Application of a general risk management model to portfolio problems with elliptical distributions
dc.contributor.advisor | Birbil, Şevket İlker | |
dc.contributor.author | Kaynar, Bahar | |
dc.date.accessioned | 2020-12-10T07:38:44Z | |
dc.date.available | 2020-12-10T07:38:44Z | |
dc.date.submitted | 2006 | |
dc.date.issued | 2018-08-06 | |
dc.identifier.uri | https://acikbilim.yok.gov.tr/handle/20.500.12812/217822 | |
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dc.description.abstract | hC%26&%4`($) '' 06 ($2`2g)% !6 2 `45 21$ !6f F64( 0&G$ ('£ 2!(I4`5 %2(620046 ( % 20@I ' $4 #%&(' 0 $4)( (&@I46 !1&4`4!( !()H '2%&06Q$46 ')'2!( 2!Â¥ C'$4)(&G)`(')% 2( )` A)$& I4`5 #0$4 '$4)( R)0 2` 1$)( 0&I)' #G%2( I)('2 #02'406 2G $ 6 $4)(6$&5 2A)(62 cG4 2!( 3 2`&( `2()0 2!( $) %2('211&' ''$4)(&G)`(')% 2( )` A)(0&I I4`5 '4)` $26' 1$)( `2$21 2F)0$& 3 `2A2H4 C%2$) (QG4 2G (4$$ 6 I`45 6)(#0 $ $ 3 2' 6 ')!( $) '(')f2 $4)(6$&5 2A)(62 cG4 f2A$463!1&4!(0 C%26&%4`($) $22G ' ! '`4('2A$) 2'`2A F')` 54 `4)A !2G 2!( 1$)Q(62d2` '$4)(6$&5 #()0)(&')% 1$)' 2`6$) f2A$46 !()H 02%4I P¤ 2!( 3#00 $)üC %2($2I20@I) %$ %2`)%4I $22G ' ! 3 2`&( `2()0 2!( $) %2'4@4`@ I!()`410@2(' 2()$` 3 (' 5 #`2A 302%4I R()H4F` 2!( 2A04' 4Â¥ C02%4I R()H4F` 1$)Q%$4@'2``46 2!( 54 $4)(&04' 2!( 4( ($20 A)&e2 ') 3'2`&' 2I P¤ %$ P #G%2I`45 '$4)(6$&5 2A)(62 cG4 !()H '02%4I 0 6)( I2!( I 2!( 54 $4)(&04' 0 I)(Q@4 2!( $2!( 3'`4('2A$) 0 `(&2$ F')` 54 `4)A !2G 2!( 1$)(62d2` ` 2$)0 ' $2F (') #()0)(&')% %$ 0 6)(@)002 ') '($2I&`('$) 0 )6$ $` 2!( 54 $4)(6$&5 $4)(&G)`(Q')% ($)4 c 2!( 5£ C 1$)((2' ')!( `2%$& %2`2%)'$46 2` b P¤a F')Q( Q2&0 P0 $4)()%$4¤ %$ b Pa F')Q( Q2&0 P 3'2`&' 2I F')` ($262 C'$4)(&G)`(')%0 6)(@)002 2( )` A)(0&I #G %2(&G)`(')% 2G 4( %2I&'' 2` '($2I&`('$) 0 )6$ $`54 '20G )` A $`&(2` I4%$ ` 2!( 2`2!H 3'$4)(6$&5 #()0)(&')% 54 '2@#( 4H( !()H$4)( R)I)(@4 4)045(`4@ `45 '2`&' 2I F')` 54 '' 06 4( %2(62`)% ') '&64üVYXWVUTSC#()0)(&')% 3$4)( R)I)(@4 4)045(`4@ 3 F')Q( Q2&0 P 0 $4)()%$4¤ 3 F')Q( Q2&0 P3'$4)(6$&5 ''40 ` 2$)0 3 ($2I21 $ I F')` 3'$4)(&G)`(')% 0 6)(@)002 B'%`4H#20)G`) `2F0E£ CD C ` C 54`¡ C64'' B `4')A`2@& ')'2!Â¥9887 3')'2!Â¥ 26$2)6 54 `2(' 3 1$)`22$)1$ 0 )`('&%$£` $# ` !§¦£¥£¥£ ¢ ¤£¥¡£¢¢ ¥£ ¢¦¡ ¦£¢¦ü¥¦¡¦¥ ¢¦ ¥§© § £ ¢ §©  ü¦ §¦£¥ ¤£¢¡¡ | en_US |
dc.language | English | |
dc.language.iso | en | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | Attribution 4.0 United States | tr_TR |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.subject | Endüstri ve Endüstri Mühendisliği | tr_TR |
dc.subject | Industrial and Industrial Engineering | en_US |
dc.title | Application of a general risk management model to portfolio problems with elliptical distributions | |
dc.title.alternative | Genel bir risk yönetimi modelinin eliptik dağılımlı portföy problemlerine uygulaması | |
dc.type | masterThesis | |
dc.date.updated | 2018-08-06 | |
dc.contributor.department | Diğer | |
dc.identifier.yokid | 171622 | |
dc.publisher.institute | Mühendislik ve Fen Bilimleri Enstitüsü | |
dc.publisher.university | SABANCI ÜNİVERSİTESİ | |
dc.identifier.thesisid | 184141 | |
dc.description.pages | 49 | |
dc.publisher.discipline | Diğer |