01679cas a2200241 a 4500 AALejournalIMF010008 230101c9999 xx r poo 0 0eng d 5.00 USD 9781451954890 1018-5941 BD-DhAAL BD-DhAAL International Monetary Fund. Potential Role SDR Diversified Currency Portfolios Central Bank. Washington, D.C. : International Monetary Fund, 1988. 1 online resource (48 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students This paper compares the SDR in terms of its risk-return characteristics relative to those of its five components and, on this basis, finds that the SDR has performed favorably over the period under review. In addition, several efficient portfolios including the SDR and its components are computed. These computations provide evidence that in many cases the SDR has a major weight, particularly in those portfolios which involve minimum risk and therefore would appear to be most appropriate for reserve holders. Thus, the evidence presented suggests that the SDR can play a major role in the international reserve portfolios of central banks. Mode of access: Internet IMF Working Papers; Working Paper ; No. 1988/081 Full text available on IMF http://elibrary.imf.org/view/journals/001/1988/081/001.1988.issue-081-en.xml IMF e-Library