A Note on Portfolio Choice for Sovereign Wealth Funds

Bernd Scherer

Chapter 8 in Central Bank Reserves and Sovereign Wealth Management, 2010, pp 220-230 from Palgrave Macmillan

Abstract: Abstract For many oil exporting countries, crude oil or gas reserves are the single most important national assets. Any change in the value of reserves directly and materially affects these countries’ wealth, and thus the wellbeing of their citizens. Figure 8.1 serves as an illustration for the violent nature of oil price changes that can have a destabilizing effect on the economy via volatile real exchange rates.

Keywords: Real Exchange Rate; Asset Allocation; Dividend Yield; Portfolio Choice; Sovereign Wealth Fund (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-25081-9_8

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DOI: 10.1057/9780230250819_8

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