Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR

Date

2016-09-05

Author

Şimşek, Meral
Uğur, Ömür
Kestel, Sevtap Ayşe

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https://hdl.handle.net/11511/71862

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Citation Formats

M. Şimşek, Ö. Uğur, and S. A. Kestel, “Stochastic Surplus Process and Constrained Portfolio Optimisation with VaR and CVaR,” 2016, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/71862.