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Filtragem por: Unit (Department) Mathematical Sciences Palavra-chave Portfolio Optimization

1. Stochastic Analysis of Mean-Field Games, Portfolio Optimization and Low-Rank Matrix Approximation

Palavra-chave:: Low-Rank Matrix Approximation, Portfolio Optimization, Mean-Field Games, and Stochastic Analysis
O Criador:: Lai, Peiyao
Advisor:: Mangoubi, Oren Rami
Editor:: Worcester Polytechnic Institute
Data Criada:: 2024-04-23
Resource Type:: Dissertation
Degree:: PhD
Unit (Department):: Mathematical Sciences

2. 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

3. 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

4. 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

5. 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

6. 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

7. Portfolio Optimization Based on Robust Estimation Procedures

Palavra-chave:: Portfolio Optimization and robust estimation
O Criador:: Gao, Weiguo
Advisor:: Vermes, Domokos
Editor:: Worcester Polytechnic Institute
Data Criada:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

8. Transaction costs and resampling in mean-variance portfolio optimization

Palavra-chave:: Portfolio Optimization, Transaction Costs, Resampling, and Mean-Variance Optimization
O Criador:: Asumeng-Denteh, Emmanuel
Advisor:: Vermes, Domokos
Editor:: Worcester Polytechnic Institute
Data Criada:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences