Index Catalog // Hyrax

Cancellare i filtri

Filtro per: Unit (Department) Mathematical Sciences Parola chiave Value-at-risk

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
HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK

Parola chiave:

Monte Carlo Simulations, Value-at-risk, and Portfolio Risk

Creatore:

Malfas, Gregory P.

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences