Fewer government bonds : rethinking reserve portfolios

von Grava, Roberts L.
Veröffentlicht in How countries manage reserve assets (2003)

Corporate bonds in central bank reserves portfolios : a strategic asset allocation perspective

von Grava, Roberts L.
Veröffentlicht in Risk management for central bank foreign reserves (2004)

Practical scenario-dependent portfolio optimization : a framework to combine investor views and quantitative discipline into acceptable portfolio decisions

von Grava, Roberts L.
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Practical scenario-dependent portfolio optimization : a framework to combine investor views and quantitative discipline into acceptable portfolio decisions

von Grava, Roberts L.
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)