Strategic asset allocation of a reserves' portfolio: hedging against shocks

DOI10.1007/s11079-022-09700-7OpenAlexW3123296773MaRDI QIDQ2685498

Mario L. Torriani, Matias Vicens, Pablo Orazi

Publication date: 22 February 2023

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-022-09700-7

zbMATH Keywords

hedgingportfolio optimizationshocksreservesstrategic asset allocationmacroprudential policies

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)

Cites Work

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