Index Catalog // Digital WPI

Skip to Content

Home
Browse
About
Help

Explore, Discover, Share

Advanced search

Search Constraints

Start Over

Filtering by: Keyword Portfolio Optimization Remove constraint Keyword: Portfolio Optimization Publisher Worcester Polytechnic Institute Remove constraint Publisher: Worcester Polytechnic Institute

1 - 7 of 7

relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲

Number of results to display per page

10 per page
20 per page
50 per page
100 per page

View results as:

List Gallery Masonry Slideshow

Search Results

Market and Credit Risk Models and Management Report

Keyword:

Value at Risk, Portfolio Optimization, ARMA-GARCH Model, Expected Shortfall, and Risk Reduction

Creator:

Qu, Jing

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Risk Management Project

Keyword:

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

Creator:

Yan, Lu

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Risk Management Project

Keyword:

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

Creator:

Shen, Chen

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-05-02

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

Keyword:

Portfolio Optimization and CAPM & Factor Modeling

Creator:

Zhou, Jie

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2012-04-25

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Optimization Based on Robust Estimation Procedures

Keyword:

Portfolio Optimization and robust estimation

Creator:

Gao, Weiguo

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Transaction costs and resampling in mean-variance portfolio optimization

Keyword:

Portfolio Optimization, Transaction Costs, Resampling, and Mean-Variance Optimization

Creator:

Asumeng-Denteh, Emmanuel

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences

Limit your search

Collections

Masters Reports5
Masters Theses2

Year

Year range begin – Year range end

Current results range from 2004 to 2012

View distribution

Creator

Asumeng-Denteh, Emmanuel1
Gao, Weiguo1
Qu, Jing1
Shen, Chen1
Yan, Lu1
more Creators »

Advisor

Blais, Marcel Y.5
Vermes, Domokos2

Contributor

Blais, Marcel Y.5
Vermes, Domokos2

Unit (Department)

Mathematical Sciences7

Publisher

Worcester Polytechnic Institute[remove]7

Resource type

Report5
Thesis2

A service of Samvera.

Digital WPI v3.3.0

Login

Copyright © 2018 Samvera Licensed under the Apache License, Version 2.0