Browsing by Subject Conditional value at risk
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2019 | Risk Averse Investment Strategies for a Private Electricity Generating Company in a Carbon Constrained Environment | Çanakoğlu, Ethem; Ağralı, Semra ; Adıyeke, Esra |
2016 | Testing for Systemic Risk Using Stock Returns | Kupiec, Paul; Güntay, Levent |