Has China's oil-import portfolio been optimized from 2005 to 2014? A perspective of cost-risk tradeoff.
Jun WangXiaolei SunJianping LiJianming ChenChang LiuPublished in: Comput. Ind. Eng. (2018)
Keyphrases
- var model
- decision making
- portfolio management
- portfolio optimization
- computational complexity
- total cost
- monte carlo simulation
- viewpoint
- market data
- impulse response
- trade off
- opportunity cost
- high cost
- hong kong
- cost savings
- investment strategies
- risk management
- high risk
- portfolio selection
- query processing
- cost reduction
- risk assessment
- investment decisions
- granger causality
- asset allocation