| 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 |
Cite this
Kaynar, B., Bilker, S. I., Frenk, H., & Noyan, N. (2009). Risk measures and their applications in asset management. In G. N. Gregoriou (Ed.), The VaR implementation handbook (pp. 311-338). New York: McGraw Hill.
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year = "2009",
language = "English",
pages = "311--338",
editor = "G.N. Gregoriou",
booktitle = "The VaR implementation handbook",
publisher = "McGraw Hill",
}
Kaynar, B, Bilker, SI, Frenk, H & Noyan, N 2009, Risk measures and their applications in asset management. in GN Gregoriou (ed.), The VaR implementation handbook. McGraw Hill, New York, pp. 311-338.
Risk measures and their applications in asset management. / Kaynar, B.; Bilker, S.I.; Frenk, H.; Noyan, N.
The VaR implementation handbook. ed. / G.N. Gregoriou. New York : McGraw Hill, 2009. p. 311-338.Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic
TY - CHAP
T1 - Risk measures and their applications in asset management.
AU - Kaynar, B.
AU - Bilker, S.I.
AU - Frenk, H.
AU - Noyan, N.
PY - 2009
Y1 - 2009
M3 - Chapter
SP - 311
EP - 338
BT - The VaR implementation handbook
A2 - Gregoriou, G.N.
PB - McGraw Hill
CY - New York
ER -
Kaynar B, Bilker SI, Frenk H, Noyan N. Risk measures and their applications in asset management. In Gregoriou GN, editor, The VaR implementation handbook. New York: McGraw Hill. 2009. p. 311-338