Portfolio optimization using coherent risk measures : the case of conditional value at risk

dc.contributor.thesisadvisor	Giannakopoulos, A.	en
dc.creator	Perdikouri, Eleni P.	en
dc.date.accessioned	2025-03-26T19:31:24Z
dc.date.available	2025-03-26T19:31:24Z
dc.date.issued	05-2011
dc.description.abstract	Thesis - Athens University of Economics and Business. Postgraduate, Department of Statistics	en
dc.format	pdf
dc.format.extent	130p.
dc.identifier.uri	https://pyxida.aueb.gr/handle/123456789/5138
dc.language	en
dc.publisher	Athens University of Economics and Business	en
dc.subject	Statistics	en
dc.subject	Statistical analysis	en
dc.subject	Value at Risk	en
dc.subject	Investment	en
dc.subject	Risk	en
dc.title	Portfolio optimization using coherent risk measures : the case of conditional value at risk	en
dc.title.alternative	Βελτιστοποίηση χαρτοφυλακίου με χρήση συνεπών μέτρων κινδύνου: η περίπτωση του conditional value at risk	el
dc.type	Text

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