CEU Electronic Theses and Dissertations, 2016
| Author | Akhadov, Sardor Saidjakhonovich |
|---|---|
| Title | Optimal Currency Shares in Currency Reserves of Central Banks |
| Summary | I apply mean-variance framework and incorporate several special needs of central Banks in order to find optimal allocation of shares in currency portfolios. |
| Supervisor | Adam Zawadowski |
| Department | Economics MA |
| Full text | https://www.etd.ceu.edu/2016/akhadov_sardor.pdf |
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