INSTITUTE OF APPLIED MATHEMATICS
  • 2016:
    1. Modern Portfolio Optimization with Value at Risk and Conditional Value at Risk - Explanation, Evaluation and Comparison. S. Keskin. Technical report, Middle East Technical University, 2016. BibTeX ]
      @techreport{Keskin2016,
        author        = {Sinem Keskin},
        title         = {Modern Portfolio Optimization with Value at Risk and Conditional Value at Risk - Explanation, Evaluation and Comparison},
        institution   = {Middle East Technical University},
        year          = {2016},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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