%0 Journal Article
%A Bayati, Gholamreza, mohammadPourzarandi, Mohammad Ebrahim
%T Designing a Risk Assessment Model and determining an Optimal Currency Portfolio for banks by Value-at-risk (VaR) criterion and exponentially weighted moving average (EWMA)
%J Financial Engineering and Portfolio Management
%V 11
%N 44
%P 44-73
%D 2020
%R 
%U https://sanad.iau.ir/fa/Article/1078372