Foreign reserves' strategic asset allocation

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dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorVela, Daniel
dc.creator.firmaCarlos León
dc.date.accessioned2011-03-15T08:30:10Zeng
dc.date.available2011-03-15T08:30:10Z
dc.date.created2011-03-15
dc.date.issued2011-03-15
dc.description.abstractDespite 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 objectiveseng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5662spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5662
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.645spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 645
dc.relation.numberBorrador 645spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/645.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:645spa
dc.subject.jelG11 - Portfolio Choice; Investment Decisionseng
dc.subject.jelspaE58 - Bancos centrales y sus políticasspa
dc.subject.keywordForeign reserveseng
dc.subject.keywordBlack-littermaneng
dc.subject.keywordStrategic asset allocationeng
dc.subject.lembReservas internacionales -- Colombiaspa
dc.subject.lembMercados emergentes -- Colombiaspa
dc.subject.lembCambio exterior -- Colombiaspa
dc.titleForeign reserves' strategic asset allocationspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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