Index Catalog // Hyrax

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Filtragem por: Advisor Blais, Marcel Y. Palavra-chave Portfolio Optimization Year 2012

1. Market and Credit Risk Models and Management Report

Palavra-chave:: Value at Risk, Portfolio Optimization, ARMA-GARCH Model, Expected Shortfall, and Risk Reduction
O Criador:: Qu, Jing
Advisor:: Blais, Marcel Y.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

2. Risk Management Project

Palavra-chave:: BIC, Expected Shortfall, AIC, Portfolio Optimization, Chi-square test, ARMA-GARCH, Value-at-risk, and Risk Management
O Criador:: Yan, Lu
Advisor:: Blais, Marcel Y.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

3. Risk Management Project

Palavra-chave:: Value-at-risk, BIC, ARMA-GARCH, Portfolio Optimization, Chi-square test, AIC, Risk Management, and Expected Shortfall
O Criador:: Shen, Chen
Advisor:: Blais, Marcel Y.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

4. Portfolio Optimization, CAPM & Factor Modeling Project

Palavra-chave:: Portfolio Optimization and Factor Model
O Criador:: Zhao, Zhen
Advisor:: Blais, Marcel Y.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2012-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

5. Portfolio Optimization, CAPM & Factor Modeling Project

Palavra-chave:: Portfolio Optimization and CAPM & Factor Modeling
O Criador:: Zhou, Jie
Advisor:: Blais, Marcel Y.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2012-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences