Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers.

B Kaynar, Ilker Birbil, JBG (Hans) Frenk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages15
EditionEconometric Institute Report EI 2007-12
Publication statusPublished - 2007

Publication series

SeriesEconometric Institute Report
VolumeEI 2007-12

Research programs

  • EUR ESE 32

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