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Parola chiave
Expected Shortfall
Cancella il filtro Parola chiave: Expected Shortfall
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Market and Credit Risk Models and Management Report
Parola chiave:
Value at Risk
,
Portfolio Optimization
,
ARMA-GARCH Model
,
Expected Shortfall
, and
Risk Reduction
Creatore:
Qu, Jing
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:
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
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Parola chiave:
Expected Shortfall
,
Loss Distribution
, and
Value at Risk
Creatore:
Shah, Azuri
Advisor:
Blais, Marcel Y.
Editore:
Worcester Polytechnic Institute
data di creazione:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Parola chiave:
Value at Risk
,
Expected Shortfall
, and
Loss Distribution
Creatore:
Infantino, Shanna
Advisor:
Blais, Marcel Y.
Editore:
Worcester Polytechnic Institute
data di creazione:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Reports
5
Year
2012
5
Creatore
Infantino, Shanna
1
Qu, Jing
1
Shah, Azuri
1
Shen, Chen
1
Yan, Lu
1
Advisor
Blais, Marcel Y.
5
Contributor
Blais, Marcel Y.
5
Unit (Department)
Mathematical Sciences
5
Editore
Worcester Polytechnic Institute
5
Tipo di risorsa
Report
5