attribution and Governance
Authors: --- --- --- --- --- et al.
ISBN: 9783319902456 Year: 2018 Publisher: Cham Springer International Publishing :Imprint: Palgrave Macmillan

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Abstract

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.

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