Index Catalog // Hyrax

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Filtro per: Contributor Blais, Marcel Y. Creatore Qu, Jing

Parola chiave:: Value at Risk, Portfolio Optimization, ARMA-GARCH Model, Expected Shortfall, and Risk Reduction
Creatore:: Qu, Jing
Advisor:: Blais, Marcel Y.
Editore:: Worcester Polytechnic Institute
data di creazione:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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