Asset Management and Institutional Investors

Part I. Institutional Investors: Typologies, Roles and Products

1. Institutional Investors
Ignazio Basile

2. Collective Investment Vehicles and Other Asset Management Products
Pierpaolo Ferrari

Part II. Investment Management Policy

3. Stages of Investment Management Policy
Pierpaolo Ferrari

4. Strategic Asset Allocation with Mean-Variance Optimisation
Maria Debora Braga

5. Methods and Tools for Portfolio Selection
Maria Debora Braga

6. Alternative Approaches to Traditional Mean-Variance Optimisation
Maria Debora Braga

Part III. Performance Evaluation for Traditional Investment Portfolios

7. Performance Evaluation
Pierpaolo Ferrari

8. Returns-Based Style Analysis
Maria Debora Braga

9. Performance Attribution
Maria Debora Braga

Part IV. Portfolio Diversification Towards Alternative Asset Classes

10. Portfolio Diversification Policies: Alternative Asset Classes
Ignazio Basile

11. Hedge Funds
Ignazio Basile

12. Hedge Fund Performance
Roberto Savona

13. Private Equity
Guido Abate

14. Real Estate
Guido Abate

15. Commodities
Guido Abate

16. Currency Overlay
Guido Abate

Keywords: Finance, Investments and Securities, Business Finance, Quantitative Finance, Risk Management, Capital Markets