A Multiple-Goal Investment Strategy for Sovereign Wealth Funds: An Application to China
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More about this item
Keywords
sovereign wealth funds; Black-Litterman; mean variance mental accounting; MVMA; return expectations; global investment; macroeconomic;All these keywords.
JEL classification:
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- E03 - Macroeconomics and Monetary Economics - - General - - - Behavioral Macroeconomics
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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