A dynamic optimal investing model for international reserves management

南華大學機構典藏系統 > 管理學院 > 企業管理學系(管理科學碩/博士班,非營利事業管理碩士班) > 期刊論文 > Item 987654321/29563

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题名:	A dynamic optimal investing model for international reserves management
作者:	陳淼勝;Chen, Miao-Sheng
貢獻者:	企業管理學系
日期:	2002
上传时间:	2023-08-03 14:20:22 (UTC+8)
摘要:	The major purpose of this paper is to determine the optimal investing path and the stock level of international reserves by applying dynamic optimization approach on analyzing the investment behavior so that the total returns are maximized. It constructs an international reserves investing plan (lRIP) model that provides an attention to the actively precautionary motive of holding international reserves under the consideration of opportunity cost in investing action. In addition, sensitivity analyses for the key variables of optimal solution are also provided. Accordingly, this paper represented a dynamic investment philosophy of managing international reserves fur a country’s monetary authority with great reference.
關聯:	Journal of Information and Optimization Sciences vol. 23, no. 1 pp.147-155
显示于类别:	[企業管理學系(管理科學碩/博士班,非營利事業管理碩士班)] 期刊論文

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