English
An Integrated Approach to Sovereign Wealth Risk Management.
Publication EDHEC
Nbre d'exemplaires : 1
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Sommaire : Abstract
Executive Summary
1. Introduction
2. One-Period Model of SWF Portfolio Choice
3. Integrating Economic Leverage into the One-Period Model
4. SWF Asset Allocation as Pension Fund Allocation
5. The Multi-period Model of SWF Portfolio Choice
6. Time Horizon, Economic Leverage, and Optimal Asset Allocation Policies
7. The impact of Constraints
8. Conclusion
References
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2008-2011)
About Deutsche Bank
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : Bibliothèque