Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

EAJ 2016 & IA Summer School, 5 - 08 July 2016, (Summary Text)

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