Bi̇rbi̇l, Ş. İlker; Frenk, Johannes G.; Kaynar, Bahar; … - 2008
Risk Measures and Their Applications in Asset Management
Ş. İlker Birbil
Faculty of Engineering and Natural Sciences … collapse of
Barings in February 1995, risk management became quite significant in terms of internal control
measures. One of … extreme losses, estimating the tail of the loss
distribution is crucial for portfolio management. For example, although two …