008 |
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100420s2010 enka sb 001 0 eng d |
020 |
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|a0230251293
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020 |
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|a9780230251298
|
024 |
7
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|a10.1057/9780230251298|2doi
|
040 |
|
|aUKPGM|beng|cUKPGM|dNOU
|
049 |
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|aAPTA
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050 |
14
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|aHG1615.25|b.I58 2010
|
082 |
04
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|a332.1/13|222
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245 |
00
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|aInterest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds|h[electronic resource] /|cedited by Arjan B. Berkelaar, Joachim Coche, Ken Nyholm.
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260 |
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|aBasingstoke, UK ;|aNew York :|bPalgrave Macmillan,|c2010.
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300 |
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|axxxix, 366 p. :|bill. ;|c23 cm.
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504 |
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|aIncludes bibliographical references and index.
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520 |
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|aThis book is an edited collection of some of the papers from the November 2008 conference on Strategic Asset Allocation for Central Banks and Sovereign Wealth Managers, held jointly by the Bankfor International Settlements, The European Central Bank and the World Bank. It presents practical and easily implementable, state-of-the-art methods and techniques for strategic asset allocation in public organisations, not onlyin central banking but also in the wider financial sector. Collectively, these papers present the current 'industry standard' and outline 'best practices' in the areas of: interest rate management and forecasting; public investor portfolio optimization methods; asset class modeling and quantitative techniques. The book closes the gap in the finance literature on how to implement and support long-term investment decisions.It belongs on the shelf of every financial analyst and modeller working in public wealth-management.
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533 |
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|aElectronic reproduction.|bBasingstoke, England :|cPalgrave Macmillan,|d2010.|nMode of access:World Wide Web.|nSystem requirements: Web browser.|nTitle from title screen (viewed on Apr. 12, 2010).|nAccess may be restricted to users at subscribing institutions.
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650 |
0
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|aAsset allocation.
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650 |
0
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|aAsset-liability management.
|
650 |
0
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|aBanks and banking, Central|xManagement.
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650 |
0
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|aFinancial institutions|xInvestments.
|
650 |
0
|
|aInterest rates.
|
655 |
7
|
|aElectronic books.|2local
|
700 |
1
|
|aBerkelaar, Arjan B.
|
700 |
1
|
|aCoche, Joachim,|d1967-
|
700 |
1
|
|aNyholm, Ken.
|
710 |
2
|
|aPalgrave Connect (Online service)
|
776 |
1
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|cOriginal|z9780230240124|z0230240127|w(DLC) 2009045307|w(OCoLC)429023927
|
809 |
|
|pEB|dHG1615.25|eI61|y2010
|
856 |
40
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|3Palgrave Connect|uhttp://www.palgraveconnect.com/doifinder/10.1057/9780230251298|zaccess to fulltext (Palgrave)
|