Original language | English |
---|---|
Title of host publication | The VaR implementation handbook |
Editors | G.N. Gregoriou |
Place of Publication | New York |
Publisher | McGraw Hill |
Pages | 311-338 |
Number of pages | 29 |
Publication status | Published - 2009 |
Risk measures and their applications in asset management.
B. Kaynar, S.I. Bilker, H. Frenk, N. Noyan
Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic