مرکز منطقه ای اطلاع رساني علوم و فناوري - Safety-first and extreme value bilateral U.S.–Mexican portfolio optimization around the peso crisis and NAFTA in 1994

Title of article :

Safety-first and extreme value bilateral U.S.–Mexican portfolio optimization around the peso crisis and NAFTA in 1994

Author/Authors :

Mahfuzul Haque، نويسنده , , Oscar Varela، نويسنده , , M. Kabir Hassan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

449

To page :

469

Keywords :

Portfolio optimization , Emerging markets , Extreme value , Safety-first

Journal title :

Quarterly Review of Economics and Finance

Serial Year :

2007

Journal title :

Quarterly Review of Economics and Finance

Record number :

178580

Link To Document :