Skip to Content
Toggle navigation
首页
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
登录
Explore, Discover, Share
转到
Advanced search
搜索条件
清除筛选
筛选:
关键词
Portfolio Optimization
删除限定条件 关键词: Portfolio Optimization
1
-
8
共
8
按 relevance 排序
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
每页显示结果数
10 每页
10
每页
20
每页
50
每页
100
每页
以如下方式察看搜索结果:
列表
图片式展示
砌体式展示
幻灯式展示
搜索结果
Stochastic Analysis of Mean-Field Games, Portfolio Optimization and Low-Rank Matrix Approximation
关键词:
Low-Rank Matrix Approximation
,
Portfolio Optimization
,
Mean-Field Games
, and
Stochastic Analysis
创造者:
Lai, Peiyao
Advisor:
Mangoubi, Oren Rami
出版者:
Worcester Polytechnic Institute
创建日期:
2024-04-23
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Market and Credit Risk Models and Management Report
关键词:
Value at Risk
,
Portfolio Optimization
,
ARMA-GARCH Model
,
Expected Shortfall
, and
Risk Reduction
创造者:
Qu, Jing
Advisor:
Blais, Marcel Y.
出版者:
Worcester Polytechnic Institute
创建日期:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Management Project
关键词:
BIC
,
Expected Shortfall
,
AIC
,
Portfolio Optimization
,
Chi-square test
,
ARMA-GARCH
,
Value-at-risk
, and
Risk Management
创造者:
Yan, Lu
Advisor:
Blais, Marcel Y.
出版者:
Worcester Polytechnic Institute
创建日期:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Management Project
关键词:
Value-at-risk
,
BIC
,
ARMA-GARCH
,
Portfolio Optimization
,
Chi-square test
,
AIC
,
Risk Management
, and
Expected Shortfall
创造者:
Shen, Chen
Advisor:
Blais, Marcel Y.
出版者:
Worcester Polytechnic Institute
创建日期:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project
关键词:
Portfolio Optimization
and
Factor Model
创造者:
Zhao, Zhen
Advisor:
Blais, Marcel Y.
出版者:
Worcester Polytechnic Institute
创建日期:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization, CAPM & Factor Modeling Project
关键词:
Portfolio Optimization
and
CAPM & Factor Modeling
创造者:
Zhou, Jie
Advisor:
Blais, Marcel Y.
出版者:
Worcester Polytechnic Institute
创建日期:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization Based on Robust Estimation Procedures
关键词:
Portfolio Optimization
and
robust estimation
创造者:
Gao, Weiguo
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Transaction costs and resampling in mean-variance portfolio optimization
关键词:
Portfolio Optimization
,
Transaction Costs
,
Resampling
, and
Mean-Variance Optimization
创造者:
Asumeng-Denteh, Emmanuel
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Toggle facets
限定搜索
Collections
Masters Reports
5
Masters Theses
2
PhD Dissertations
1
Year
Year range begin
–
Year range end
Current results range from
2004
to
2024
View distribution
创造者
Asumeng-Denteh, Emmanuel
1
Gao, Weiguo
1
Lai, Peiyao
1
Qu, Jing
1
Shen, Chen
1
更多
创造者s
»
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
更多
Contributors
»
Unit (Department)
Mathematical Sciences
8
出版者
Worcester Polytechnic Institute
8
UN SDG
Not Specified
1
资源类型
Report
5
Thesis
2
Dissertation
1
