Optimal Foreign Exchange Portfolio for Iran

Management of Foreign exchange reserves is important for every country. This matter is also of particular interest for Iran as an Oil exporting developing country. This paper designs an optimal portfolio for that part of foreign exchange incomes which is used for investment. Using the data on foreig...

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Bibliographic Details
Main Authors: Zahra Nasrollahi, Mina Shahviri
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2010-09-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_3402_bf5e36492ede3a53767241f66f1eb7b7.pdf