Risk measures and their applications in asset management.

B. Kaynar, S.I. Bilker, H. Frenk, N. Noyan

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationThe VaR implementation handbook
EditorsG.N. Gregoriou
Place of PublicationNew York
PublisherMcGraw Hill
Pages311-338
Number of pages29
Publication statusPublished - 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.
Kaynar, B. ; Bilker, S.I. ; Frenk, H. ; Noyan, N. / Risk measures and their applications in asset management. The VaR implementation handbook. editor / G.N. Gregoriou. New York : McGraw Hill, 2009. pp. 311-338
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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 proceedingChapterAcademic

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