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Portfolio Optimization
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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
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Masters Reports
5
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2
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O Criador
Asumeng-Denteh, Emmanuel
1
Gao, Weiguo
1
Lai, Peiyao
1
Qu, Jing
1
Shen, Chen
1
mais
O Criadors
»
Advisor
Blais, Marcel Y.
5
Mangoubi, Oren Rami
1
Vermes, Domokos
2
Contributor
Blais, Marcel Y.
5
Mangoubi, Oren
1
Mangoubi, Oren Rami
1
Smith, Aaron
1
Song, Qingshuo
1
mais
Contributors
»
Unit (Department)
Mathematical Sciences
8
Editor
Worcester Polytechnic Institute
8
UN SDG
Not Specified
1
Tipo de recurso
Report
5
Thesis
2
Dissertation
1
