Skip to Content
Toggle navigation
Casa
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Accesso
Explore, Discover, Share
Partire
Advanced search
Ricerca
Cancellare i filtri
Filtro per:
Parola chiave
Value at Risk
Cancella il filtro Parola chiave: Value at Risk
1
-
6
di
6
Ordina per relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
Risultati per pagina
10 per pagina
10
per pagina
20
per pagina
50
per pagina
100
per pagina
Visualizza i risultati come:
Lista
Galleria
Lavoro in corso
Slideshow
Risultati della ricerca
Risk Analysis for Corporate Bond Portfolios
Parola chiave:
Fama-French multi-factor model
,
Value at Risk
,
Credit Risk
,
liquidity risk
, and
market risk
Creatore:
Zhao, Yunfeng
Advisor:
Blais, Marcel Y.
Editore:
Worcester Polytechnic Institute
data di creazione:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Analysis for Corporate Bond Portfolios
Parola chiave:
Credit Risk
,
Fama-French multi-factor model
,
Value at Risk
,
liquidity risk
, and
market risk
Creatore:
Jiang, Qizhong
Advisor:
Blais, Marcel Y.
Editore:
Worcester Polytechnic Institute
data di creazione:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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
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
Value at Risk Models for a Nonlinear Hedged Portfolio
Parola chiave:
Risk Management
,
Risk Measure
,
Value at Risk
, and
Hedging
Creatore:
Liu, Guochun
Advisor:
Vermes, Domokos
Editore:
Worcester Polytechnic Institute
data di creazione:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Toggle facets
Affina la ricerca
Collections
Masters Reports
3
Masters Theses
3
Year
Year range begin
–
Year range end
Current results range from
2004
to
2013
View distribution
Creatore
Infantino, Shanna
1
Jiang, Qizhong
1
Liu, Guochun
1
Qu, Jing
1
Shah, Azuri
1
altri
Creatores
»
Advisor
Blais, Marcel Y.
5
Vermes, Domokos
1
Contributor
Blais, Marcel Y.
5
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
6
Editore
Worcester Polytechnic Institute
6
Tipo di risorsa
Report
3
Thesis
3