Pension Fund Investment Management 2e

SECTION I: INVESTMENT POLICY, STRATEGIES, AND ASSET ALLOCATION.
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<br /> 1. Pension Fund Governance, Operations, and Value Creation (K. Ambachtsheer).
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<br /> 2. Investment Policy: The Missing Link (J. Bailey).
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<br /> Appendix: Illustration of an Investment Policy (M. Menssen).
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<br /> 3. Organizing Internal Investment Management (G. Allen and T. Coggin).
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<br /> 4. Managing the Asset Mix: Decisions and Consequences (R. Arnott).
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<br /> 5. The Evolving Role of the Pension Investment Consultant (H. Marmer).
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<br /> 6. Investment Styles, Stock Market Cycles, Investor Expectations, and Pension Fund Performance (W. Bauman and R. Miller).
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<br /> 7. Strategic Currency Management for U.S. Pension Funds (J. Braccia).
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<br /> 8. The Role of Completion Funds in Equity Style Management (C. Campisano and M. Nederlof).
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<br /> 9. Computer–Aided Pension Investment Decision Making (R. Surz).
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<br /> 10. A Plan Sponsor′s Guide to Commissions (A. Biller).
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<br /> SECTION II: BENCHMARK SELECTION.
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<br /> 11. Benchmark Portfolios: The Sponsor′s View (D. Peifer).
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<br /> 12. Return–Based Style Analysis (S. Hardy).
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<br /> 13. Equity Style Benchmarks for Fund Analysis (M. Compton).
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<br /> SECTION III: ASSET/LIABILITY MANAGMENT.
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<br /> 14. Pension Liabilities: The True Objective (R. Ryan).
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<br /> 15. A Practical Approach to Integrating Pension Finance with Corporate Finance (M. Sloan).
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<br /> 16. Measures of Risk for Portfolio Optimization and Asset/Liability Modeling (T. Philips).
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<br /> SECTION IV: MANAGER SELECTION AND COMPENSATION.
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<br /> 17. Managing Firmwide Risk for Pension Funds (L. Gibson, III).
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<br /> 18. Money Manager Selection: A Top–Down Approach (V. Kutler).
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<br /> 19. Selecting an International Investment Manager (M. Gorodess).
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<br /> 20. Establishing Performance–Related Termination Thresholds for Investment Management (D. Hammond).