Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR

---

Copy For Citation

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

EAJ 2016 & IA Summer School, 5 - 08 July 2016

• Publication Type: Conference Paper / Summary Text
• Middle East Technical University Affiliated: Yes