Strategic asset allocation for China's foreign reserves : a copula approach
Zhichao Zhang; Fan Zhang; Zhuang Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhang, Zhichao ; Zhang, Fan ; Zhang, Zhuang |
| Published in: |
China & world economy. - Oxford : Wiley-Blackwell, ISSN 1671-2234, ZDB-ID 2165827-4. - Vol. 21.2013, 6, p. 1-21
|
| Subject: | copula models | flight to safety | foreign reserves | risk management | strategic asset allocation | Portfolio-Management | Portfolio selection | China | Währungsreserven | Foreign exchange reserves | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Währungsmanagement | Foreign exchange management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251410