Exploring the Value at Risk of Oil-exporting Country Portfolio: An Empirical Analysis from the FSU Region.
Xiaolei SunLing TangWan HePublished in: ICCS (2011)
Keyphrases
- portfolio management
- portfolio optimization
- investment decisions
- decision making
- investment strategies
- high risk
- asset allocation
- optimal portfolio
- image regions
- region of interest
- grey level
- portfolio theory
- portfolio selection
- early warning
- developed countries
- real time
- market data
- risk management
- minimum risk
- efficient frontier
- panel data
- extreme events
- risk assessment