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Article

Tunaru, R. and Giannopoulos, K. (2005) Coherent Risk Measures Under Filtered Historical Simulation. Journal of Banking and Finance, 29 (4). pp. 979-996. ISSN 0378-4266 . The full text of this publication is not available from this repository.

Tunaru, R. and Giannopoulos, K. and Clark, E. (2005) Portfolio Selection with VaR Constraints. Computational Management Science, 2 (2). pp. 123-138. ISSN 1619-697X. The full text of this publication is not available from this repository.

This list was generated on Sat May 18 23:01:49 2013 BST.