International Reserves Management and Currency Allocation : A New Optimisation Framework Based on a Measure of Relative Numeraire Risk (RNR)
Year of publication: |
2010
|
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Authors: | Nacaskul, PhD, DIC, CFA, Poomjai |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Währungsreserven | Foreign exchange reserves | Währungsmanagement | Foreign exchange management | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1618692 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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