Now showing items 1-4 of 4

    • On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets 

      Paç, A. B.; Pınar, M. Ç. (Springer New York LLC, 2018)
      Effect of the availability of a riskless asset on the performance of naïve diversification strategies has been a controversial issue. Defining an investment environment containing both ambiguous and unambiguous assets, we ...
    • Risk-averse multi-class support vector machines 

      Karagöz, Ayşenur (Bilkent University, 2018-12)
      A classification problem aims to identify the class of new observations based on the previous observations whose classes are known. It has many applications in a variety of disciplines such as medicine, finance and ...
    • Robust portfolio optimization with risk measures under distributional uncertainty 

      Paç, A. Burak (Bilkent University, 2016-08)
      In this study, we consider the portfolio selection problem with different risk measures and different perspectives regarding distributional uncertainty. First, we consider the problem of optimal portfolio choice using the ...
    • Stochastic shelter site location under multi-hazard scenarios 

      Özbay, Eren (Bilkent University, 2018-07)
      In some cases, natural disasters happen successively (e.g. a tsunami following an earthquake) in close proximity of each other, even if they are not correlated. This study locates shelter sites and allocates the a ected ...