Rania Jammazi

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Portfolio Selection

Investment Strategies

Top Venues

J. Oper. Res. Soc.

Publications

Rania Jammazi, Duc Khuong Nguyen
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. J. Oper. Res. Soc. 68 (11) (2017)