Robust optimization for portfolio risk : a ravisit of worst-case risk management procedures after Basel III award.

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Publication date
2015-07-01Author
Özün, AlperSupervisor
Kenc, TuralayAdkins, Roger
Keyword
Robust Optimization, Worst-case risk management, WCVAR, Basel III, BRIC, Portfolio managementRights

The University of Bradford theses are licenced under a Creative Commons Licence.
Institution
University of BradfordDepartment
School of ManagementAwarded
2012