Optimal allocation between international reserves and sovereign wealth funds for different horizons

被引：0
|
作者：
Wei, Xiaoyun [1 ]
Han, Liyan [1 ]
机构：
[1] School of Economics and Management, Beihang University, 100191 Beijing, China
来源：
International Journal of Applied Mathematics and Statistics | 2013年 / 39卷 / 09期
关键词：
D O I：
暂无
中图分类号：
O24 [计算数学];
学科分类号：
070102 ;
摘要：
引用
收藏
页码：70 / 80
相关论文
共 36 条
  • [1] Optimal Allocation between International Reserves and Sovereign Wealth Funds for Different Horizons
    Wei, Xiaoyun
    Han, Liyan
    INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2013, 39 (09): : 70 - 80
  • [2] Optimal asset allocation for sovereign wealth funds
    Andreas Gintschel
    Bernd Scherer
    Journal of Asset Management, 2008, 9 (3) : 215 - 238
  • [3] Optimal asset allocation for sovereign wealth funds
    Gintschel, Andreas
    Scherer, Bernd
    JOURNAL OF ASSET MANAGEMENT, 2008, 9 (03) : 215 - 238
  • [4] International Reserves and the Motivation for Transferring Reserve Funds to Sovereign Wealth Funds
    Martinek, Stanislav
    INNOVATION MANAGEMENT AND EDUCATION EXCELLENCE THROUGH VISION 2020, VOLS I -XI, 2018, : 1795 - 1804
  • [5] SOVEREIGN WEALTH FUNDS: WEALTH, ASSETS AND RESERVES
    Ficova, Antonia
    Sipko, Juraj
    FINANCE AND PERFORMANCE OF FIRMS IN SCIENCE, EDUCATION, AND PRACTICE, 2015, : 297 - 309
  • [6] Optimal asset allocation for commodity sovereign wealth funds
    Irarrazabal, Alfonso A.
    Ma, Lin
    Parra-Alvarez, Juan Carlos
    QUANTITATIVE FINANCE, 2023, 23 (03) : 471 - 495
  • [7] Reserves, Sovereign Wealth Funds and the Resilience of Global Imbalances
    Alberola, Enrique
    Maria Serena, Jose
    ECONOMIC NOTES, 2008, 37 (03) : 315 - 343
  • [8] Optimal Asset Allocation under Dynamic Cooperative Game for Sovereign Wealth Funds
    Zhang, Hailiang
    Zhou, Weijiang
    Pan, Rongcui
    2013 INTERNATIONAL CONFERENCE ON MANAGEMENT (ICM 2013), 2013, : 1083 - 1088
  • [9] Are Asian Sovereign Wealth Funds Different?
    Truman, Edwin M.
    ASIAN ECONOMIC POLICY REVIEW, 2011, 6 (02) : 249 - 268
  • [10] Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds
    Moutanabbir, Khouzeima
    Noureldin, Diaa
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 69 : 708 - 730
1234