TY  - GEN 
A1  - Leon-Rincon, Carlos Eduardo
A1  - Vela, Daniel
DA  - 2011/03/03
PY  - 2011
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5662
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 645
M3  - Open Access
T1  - Foreign reserves' strategic asset allocation
KW  - G11 - Portfolio Choice; Investment Decisions
KW  - C61 - Optimization Techniques; Programming Models; Dynamic Analysis
KW  - C11 - Bayesian Analysis: General
KW  - E58 - Central Banks and Their Policies
KW  - Foreign reserves
KW  - Black-litterman
KW  - Strategic asset allocation
KW  - Reservas internacionales -- Colombia
KW  - Mercados emergentes -- Colombia
KW  - Cambio exterior -- Colombia
KW  - C61 - Tecnicas de optimizacion; Modelos de programacion; Analisis dinamico
KW  - G11 - Seleccion de cartera; Decisiones de inversion
KW  - C11 - Analisis bayesiano: generalidades
KW  - E58 - Bancos centrales y sus politicas
DO  - https://doi.org/10.32468/be.645
L1  - https://ideas.repec.org/p/bdr/borrec/645.html
ER  -