Cagatay Karan

According to our database, Cagatay Karan authored at least 1 paper in 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

A closed-form solution of the Black-Litterman model with conditional value at risk.

Tao Pang, Cagatay Karan

Oper. Res. Lett., 2018