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Filtering by: Unit (Department) Mathematical Sciences Keyword Factor Model

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
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
Portfolio Optimization, CAPM & Factor Modeling Project

Keyword:

Portfolio Optimization and Factor Model

Creator:

Zhao, Zhen

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:

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