@techreport{20.500.12134/5662,
author = {León-Rincón, Carlos Eduardo},
author = {Vela, Daniel},
year = {2011},
month = {3},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/5662},
abstract = {Despite foreign reserves' strategic asset allocation relies mainly on Modern Portfolio Theory (MPT), the unique characteristics of central banks obliges them to articulate and reconcile typical optimization procedures with reserves' management objectives},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 645},
title = {Foreign reserves' strategic asset allocation},
keywords = {Foreign reserves},
keywords = {Black-litterman},
keywords = {Strategic asset allocation},
doi = {https://doi.org/10.32468/be.645},
}