Index Catalog // 蹄兔

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筛选: Advisor Heinricher, Arthur C. Unit (Department) Mathematical Sciences

Fixed Income Database Design & Architecture

关键词:

database design, architecture, and fixed-income

创造者:

Zeng, Hong

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2005-05-31

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
A Study of the Delta-Normal Method of Measuring VaR

关键词:

Delta-Normal Method and VaR

创造者:

Kondapaneni, Rajesh

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2005-05-09

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
An Empirical Analysis of Resampled Efficiency

关键词:

Resampling and Michaud

创造者:

Kohli, Jasraj

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2005-04-26

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Construction using Clustering Methods

关键词:

Clustering, Covariance matrix, Risk, and expected return

创造者:

Ren, Zhiwei

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2005-04-26

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
An In-Depth Look at the Information Ratio

关键词:

Information ratio and Excess returns

创造者:

Blatt, Sharon L

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2004-08-24

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Construction and Risk Management: Practical Issues and Examples

关键词:

Finance, Portfolio Theory, and Risk Management

创造者:

Gao, Pan

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2003-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences