The Construction of International Currency Cocktails-An Argument for the Use of the Markowitz Portfolio Model

Abstract

Get full access to this article

View all access options for this article.

References

Aubey

Robert T.

and Robert

H. Cramer

. “The Use of International Currency Cocktails in the Reduction of Exchange Rate Risk.” Journal of Economics and Business, 29, Winter 1977, pp. 128–35.

Gold

Joseph

. “Floating Currencies, SDRs, and Gold.” IMF Pamphlet, No. 22, 1977, pp. 365–66.

Gold

Joseph

. “Floating Currencies, Gold, and SDRs.” IMF Pamphlet, No. 19, 1976, pp. 66–71.

Hultman

C. W.

and Stafford Johnson

“A Note on Special Drawing Rights and Reserve Value Stability.”

Rivista Internazionale di Scienze Economiche e Commercial 4, April 1977, pp. 326–40.

“International Monetary Fund.”

IMF Survey, November 7, 1977, pp. 346–47.

“International Monetary Fund.”

International Financial Statistics, several issues used for data.

Markowitz

“Portfolio Analysis.”

Journal of Finance, 8, March 1952, pp. 77–91.