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Filtragem por: Palavra-chave Portfolio Optimization Remover Palavra-chave: Portfolio Optimization Editor Worcester Polytechnic Institute Remover Editor: Worcester Polytechnic Institute

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Resultados da Busca

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
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
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
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
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
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
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
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

Filtre sua busca

Collections

Masters Reports5
Masters Theses2
PhD Dissertations1

Year

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Current results range from 2004 to 2024

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O Criador

Asumeng-Denteh, Emmanuel1
Gao, Weiguo1
Lai, Peiyao1
Qu, Jing1
Shen, Chen1
mais O Criadors »

Advisor

Blais, Marcel Y.5
Mangoubi, Oren Rami1
Vermes, Domokos2

Contributor

Blais, Marcel Y.5
Mangoubi, Oren1
Mangoubi, Oren Rami1
Smith, Aaron1
Song, Qingshuo1
mais Contributors »

Unit (Department)

Mathematical Sciences8

Editor

Worcester Polytechnic Institute[remove]8

UN SDG

Not Specified1

Tipo de recurso

Report5
Thesis2
Dissertation1

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