Accuracy of mortgage portfolio risk forecasts during financial crises.
Yongwoong LeeDaniel RöschHarald ScheulePublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- portfolio optimization
- portfolio management
- decision making
- risk management
- high accuracy
- computational cost
- financial crisis
- financial markets
- investment decisions
- portfolio selection
- risk analysis
- early warning
- natural disasters
- stock market
- investment strategies
- risk measures
- prediction accuracy
- financial risk
- business applications
- risk assessment
- data mining
- historical data
- highly accurate
- short term
- risk averse