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Title :Portfolio optimization using coherent risk measures : the case of conditional value at risk
Alternative Title :Βελτιστοποίηση χαρτοφυλακίου με χρήση συνεπών μέτρων κινδύνου: η περίπτωση του conditional value at risk
Creator :Perdikouri, Eleni P.
Contributor :Giannakopoulos, A. (Επιβλέπων καθηγητής)
Publisher :Athens University of Economics and Business
Type :Text
Extent :130p.
Language :en
Abstract :Thesis - Athens University of Economics and Business. Postgraduate, Department of Statistics
Subject :Statistics
Statistical analysis
Value at Risk
Date Issued :05-2011

File: Perdikouri_2011.pdf

Type: application/pdf