Concepedia
Journal of International Money and Finance · 2011 · 26 citations · 28 references
Natural SciencesEconomicsOptimizationReserve PricesOptimal Reserve HoldingsOptimal Reserve SizeReserve Portfolio Composition
28
CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops
Guillermo A. Calvo · Journal of Applied Economics · 1998 · 1.4K citations · Full text
Business, Economics, Finance +17
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
Vijay K. Chopra, William T. Ziemba · The Journal of Portfolio Management · 1993 · 1.2K citations
Financial Stability, the Trilemma, and International Reserves
Maurice Obstfeld, Jay Shambaugh, Alan M. Taylor · American Economic Journal Macroeconomics · 2010 · 545 citations
Business, Economics, Finance +16
Dynamic Strategies for Asset Allocation
André F. Perold, William F. Sharpe · Financial Analysts Journal · 1988 · 493 citations
Business, Finance, Financial Management +17
On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects
Guillermo A. Calvo, Alejandro Izquierdo, Luis Fernando Mejía · SSRN Electronic Journal · 2004 · 441 citations · Full text
Social Sciences, Economics, Finance +17