The sovereign property of foreign reserve investment in China : a CVaR approach
Jie Li; Huaxia Huang; Xiao Xiao
| Year of publication: |
2012
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|---|---|
| Authors: | Li, Jie ; Huang, Huaxia ; Xiao, Xiao |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 5, p. 1524-1536
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| Subject: | Foreign reserves | Sovereign property | Conditional value at risk | China | Währungsreserven | Foreign exchange reserves | Risikomaß | Risk measure | Länderrisiko | Country risk | Welt | World | Auslandsinvestition | Foreign investment | Portfolio-Management | Portfolio selection | Internationale Staatsschulden | International sovereign debt |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009667289