Combining Canadian interest rate forecasts / David Jamieson Bolder and Yuliya Romanyuk
Updating the yield curve to analyst's views / Leonardo M. Nogueira
A spread-risk model for strategic fixed-income investors / Fernando Monar Lora and Ken Nyholm
Dynamic management of interest rate risk for central banks and pension funds / Arjan B. Berkelaar and Gabriel Petre
A strategic asset allocation methodology using variable time horzon / Paulo Maurício F. de Cacella, Isabela Ribeiro Damaso and Antônio Francisco da Silva, Jr.
Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal / José Luiz Barros Fernandes and José Renato Haas Ornelas
Efficient portfolio optimization in the wealth creation and maximum drawdown space / Alejandro Reveiz and Carlos León
Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds / Cyril Caillault and Stéphane Monier
Practical scenario-dependent portfolio optimization : a framework to combine investor views and quantitative discipline into acceptable portfolio decisions / Roberts L. Grava
Strategic tilting around the SAA benchmark / Aaron Drew ... [et al.]
Optimal construction of a fund of funds / Petri Hilli, Matti Koiva and Teemu Pennanen
Mortgage-backed securities in a strategic asset allocation framework / Myles Brennan and Adam Kobor
Quantitative portfolio strategy : including US MBS in global treasury portfolios / Lev Dynkin, Jay Hyman and Bruce Phelps
Volatility as an asset class for long-term investors / Marie Brière, Alexander Burgues and Ombretta Signori / A frequency domain methodology for time series modelling / Hens Steehouwer
Estimating mixed frequency data : stochastic interpolation with preserved covariance structure / Tørres G. Trovik and Couro Kane-Janus
Statistical inference for Sharpe ratio / Friedrich Schmid and Rafael Schmidt.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. ISBN 9780230240124. Published by Palgrave Macmillan in 2010. Publication and catalogue information, links to buy online and reader comments.
