Stochastic surplus process and constrained portfolio optimization with VaR and CVaR

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ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

3. European Actuarial Journal Conference, Lyon, France, 4 - 08 September 2016

• Publication Type: Conference Paper / Summary Text
• City: Lyon
• Country: France
• Middle East Technical University Affiliated: Yes