Liquidity, risk, and return: specifying an objective function for the management of foreign reserves (Q5414503): Difference between revisions
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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 |
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Liquidity, risk, and return: specifying an objective function for the management of foreign reserves (English)
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6 May 2014
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foreign reserves management
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asset allocation
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stochastic programming
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