Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers
Extent: | application/pdf |
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Series: | Research Paper. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureri Number ERS-2007-032-LIS |
Source: |
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Kaynar, B., (2007)
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Kaynar, B., (2007)
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Kaynar, B., (2007)
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Kaynar, B., (2007)
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Risk measures and their applications in asset management
Birbil, S.I., (2008)
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Generalized Fractional Programming With User Interaction
Birbil, S.I., (2004)
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