Gven Sibel

Sibel Gven

Information about the author Sibel Gven will soon be added to the site.
Found 4 papers in total
Robust portfolio planning in the presence of market anomalies
Robust portfolio planning in the presence of market anomalies
2007
In this study, a short-term portfolio modeling formulation is developed using existing...
An integrated investment and financial planning model
An integrated investment and financial planning model
1998
In countries where investment incentives and tax exemptions are offered, directing...
Bank asset and liability management under uncertainty
Bank asset and liability management under uncertainty
1997
This study presents a multiperiod stochastic linear simple recourse model for asset...
A linear programming model for bank balance sheet management
A linear programming model for bank balance sheet management
1997
Bank balance-sheet management which involves the determination of the size and...
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