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

Perdikouri, Eleni P.2011-05-012025-03-262011-05https://pyxida.aueb.gr/handle/123456789/5138https://doi.org/10.26219/heal.aueb.6185Thesis - Athens University of Economics and Business. Postgraduate, Department of Statisticspdf130p.StatisticsStatistical analysisValue at RiskInvestmentRiskPortfolio optimization using coherent risk measures : the case of conditional value at riskΒελτιστοποίηση χαρτοφυλακίου με χρήση συνεπών μέτρων κινδύνου: η περίπτωση του conditional value at riskTextGiannakopoulos, A.