Asset Management and Institutional Investors

Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation

AvIgnazio Basile,Pierpaolo Ferrari

Inbunden, Engelska, 2024

Del i serien Contributions to Finance and Accounting

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Beskrivning

Given the importance of strategic asset allocation in explaining the ex post performance of any type of investment portfolio, this part provides an in-depth analysis of asset allocation methods, illustrating the different theoretical and operational solutions available to institutional investors.

Produktinformation

Utgivningsdatum:2024-10-27
Mått:155 x 235 x 37 mm
Vikt:1 027 g
Format:Inbunden
Språk:Engelska
Serie:Contributions to Finance and Accounting
Antal sidor:562
Upplaga:2
Förlag:Springer International Publishing AG
ISBN:9783031598180

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Mer om författaren

Ignazio Basile is Full Professor of Financial Markets and Institutions at University of Brescia, Italy, Department of Economics and Management.Pierpaolo Ferrari is Full Professor of Financial Markets and Institutions at University of Brescia, Department of Economics and Management, and Professor of Banking and Finance at SDA Bocconi School of Management, Bocconi University, Milan, Italy.

Innehållsförteckning

Institutional Investors.- Collective Investment Vehicles and Other Asset Management Products.- Stages of Investment Management Policy.- Strategic Asset Allocation with Mean-Variance Optimisation.- Methods and Tools for Portfolio Selection.- Alternative Approaches to Traditional Mean-Variance Optimisation.- Integrating Sustainability Criteria into the Investment Process.- Performance Evaluation.- Returns-Based Style Analysis.- Performance Attribution.- Portfolio Diversification Policies: Alternative Asset Classes.- Hedge Funds.- Hedge Fund Performance.- Private Equity.- Private Debt.- Real Assets.- Commodities.- Currency Overlay.