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Filtering by: Unit (Department) Mathematical Sciences Keyword CAPM

The Portfolio Optimization Project

Keyword:

Factor Model, CAPM, and optimal portfolio

Creator:

Zhuang, Ziyi

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-25

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
The Portfolio Optimization Project

Keyword:

CAPM and optimal portfolio

Creator:

Gao, Panwen

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-25

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project Report

Keyword:

Modern Portfolio Theory, Factor Model, French and Fama Model, and CAPM

Creator:

Xu, Chenghao

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-23

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Financial Mathematics Project

Keyword:

Modern Portfolio Theory, Fama French Model, and CAPM

Creator:

Dang, Zhe

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-24

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project Report

Keyword:

French and Fama Model, Factor Model, CAPM, and Modern Portfolio Theory

Creator:

Dong, Yijun

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-23

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
The stochastic discount factor and the generalized method of moments

Keyword:

SDF, GMM, and CAPM

Creator:

Koci, Eni

Advisor:

Roman, Luis J.

Publisher:

Worcester Polytechnic Institute

Date Created:

2006-05-31

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences