Pension Fund Investment Management
Frank J. Fabozzi, CFA
John Wiley & Sons, Aug 15, 1997 - Business & Economics - 305 pages
Every investment professional involved with the management of pension funds will embrace this wide-ranging handbook. Consisting of articles by an esteemed panel of contributors, it covers the basics as well as the latest on pension fund governance, operations, and value creation.
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Investment Policy Strategics and Asset Allocation
Investment Styles Stock Market Cycles Investor Expectations and Pension Fund Performance
Strategic Currency Management for U S Pension Funds
Manager Selection and Compensation
Selecting an International Investment Manager
Establishing PerformanceRelated Termination Thresholds for Investment Management
active management actuary approach asset class target assumptions average basis points benchmark portfolios benefit bond cash clients completion fund consultants corporate correlation currency hedging currency overlay decision discount rate downside risk earnings equity managers evaluation example expected return exposure Fabozzi fixed income fixed-income fund's funding target growth stocks impact index managers interest rate investment managers investment objectives investment policy investment program investment style investors long-term manager benchmarks manager's style ment misfit monitoring normal portfolio optimization organizational organizational architecture outperform passive PE ratios pension assets pension financing pension fund pension liabilities pension plan performance period plan sponsor plan's policy asset mix portfolio managers ratio rebalancing relative requires risk management risk tolerance sector securities selection standard deviation stocks strategy structure style analysis style benchmark style groups style indexes surplus t-statistic tactical asset allocation tion tracking error trading trustees U.S. dollar versus volatility yield