| 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