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