Portfolio optimization for risk metrics of Basel III

Additional Metadata
Keywords	Risk management, Portfolio optimisation, Basel III, Value at risk
Thesis Advisor	Huurman, C.I., Huij, J.J.
Persistent URL	hdl.handle.net/2105/32806
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Li, N. (2015, October 27). Portfolio optimization for risk metrics of Basel III. Finance & Investments. Retrieved from http://hdl.handle.net/2105/32806

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