Risk measures and their applications in portfolio optimization

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

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	The VAR Implementation Handbook
Editors	G.N. Gregoriou
Place of Publication	New York
Pages	311-338
Number of pages	28
Publication status	Published - 2009

Research programs

@inbook{5c80207232c1443b9f2eba3fdc687221,

title = "Risk measures and their applications in portfolio optimization",

author = "Ilker Birbil and Frenk, \{JBG (Hans)\} and B Kaynar and N Noyan",

year = "2009",

language = "English",

isbn = "9780071615136",

pages = "311--338",

editor = "G.N. Gregoriou",

booktitle = "The VAR Implementation Handbook",

}