List of Articles Currency Portfolio

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  1 - Robust Value-at-Risk Currency Portfolio Optimization for Net Open Position (NOP) Hedging
  Mirfeiz Fallah Yousef Toomari Mozhgan Safa Hossein Moghadam
• Open Access Article
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  2 - 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)
  Gholamreza Bayati Mohammad Ebrahim mohammadPourzarandi
• Open Access Article
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  3 - Optimal Currency Portfolio of Foregin Exchange Reserves in the Central Bank of I. R. Iran (Post-Modern Portfolio Approach)
  Saeed Daei-Karimzadeh