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.