Liquidity, risk, and return: specifying an objective function for the management of foreign reserves (Q5414503)
From MaRDI portal
scientific article; zbMATH DE number 6292437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity, risk, and return: specifying an objective function for the management of foreign reserves |
scientific article; zbMATH DE number 6292437 |
Statements
Liquidity, risk, and return: specifying an objective function for the management of foreign reserves (English)
0 references
6 May 2014
0 references
foreign reserves management
0 references
asset allocation
0 references
stochastic programming
0 references
0 references
0 references
