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
-
3
di
3
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
Download search results to .CSV file
Risultati della ricerca
Add to Category
Remove From Category
Risk Management Project
Parola chiave:
BIC
,
Expected Shortfall
,
AIC
,
Portfolio Optimization
,
Chi-square test
,
ARMA-GARCH
,
Value-at-risk
, and
Risk Management
Creatore:
Yan, Lu
Advisor:
Blais, Marcel Y.
Editore:
Worcester Polytechnic Institute
data di creazione:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Management Project
Parola chiave:
Value-at-risk
,
BIC
,
ARMA-GARCH
,
Portfolio Optimization
,
Chi-square test
,
AIC
,
Risk Management
, and
Expected Shortfall
Creatore:
Shen, Chen
Advisor:
Blais, Marcel Y.
Editore:
Worcester Polytechnic Institute
data di creazione:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
Parola chiave:
Monte Carlo Simulations
,
Value-at-risk
, and
Portfolio Risk
Creatore:
Malfas, Gregory P.
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
2
Masters Theses
1
Year
Year range begin
–
Year range end
Current results range from
2004
to
2012
View distribution
Creatore
Malfas, Gregory P.
1
Shen, Chen
1
Yan, Lu
1
Advisor
Blais, Marcel Y.
2
Vermes, Domokos
1
Contributor
Blais, Marcel Y.
2
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
3
Editore
Worcester Polytechnic Institute
3
Tipo di risorsa
Report
2
Thesis
1