Liquidity, risk, and return: specifying an objective function for the management of foreign reserves
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Publication:5414503
DOI10.1002/asmb.1921zbMath1286.91094OpenAlexW2106897816MaRDI QIDQ5414503
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/66912
Stochastic programming (90C15) Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)
Uses Software
Cites Work
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