Risk measures and their applications in portfolio optimization

Ilker Birbil, JBG (Hans) Frenk, B Kaynar, N Noyan

Research output: Chapter/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationThe VAR Implementation Handbook
EditorsG.N. Gregoriou
Place of PublicationNew York
Pages311-338
Number of pages28
Publication statusPublished - 2009

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