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Asset management and institutional investors = methods and tools for asset allocation, portfolio management and performance evaluation /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Asset management and institutional investors/ edited by Ignazio Basile, Pierpaolo Ferrari.
Reminder of title:	methods and tools for asset allocation, portfolio management and performance evaluation /
other author:	Basile, Ignazio.
Published:	Cham :Springer International Publishing : : 2024.,
Description:	xv, 562 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer Nature eBook
Subject:	Institutional investors. -
Online resource:	https://doi.org/10.1007/978-3-031-59819-7
ISBN:	9783031598197

Asset management and institutional investors = methods and tools for asset allocation, portfolio management and performance evaluation /
Asset management and institutional investorsmethods and tools for asset allocation, portfolio management and performance evaluation /[electronic resource] :edited by Ignazio Basile, Pierpaolo Ferrari. - Second edition. - Cham :Springer International Publishing :2024. - xv, 562 p. :ill. (some col.), digital ;24 cm. - Contributions to finance and accounting,2730-6046. - Contributions to finance and accounting..

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.

This second edition of the book analyses the latest developments in investment management policy for institutional investors. It is divided into four parts, which have been updated to include the newest approaches and strategies in asset allocation, portfolio management and performance evaluation. The first part analyses the different types of institutional investors, i.e. institutions that professionally manage portfolios of financial and real assets on behalf of a wide range of individuals. This part goes on with an in-depth analysis of the economic, technical and regulatory characteristics of the various categories of investment funds and of other types of asset management products, which have a high rate of substitutability with investment funds and represent their natural competitors. The second part of the book identifies and investigates the stages of the investment portfolio management. 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. The third part describes performance assessment, its breakdown and risk control, with an in-depth examination of performance evaluation techniques, returns-based style analysis approaches and performance attribution models. Finally, the fourth part deals with the subject of diversification into alternative asset classes, identifying the common characteristics and their possible role within the framework of investment management policy. This part analyses hedge funds, private equity, private debt, real estate, infrastructures, commodities and currency overlay techniques.

ISBN: 9783031598197

Standard No.: 10.1007/978-3-031-59819-7doiSubjects--Topical Terms:

578729
Institutional investors.

LC Class. No.: HG4521

Dewey Class. No.: 332.6

Asset management and institutional investors = methods and tools for asset allocation, portfolio management and performance evaluation /
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520 $a This second edition of the book analyses the latest developments in investment management policy for institutional investors. It is divided into four parts, which have been updated to include the newest approaches and strategies in asset allocation, portfolio management and performance evaluation. The first part analyses the different types of institutional investors, i.e. institutions that professionally manage portfolios of financial and real assets on behalf of a wide range of individuals. This part goes on with an in-depth analysis of the economic, technical and regulatory characteristics of the various categories of investment funds and of other types of asset management products, which have a high rate of substitutability with investment funds and represent their natural competitors. The second part of the book identifies and investigates the stages of the investment portfolio management. 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. The third part describes performance assessment, its breakdown and risk control, with an in-depth examination of performance evaluation techniques, returns-based style analysis approaches and performance attribution models. Finally, the fourth part deals with the subject of diversification into alternative asset classes, identifying the common characteristics and their possible role within the framework of investment management policy. This part analyses hedge funds, private equity, private debt, real estate, infrastructures, commodities and currency overlay techniques.
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