BlackRock: Reserves Management with Factors and Reference Portfolios

Asset Management at Central Banks and Monetary Authorities ◽

10.1007/978-3-030-43457-1_27 ◽

2020 ◽

pp. 459-484

Author(s):

Andrew Ang ◽

David Chua ◽

Katelyn Gallagher ◽

Stephen Hull

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