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On relative performance, remuneration and risk taking of asset managers

Barucci, Emilio; La Bua, Gaetano; Marazzina, Daniele - In: Annals of finance 14 (2018) 4, pp. 517-545

Persistent link: https://www.econbiz.de/10012268321

Institutionalizing Countercyclical Investment : A Framework for Long-Term Asset Owners

Jones, Bradley - 2016

Do portfolio shifts by the world's largest asset owners respond procyclically to past returns, or countercyclically to …

Persistent link: https://www.econbiz.de/10012996063

The feasible gains from international risk sharing

Eijffinger, Sylvester C. W. - 2001

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Neue Ansätze für das quantitative Asset Management

Baitinger, Eduard - 2014

Persistent link: https://www.econbiz.de/10010419679

Asset allocation for central banks : optimally combining liquidity, duration, currency and non-government risk

Fisher, Stephen J.; Lie, Min C. - In: Risk management for central bank foreign reserves, (pp. 75-95). 2004

Persistent link: https://www.econbiz.de/10002111478

Risk systems in central bank reserves management

Dwyer, Mark; Nugée, John - In: Risk management for central bank foreign reserves, (pp. 151-165). 2004

Persistent link: https://www.econbiz.de/10002111487

Foreign reserves risk management in Hong Kong

Ho, Clement - In: Risk management for central bank foreign reserves, (pp. 291-304). 2004

Persistent link: https://www.econbiz.de/10002111537

Management of the international reserve liquidity portfolio

Delgado Ruiz, David; Martínez Somoza, Pedro José; … - In: Risk management for central bank foreign reserves, (pp. 331-341). 2004

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A Sovereign Asset-Liability Framework with Multiple Risk Factors for External Reserves Management – Reserve Bank of India

Bhattacharya, Himadri - 2017

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Reserve management at Danmarks Nationalbank : combining liquidity tiers with an adaptive risk budget

Kjærgaard, Morten; Vahle, Rasmus; Ejsing, Jacob Wellendorph - In: Asset management at central banks and monetary …, (pp. 211-224). 2020

Over the recent years, Danmarks Nationalbank has transformed its approach to reserve management. The new framework is organized around two main pillars - a tiered liquidity management framework and an overall risk budget. Together they provide a framework for handling large balance sheet...

Persistent link: https://www.econbiz.de/10012295451