Asset allocation for central banks : optimally combining liquidity, duration, currency and non-government risk
Stephen J. Fisher; Min C. Lie
| Year of publication: |
2004
|
|---|---|
| Authors: | Fisher, Stephen J. ; Lie, Min C. |
| Published in: |
Risk management for central bank foreign reserves. - Frankfurt am Main : Europ. Central Bank, ISBN 92-9181-497-0. - 2004, p. 75-95
|
| Subject: | Währungsreserven | Foreign exchange reserves | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Zentralbank | Central bank | Finanzanalyse | Financial analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturverz. S. 95 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002111478