Bi̇rbi̇l, Ş. İlker; Frenk, Johannes G.; Kaynar, Bahar; … - 2008
algorithm from the literature and provide some computational
results. To the best of our knowledge, portfolio management …Risk Measures and Their Applications in Asset Management
Ş. İlker Birbil
Faculty of Engineering and Natural Sciences … collapse of
Barings in February 1995, risk management became quite significant in terms of internal control
measures. One of …