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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

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

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