Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management.
Richard D. F. HarrisC. Coskun KüçüközmenPublished in: Eur. J. Oper. Res. (2001)
Keyphrases
- risk management
- decision support system
- chance discovery
- risk assessment
- risk evaluation
- financial institutions
- risk analysis
- stock market
- portfolio optimization
- project management
- operational risk
- financial markets
- financial services
- sharpe ratio
- risk factors
- software projects
- information security management
- data sets
- commercial banks
- information systems