Strategic asset allocation of a reserves' portfolio : hedging against shocks
Mario L. Torriani, Pablo Orazi, Matias Vicens
| Year of publication: |
2022
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|---|---|
| Authors: | Torriani, Mario L. ; Orazi, Pablo ; Vicens, Matias |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 33.2022, 5, p. 973-995
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| Subject: | Hedging | Macroprudential policies | Portfolio optimization | Reserves | Shocks | Strategic asset allocation | Portfolio-Management | Portfolio selection | Schock | Shock | Währungsreserven | Foreign exchange reserves |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-022-09700-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014227374