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Advisor
Blais, Marcel Y.
Remover Advisor: Blais, Marcel Y.
Palavra-chave
Portfolio Optimization
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Resultados da Busca
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
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
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
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
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
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Masters Reports
5
Year
2012
5
O Criador
Qu, Jing
1
Shen, Chen
1
Yan, Lu
1
Zhao, Zhen
1
Zhou, Jie
1
Advisor
Blais, Marcel Y.
[remove]
5
Contributor
Blais, Marcel Y.
5
Unit (Department)
Mathematical Sciences
5
Editor
Worcester Polytechnic Institute
5
Tipo de recurso
Report
5