ŞİMŞEK, M. Et Al. 2016. Stochastic surplus process and constrained portfolio optimization with VaR and CVaR. 3. European Actuarial Journal Conference , (Lyon, France).

ŞİMŞEK, M., UĞUR, Ö., & KESTEL, A. S., (2016). Stochastic surplus process and constrained portfolio optimization with VaR and CVaR . 3. European Actuarial Journal Conference, Lyon, France

ŞİMŞEK, MERAL, ÖMÜR UĞUR, And AYŞE SEVTAP KESTEL. "Stochastic surplus process and constrained portfolio optimization with VaR and CVaR," 3. European Actuarial Journal Conference, Lyon, France, 2016

ŞİMŞEK, MERAL Et Al. "Stochastic surplus process and constrained portfolio optimization with VaR and CVaR." 3. European Actuarial Journal Conference , Lyon, France, 2016

ŞİMŞEK, M. UĞUR, Ö. And KESTEL, A. S. (2016) . "Stochastic surplus process and constrained portfolio optimization with VaR and CVaR." 3. European Actuarial Journal Conference , Lyon, France.

@conferencepaper{conferencepaper, author={MERAL ŞİMŞEK Et Al. }, title={Stochastic surplus process and constrained portfolio optimization with VaR and CVaR}, congress name={3. European Actuarial Journal Conference}, city={Lyon}, country={France}, year={2016}}