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Pension Fund Investment Management, 2nd Edition

Frank J. Fabozzi

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.

SECTION I: INVESTMENT POLICY, STRATEGIES, AND ASSET ALLOCATION.

1. Pension Fund Governance, Operations, and Value Creation (K. Ambachtsheer).

2. Investment Policy: The Missing Link (J. Bailey).

Appendix: Illustration of an Investment Policy (M. Menssen).

3. Organizing Internal Investment Management (G. Allen and T. Coggin).

4. Managing the Asset Mix: Decisions and Consequences (R. Arnott).

5. The Evolving Role of the Pension Investment Consultant (H. Marmer).

6. Investment Styles, Stock Market Cycles, Investor Expectations, and Pension Fund Performance (W. Bauman and R. Miller).

7. Strategic Currency Management for U.S. Pension Funds (J. Braccia).

8. The Role of Completion Funds in Equity Style Management (C. Campisano and M. Nederlof).

9. Computer-Aided Pension Investment Decision Making (R. Surz).

10. A Plan Sponsor's Guide to Commissions (A. Biller).

SECTION II: BENCHMARK SELECTION.

11. Benchmark Portfolios: The Sponsor's View (D. Peifer).

12. Return-Based Style Analysis (S. Hardy).

13. Equity Style Benchmarks for Fund Analysis (M. Compton).

SECTION III: ASSET/LIABILITY MANAGMENT.

14. Pension Liabilities: The True Objective (R. Ryan).

15. A Practical Approach to Integrating Pension Finance with Corporate Finance (M. Sloan).

16. Measures of Risk for Portfolio Optimization and Asset/Liability Modeling (T. Philips).

SECTION IV: MANAGER SELECTION AND COMPENSATION.

17. Managing Firmwide Risk for Pension Funds (L. Gibson III).

18. Money Manager Selection: A Top-Down Approach (V. Kutler).

19. Selecting an International Investment Manager (M. Gorodess).

20. Establishing Performance-Related Termination Thresholds for Investment Management (D. Hammond).

305 pages