Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds

Asset-Liability Management for Central Banks: an Overview; Y.Romanyuk Dynamic Behavioural Approach to Strategic Asset Allocation; J.L.Barros Fernandes & P.M.Fonseca de Cacella Dynamic Strategic Asset Allocation: Conditional Expected Returns and Parametric Portfolio Optimization; C.Jeffery, K.Somefun & E.van den Heiligenberg Inflation Hedging for Long-Term Investors; A.P.Attie & S.K.Roache Active Portfolio Management of Currency Baskets; A.Reveiz The Black-Litterman Model in Central Banking Practice; T.Petrovi? Liquidity, Risk Management, and the Credit Crisis of 2007 - 2009; B.W.Golub & C.C.Crum Alternative Investments in SWF and Central Bank Portfolios; S.Jain & K.Acuña Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes; L.Lam, L.Fung & I.Yu A Performance Attribution Methodology for Fixed Income Portfolios; J.R.Ornelas, P.J.Campos de Carvalho, A.F.de A da Silva Junior & I.Ribeiro Damaso Maia A Sovereign Asset-Liability Framework with Multiple Risk Factors for External Reserves Management - Reserve Bank of India; H.Bhattacharya, J.Kreuser & S.Sivakumar The Zeus Project: A Financial Tool for Public Investors; I.Ribeiro Damaso Maia & P.Fonseca de Cacella