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Filtro per: Unit (Department) Mathematical Sciences Parola chiave Risk Management

Risk Management Project

Parola chiave:

BIC, Expected Shortfall, AIC, Portfolio Optimization, Chi-square test, ARMA-GARCH, Value-at-risk, and Risk Management

Creatore:

Yan, Lu

Advisor:

Blais, Marcel Y.

Editore:

Worcester Polytechnic Institute

data di creazione:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Risk Management Project

Parola chiave:

Value-at-risk, BIC, ARMA-GARCH, Portfolio Optimization, Chi-square test, AIC, Risk Management, and Expected Shortfall

Creatore:

Shen, Chen

Advisor:

Blais, Marcel Y.

Editore:

Worcester Polytechnic Institute

data di creazione:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Value at Risk Models for a Nonlinear Hedged Portfolio

Parola chiave:

Risk Management, Risk Measure, Value at Risk, and Hedging

Creatore:

Liu, Guochun

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

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

Parola chiave:

Finance, Portfolio Theory, and Risk Management

Creatore:

Gao, Pan

Advisor:

Heinricher, Arthur C.

Editore:

Worcester Polytechnic Institute

data di creazione:

2003-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences