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You searched for subject:( Markowitz ). Showing records 1 – 30 of 96 total matches.

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University of Debrecen

1. Göblyös, Anna Edina. A CAPM modell tesztelése és optimális portfolió képzés .

Degree: DE – ATC – Gazdálkodástudományi és Vidékfejlesztési Kar, 2013, University of Debrecen

 A dolgozatom központi témája a Markowitz-i portfolió elmélet és az ezen alapuló tőkepiaci árazási modell mélyebb megismerése és gyakorlati alkalmazásának tesztelése. A dolgozat első felében… (more)

Subjects/Keywords: CAPM; Markowitz

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APA (6th Edition):

Göblyös, A. E. (2013). A CAPM modell tesztelése és optimális portfolió képzés . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/177855

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Göblyös, Anna Edina. “A CAPM modell tesztelése és optimális portfolió képzés .” 2013. Thesis, University of Debrecen. Accessed December 08, 2019. http://hdl.handle.net/2437/177855.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Göblyös, Anna Edina. “A CAPM modell tesztelése és optimális portfolió képzés .” 2013. Web. 08 Dec 2019.

Vancouver:

Göblyös AE. A CAPM modell tesztelése és optimális portfolió képzés . [Internet] [Thesis]. University of Debrecen; 2013. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2437/177855.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Göblyös AE. A CAPM modell tesztelése és optimális portfolió képzés . [Thesis]. University of Debrecen; 2013. Available from: http://hdl.handle.net/2437/177855

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

2. György, Veronika. Markowitz-féle portfólióelmélet és kapcsolódó kérdések .

Degree: DE – TEK – Informatikai Kar, 2013, University of Debrecen

 A diplomamunka Markowitz által 1952-ben megalkotott optimális portfólió kiválasztásáról szóló elméletét és az erre épülő 1960-as években létrehozott Tőkepiaci árfolyamok modelljét mutatja be. A dolgozat… (more)

Subjects/Keywords: CAPM; Portfólióelmélet; Markowitz

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APA (6th Edition):

György, V. (2013). Markowitz-féle portfólióelmélet és kapcsolódó kérdések . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/170729

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

György, Veronika. “Markowitz-féle portfólióelmélet és kapcsolódó kérdések .” 2013. Thesis, University of Debrecen. Accessed December 08, 2019. http://hdl.handle.net/2437/170729.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

György, Veronika. “Markowitz-féle portfólióelmélet és kapcsolódó kérdések .” 2013. Web. 08 Dec 2019.

Vancouver:

György V. Markowitz-féle portfólióelmélet és kapcsolódó kérdések . [Internet] [Thesis]. University of Debrecen; 2013. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2437/170729.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

György V. Markowitz-féle portfólióelmélet és kapcsolódó kérdések . [Thesis]. University of Debrecen; 2013. Available from: http://hdl.handle.net/2437/170729

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

3. Porkoláb, Edit. Portfólió értékelés .

Degree: DE – ATC – Gazdálkodástudományi és Vidékfejlesztési Kar, 2012, University of Debrecen

 A dolgozat a portfólió elmélet két alapmodelljét mutatja be. Az egyik az 1952-ben létrehozott Markowitz - féle portfólióoptimalizálás. A másik pedig az ennek hatására az… (more)

Subjects/Keywords: portólió; Markowitz; CAPM

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APA (6th Edition):

Porkoláb, E. (2012). Portfólió értékelés . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/151071

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Porkoláb, Edit. “Portfólió értékelés .” 2012. Thesis, University of Debrecen. Accessed December 08, 2019. http://hdl.handle.net/2437/151071.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Porkoláb, Edit. “Portfólió értékelés .” 2012. Web. 08 Dec 2019.

Vancouver:

Porkoláb E. Portfólió értékelés . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2437/151071.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Porkoláb E. Portfólió értékelés . [Thesis]. University of Debrecen; 2012. Available from: http://hdl.handle.net/2437/151071

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

4. de Marnix de Sainte Aldegonde, Guillaume. Analyse du phénomène de concentration dans la théorie de Markowitz et étude comparative d'approches alternatives.

Degree: 2018, Université Catholique de Louvain

La diversification fut durant les dernières décennies l’un des sujets les plus critiques de la sélection de portefeuille. La théorie de Markowitz expose, en effet,… (more)

Subjects/Keywords: Markowitz; Diversification; Entropie

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APA (6th Edition):

de Marnix de Sainte Aldegonde, G. (2018). Analyse du phénomène de concentration dans la théorie de Markowitz et étude comparative d'approches alternatives. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:13338

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

de Marnix de Sainte Aldegonde, Guillaume. “Analyse du phénomène de concentration dans la théorie de Markowitz et étude comparative d'approches alternatives.” 2018. Thesis, Université Catholique de Louvain. Accessed December 08, 2019. http://hdl.handle.net/2078.1/thesis:13338.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

de Marnix de Sainte Aldegonde, Guillaume. “Analyse du phénomène de concentration dans la théorie de Markowitz et étude comparative d'approches alternatives.” 2018. Web. 08 Dec 2019.

Vancouver:

de Marnix de Sainte Aldegonde G. Analyse du phénomène de concentration dans la théorie de Markowitz et étude comparative d'approches alternatives. [Internet] [Thesis]. Université Catholique de Louvain; 2018. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2078.1/thesis:13338.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

de Marnix de Sainte Aldegonde G. Analyse du phénomène de concentration dans la théorie de Markowitz et étude comparative d'approches alternatives. [Thesis]. Université Catholique de Louvain; 2018. Available from: http://hdl.handle.net/2078.1/thesis:13338

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

5. Oláh, Bertold. Optimális portfóliók elmélete és keresése a Budapesti Értéktőzsdén .

Degree: DE – TEK – Közgazdaság- és Gazdaségtudományi Kar, 2012, University of Debrecen

 Dolgozatom célja az, hogy mind elméletben, mind gyakorlatban ismertessek egy olyan modellt, amely a mai modern portfólió-értékelés alapjait lefektette. Ehhez előbb ismertetem a CAPM rendszerhez… (more)

Subjects/Keywords: CAPM; Markowitz; portfólió; hatékony portfóliók

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APA (6th Edition):

Oláh, B. (2012). Optimális portfóliók elmélete és keresése a Budapesti Értéktőzsdén . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/148177

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oláh, Bertold. “Optimális portfóliók elmélete és keresése a Budapesti Értéktőzsdén .” 2012. Thesis, University of Debrecen. Accessed December 08, 2019. http://hdl.handle.net/2437/148177.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oláh, Bertold. “Optimális portfóliók elmélete és keresése a Budapesti Értéktőzsdén .” 2012. Web. 08 Dec 2019.

Vancouver:

Oláh B. Optimális portfóliók elmélete és keresése a Budapesti Értéktőzsdén . [Internet] [Thesis]. University of Debrecen; 2012. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2437/148177.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oláh B. Optimális portfóliók elmélete és keresése a Budapesti Értéktőzsdén . [Thesis]. University of Debrecen; 2012. Available from: http://hdl.handle.net/2437/148177

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

6. Varga, Balázs. Tőkepiaci modellek tesztelése a magyar részvénypiacon .

Degree: DE – Informatikai Kar, University of Debrecen

 A dolgozat célja a Markowitz által megalkotott hatékony portfólió elmélet, és az erre épülő tőkepiaci árfolyamok modelljének gyakorlati alkalmazása, illetve stabilitásának vizsgálata a magyar részvénypiacon.… (more)

Subjects/Keywords: CAPM; Markowitz

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APA (6th Edition):

Varga, B. (n.d.). Tőkepiaci modellek tesztelése a magyar részvénypiacon . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/266479

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Varga, Balázs. “Tőkepiaci modellek tesztelése a magyar részvénypiacon .” Thesis, University of Debrecen. Accessed December 08, 2019. http://hdl.handle.net/2437/266479.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Varga, Balázs. “Tőkepiaci modellek tesztelése a magyar részvénypiacon .” Web. 08 Dec 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Varga B. Tőkepiaci modellek tesztelése a magyar részvénypiacon . [Internet] [Thesis]. University of Debrecen; [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2437/266479.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Varga B. Tőkepiaci modellek tesztelése a magyar részvénypiacon . [Thesis]. University of Debrecen; Available from: http://hdl.handle.net/2437/266479

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

7. Marques, Felipe Tumenas. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.

Degree: Mestrado, Engenharia de Produção, 2007, University of São Paulo

Um dos problemas fundamentais em finanças é a escolha de ativos para investimento. O primeiro método para solucionar este problema foi desenvolvido por Markowitz em… (more)

Subjects/Keywords: Algoritmos genéticos; Genetic algorithms; Markowitz; Markowitz; Otimização de carteiras; Portfolio optimization

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APA (6th Edition):

Marques, F. T. (2007). Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;

Chicago Manual of Style (16th Edition):

Marques, Felipe Tumenas. “Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.” 2007. Masters Thesis, University of São Paulo. Accessed December 08, 2019. http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;.

MLA Handbook (7th Edition):

Marques, Felipe Tumenas. “Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos.” 2007. Web. 08 Dec 2019.

Vancouver:

Marques FT. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2019 Dec 08]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;.

Council of Science Editors:

Marques FT. Otimização de carteiras com lotes de compra e custos de transação, uma abordagem por algoritmos genéticos. [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/18/18140/tde-10122007-214030/ ;


Technical University of Lisbon

8. Soares, Hugo Miguel Abrantes. Estratégias de "momentum" baseadas em optimizações do retorno em função do risco.

Degree: 2012, Technical University of Lisbon

Mestrado em Decisão Económica e Empresarial

O presente trabalho pretendeu estender o conceito de momentum - usualmente definido considerando apenas rentabilidades - para a inclusão… (more)

Subjects/Keywords: momentum; risk-return optimization; Markowitz; asset allocation

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APA (6th Edition):

Soares, H. M. A. (2012). Estratégias de "momentum" baseadas em optimizações do retorno em função do risco. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10283

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Soares, Hugo Miguel Abrantes. “Estratégias de "momentum" baseadas em optimizações do retorno em função do risco.” 2012. Thesis, Technical University of Lisbon. Accessed December 08, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10283.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Soares, Hugo Miguel Abrantes. “Estratégias de "momentum" baseadas em optimizações do retorno em função do risco.” 2012. Web. 08 Dec 2019.

Vancouver:

Soares HMA. Estratégias de "momentum" baseadas em optimizações do retorno em função do risco. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2019 Dec 08]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10283.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Soares HMA. Estratégias de "momentum" baseadas em optimizações do retorno em função do risco. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10283

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Córdova Ayala, Diego Alonso. Modelo de markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la bolsa de valores de Lima.

Degree: 2015, National University of San Marcos

Para la toma de decisiones al invertir en el mercado bursátil, un inversionista debe contemplar no solo la rentabilidad que espera obtener de su inversión… (more)

Subjects/Keywords: Modelo de markowitz; Bolsa de valores

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APA (6th Edition):

Córdova Ayala, D. A. (2015). Modelo de markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la bolsa de valores de Lima. (Thesis). National University of San Marcos. Retrieved from http://cybertesis.unmsm.edu.pe/handle/cybertesis/4672 ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/3/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/1/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/2/bitstream

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Córdova Ayala, Diego Alonso. “Modelo de markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la bolsa de valores de Lima.” 2015. Thesis, National University of San Marcos. Accessed December 08, 2019. http://cybertesis.unmsm.edu.pe/handle/cybertesis/4672 ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/3/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/1/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/2/bitstream.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Córdova Ayala, Diego Alonso. “Modelo de markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la bolsa de valores de Lima.” 2015. Web. 08 Dec 2019.

Vancouver:

Córdova Ayala DA. Modelo de markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la bolsa de valores de Lima. [Internet] [Thesis]. National University of San Marcos; 2015. [cited 2019 Dec 08]. Available from: http://cybertesis.unmsm.edu.pe/handle/cybertesis/4672 ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/3/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/1/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/2/bitstream.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Córdova Ayala DA. Modelo de markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la bolsa de valores de Lima. [Thesis]. National University of San Marcos; 2015. Available from: http://cybertesis.unmsm.edu.pe/handle/cybertesis/4672 ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/3/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/1/bitstream ; http://cybertesis.unmsm.edu.pe/bitstream/cybertesis%2F4672/2/bitstream

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Penn State University

10. Wang, Yuan. Markowitz Portfolio Optimization with Misspecified Covariance Matrices.

Degree: MS, Industrial Engineering, 2015, Penn State University

 We consider portfolio optimization problems in which the true covariance matrix is misspecified and its value may be obtained by solving a suitably defined learning… (more)

Subjects/Keywords: Markowitz Portfolio Optimization; ADMM; Machine Learning

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APA (6th Edition):

Wang, Y. (2015). Markowitz Portfolio Optimization with Misspecified Covariance Matrices. (Masters Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/26612

Chicago Manual of Style (16th Edition):

Wang, Yuan. “Markowitz Portfolio Optimization with Misspecified Covariance Matrices.” 2015. Masters Thesis, Penn State University. Accessed December 08, 2019. https://etda.libraries.psu.edu/catalog/26612.

MLA Handbook (7th Edition):

Wang, Yuan. “Markowitz Portfolio Optimization with Misspecified Covariance Matrices.” 2015. Web. 08 Dec 2019.

Vancouver:

Wang Y. Markowitz Portfolio Optimization with Misspecified Covariance Matrices. [Internet] [Masters thesis]. Penn State University; 2015. [cited 2019 Dec 08]. Available from: https://etda.libraries.psu.edu/catalog/26612.

Council of Science Editors:

Wang Y. Markowitz Portfolio Optimization with Misspecified Covariance Matrices. [Masters Thesis]. Penn State University; 2015. Available from: https://etda.libraries.psu.edu/catalog/26612

11. Karlsson, Lars. SVENSKA SMÅSPARARES BEHOV AV RISKHANTERING : EN KVANTITATIV STUDIE FÖR STOCKHOLMSBÖRSEN.

Degree: Business Administration, 2013, Umeå University

  Svenska privatpersoner har blivit mer aktiva på börsen och därför harallt fler börjat intressera sig för finansiella instrument. I media har vi kunna observera… (more)

Subjects/Keywords: risk; riskhantering; analytiker; markowitz; portföljoptimering; stockholmsbörsen

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APA (6th Edition):

Karlsson, L. (2013). SVENSKA SMÅSPARARES BEHOV AV RISKHANTERING : EN KVANTITATIV STUDIE FÖR STOCKHOLMSBÖRSEN. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73677

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Karlsson, Lars. “SVENSKA SMÅSPARARES BEHOV AV RISKHANTERING : EN KVANTITATIV STUDIE FÖR STOCKHOLMSBÖRSEN.” 2013. Thesis, Umeå University. Accessed December 08, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73677.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Karlsson, Lars. “SVENSKA SMÅSPARARES BEHOV AV RISKHANTERING : EN KVANTITATIV STUDIE FÖR STOCKHOLMSBÖRSEN.” 2013. Web. 08 Dec 2019.

Vancouver:

Karlsson L. SVENSKA SMÅSPARARES BEHOV AV RISKHANTERING : EN KVANTITATIV STUDIE FÖR STOCKHOLMSBÖRSEN. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Dec 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73677.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Karlsson L. SVENSKA SMÅSPARARES BEHOV AV RISKHANTERING : EN KVANTITATIV STUDIE FÖR STOCKHOLMSBÖRSEN. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73677

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Norte

12. Lima Junior, Melquiades Pereira de. Modelo de covariância bayesiana para seleção de protfólios de investimentos .

Degree: 2011, Universidade do Rio Grande do Norte

 The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce… (more)

Subjects/Keywords: Seleção de portfólio; Markowitz; Bayes; Covariância; Investimento; Portfolio selection; Markowitz; Bayes; Covariance; Investment

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lima Junior, M. P. d. (2011). Modelo de covariância bayesiana para seleção de protfólios de investimentos . (Masters Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/15024

Chicago Manual of Style (16th Edition):

Lima Junior, Melquiades Pereira de. “Modelo de covariância bayesiana para seleção de protfólios de investimentos .” 2011. Masters Thesis, Universidade do Rio Grande do Norte. Accessed December 08, 2019. http://repositorio.ufrn.br/handle/123456789/15024.

MLA Handbook (7th Edition):

Lima Junior, Melquiades Pereira de. “Modelo de covariância bayesiana para seleção de protfólios de investimentos .” 2011. Web. 08 Dec 2019.

Vancouver:

Lima Junior MPd. Modelo de covariância bayesiana para seleção de protfólios de investimentos . [Internet] [Masters thesis]. Universidade do Rio Grande do Norte; 2011. [cited 2019 Dec 08]. Available from: http://repositorio.ufrn.br/handle/123456789/15024.

Council of Science Editors:

Lima Junior MPd. Modelo de covariância bayesiana para seleção de protfólios de investimentos . [Masters Thesis]. Universidade do Rio Grande do Norte; 2011. Available from: http://repositorio.ufrn.br/handle/123456789/15024


Universidade do Rio Grande do Norte

13. Lima Junior, Melquiades Pereira de. Modelo de covariância bayesiana para seleção de protfólios de investimentos .

Degree: 2011, Universidade do Rio Grande do Norte

 The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce… (more)

Subjects/Keywords: Seleção de portfólio; Markowitz; Bayes; Covariância; Investimento; Portfolio selection; Markowitz; Bayes; Covariance; Investment

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lima Junior, M. P. d. (2011). Modelo de covariância bayesiana para seleção de protfólios de investimentos . (Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/15024

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lima Junior, Melquiades Pereira de. “Modelo de covariância bayesiana para seleção de protfólios de investimentos .” 2011. Thesis, Universidade do Rio Grande do Norte. Accessed December 08, 2019. http://repositorio.ufrn.br/handle/123456789/15024.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lima Junior, Melquiades Pereira de. “Modelo de covariância bayesiana para seleção de protfólios de investimentos .” 2011. Web. 08 Dec 2019.

Vancouver:

Lima Junior MPd. Modelo de covariância bayesiana para seleção de protfólios de investimentos . [Internet] [Thesis]. Universidade do Rio Grande do Norte; 2011. [cited 2019 Dec 08]. Available from: http://repositorio.ufrn.br/handle/123456789/15024.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lima Junior MPd. Modelo de covariância bayesiana para seleção de protfólios de investimentos . [Thesis]. Universidade do Rio Grande do Norte; 2011. Available from: http://repositorio.ufrn.br/handle/123456789/15024

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Boguševičiūtė, Rūta. INVESTICINĖS VERTĖS KŪRIMAS TAIKANT MARKOWITZ MODELĮ INVESTICINIO PORTFELIO FORMAVIMO PROCESE.

Degree: Master, Marketing and Administration, 2008, ISM University of Management and Economics

Boguševičiūtė R, (2008). Investicinės vertės kūrimas taikant Markowitz modelį investicinio portfelio formavimo procese. Magistrinis darbas. Vilnius: ISM Vadybos ir ekonomikos universitetas. Šio dokumento tikslas -… (more)

Subjects/Keywords: Investicinis portfelis; H. Markowitz; Investicinis fondas; Investment portfolio; H. Markowitz; Mutual fund

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Boguševičiūtė, Rūta. (2008). INVESTICINĖS VERTĖS KŪRIMAS TAIKANT MARKOWITZ MODELĮ INVESTICINIO PORTFELIO FORMAVIMO PROCESE. (Masters Thesis). ISM University of Management and Economics. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20081126_150822-88995 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Boguševičiūtė, Rūta. “INVESTICINĖS VERTĖS KŪRIMAS TAIKANT MARKOWITZ MODELĮ INVESTICINIO PORTFELIO FORMAVIMO PROCESE.” 2008. Masters Thesis, ISM University of Management and Economics. Accessed December 08, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20081126_150822-88995 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Boguševičiūtė, Rūta. “INVESTICINĖS VERTĖS KŪRIMAS TAIKANT MARKOWITZ MODELĮ INVESTICINIO PORTFELIO FORMAVIMO PROCESE.” 2008. Web. 08 Dec 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Boguševičiūtė, Rūta. INVESTICINĖS VERTĖS KŪRIMAS TAIKANT MARKOWITZ MODELĮ INVESTICINIO PORTFELIO FORMAVIMO PROCESE. [Internet] [Masters thesis]. ISM University of Management and Economics; 2008. [cited 2019 Dec 08]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20081126_150822-88995 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Boguševičiūtė, Rūta. INVESTICINĖS VERTĖS KŪRIMAS TAIKANT MARKOWITZ MODELĮ INVESTICINIO PORTFELIO FORMAVIMO PROCESE. [Masters Thesis]. ISM University of Management and Economics; 2008. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20081126_150822-88995 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

15. Melquiades Pereira de Lima Junior. Modelo de covariância bayesiana para seleção de protfólios de investimentos.

Degree: 2011, Universidade Federal do Rio Grande do Norte

 A teoria de portfólio é um campo de estudos que se dedica a investigar a tomada de decisão por investidores de recursos. O propósito desse… (more)

Subjects/Keywords: Seleção de portfólio; Markowitz; Bayes; Covariância; Investimento; ENGENHARIA DE PRODUCAO; Portfolio selection; Markowitz; Bayes; Covariance; Investment

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Junior, M. P. d. L. (2011). Modelo de covariância bayesiana para seleção de protfólios de investimentos. (Thesis). Universidade Federal do Rio Grande do Norte. Retrieved from http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=5042

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Junior, Melquiades Pereira de Lima. “Modelo de covariância bayesiana para seleção de protfólios de investimentos.” 2011. Thesis, Universidade Federal do Rio Grande do Norte. Accessed December 08, 2019. http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=5042.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Junior, Melquiades Pereira de Lima. “Modelo de covariância bayesiana para seleção de protfólios de investimentos.” 2011. Web. 08 Dec 2019.

Vancouver:

Junior MPdL. Modelo de covariância bayesiana para seleção de protfólios de investimentos. [Internet] [Thesis]. Universidade Federal do Rio Grande do Norte; 2011. [cited 2019 Dec 08]. Available from: http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=5042.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Junior MPdL. Modelo de covariância bayesiana para seleção de protfólios de investimentos. [Thesis]. Universidade Federal do Rio Grande do Norte; 2011. Available from: http://bdtd.bczm.ufrn.br/tedesimplificado//tde_busca/arquivo.php?codArquivo=5042

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

16. Vu Anh Tuan, Eric. La modélisation du risque en immobilier d'entreprise : The risk modelling in the office investment market.

Degree: Docteur es, Sciences de gestion, 2014, Paris 9

L’immobilier est un actif récalcitrant, hétérogène et illiquide, ces incertitudes constituent l`appréhension du risque en immobilier d`entreprise. Nous suggérons que le risque peut être évaluer… (more)

Subjects/Keywords: Immobilier; Markowitz; Estimateur à rétrécissement; Prime de risque; Real Estate; Markowitz; Shrinkage Estimator; Risk Premium; 658.2

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vu Anh Tuan, E. (2014). La modélisation du risque en immobilier d'entreprise : The risk modelling in the office investment market. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2014PA090016

Chicago Manual of Style (16th Edition):

Vu Anh Tuan, Eric. “La modélisation du risque en immobilier d'entreprise : The risk modelling in the office investment market.” 2014. Doctoral Dissertation, Paris 9. Accessed December 08, 2019. http://www.theses.fr/2014PA090016.

MLA Handbook (7th Edition):

Vu Anh Tuan, Eric. “La modélisation du risque en immobilier d'entreprise : The risk modelling in the office investment market.” 2014. Web. 08 Dec 2019.

Vancouver:

Vu Anh Tuan E. La modélisation du risque en immobilier d'entreprise : The risk modelling in the office investment market. [Internet] [Doctoral dissertation]. Paris 9; 2014. [cited 2019 Dec 08]. Available from: http://www.theses.fr/2014PA090016.

Council of Science Editors:

Vu Anh Tuan E. La modélisation du risque en immobilier d'entreprise : The risk modelling in the office investment market. [Doctoral Dissertation]. Paris 9; 2014. Available from: http://www.theses.fr/2014PA090016


Technical University of Lisbon

17. Fernandes, Cristiano Mateus Cunha. The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.

Degree: 2015, Technical University of Lisbon

Mestrado em Finanças

Esta dissertação tem como objectivo analisar vários modelos de gestão de carteiras, tendo em consideração gestão activa e passiva e o seu… (more)

Subjects/Keywords: Teoria Carteira Markowitz; Carteira Naïve; Carteira de Mínima Variância; Índice Sharpe; Markowitz Portfolio Theory; Naïve Portfolio; Minimum-Variance Portfolio; Sharpe Index

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fernandes, C. M. C. (2015). The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fernandes, Cristiano Mateus Cunha. “The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.” 2015. Thesis, Technical University of Lisbon. Accessed December 08, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fernandes, Cristiano Mateus Cunha. “The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.” 2015. Web. 08 Dec 2019.

Vancouver:

Fernandes CMC. The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2019 Dec 08]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fernandes CMC. The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi. [Thesis]. Technical University of Lisbon; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Estado do Rio de Janeiro

18. Alexandre Calabria Tinoco. Aplicação do modelo de gestão de carteiras eficientes de Markowitz à gestão de uma carteira de derivados de petróleo: um estudo de caso.

Degree: Master, 2015, Universidade do Estado do Rio de Janeiro

O presente trabalho aplica a teoria de gerenciamento de carteiras como um instrumento de gestão da linha de produtos comercializados por uma empresa distribuidora de… (more)

Subjects/Keywords: Teoria de Portfólio; Margem Bruta; Markowitz; Portfolio Theory; Gross Margin; Markowitz; CIENCIAS CONTABEIS; Administração financeira; Investimentos; Risco financeiro; Finanças

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tinoco, A. C. (2015). Aplicação do modelo de gestão de carteiras eficientes de Markowitz à gestão de uma carteira de derivados de petróleo: um estudo de caso. (Masters Thesis). Universidade do Estado do Rio de Janeiro. Retrieved from http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=11830 ;

Chicago Manual of Style (16th Edition):

Tinoco, Alexandre Calabria. “Aplicação do modelo de gestão de carteiras eficientes de Markowitz à gestão de uma carteira de derivados de petróleo: um estudo de caso.” 2015. Masters Thesis, Universidade do Estado do Rio de Janeiro. Accessed December 08, 2019. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=11830 ;.

MLA Handbook (7th Edition):

Tinoco, Alexandre Calabria. “Aplicação do modelo de gestão de carteiras eficientes de Markowitz à gestão de uma carteira de derivados de petróleo: um estudo de caso.” 2015. Web. 08 Dec 2019.

Vancouver:

Tinoco AC. Aplicação do modelo de gestão de carteiras eficientes de Markowitz à gestão de uma carteira de derivados de petróleo: um estudo de caso. [Internet] [Masters thesis]. Universidade do Estado do Rio de Janeiro; 2015. [cited 2019 Dec 08]. Available from: http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=11830 ;.

Council of Science Editors:

Tinoco AC. Aplicação do modelo de gestão de carteiras eficientes de Markowitz à gestão de uma carteira de derivados de petróleo: um estudo de caso. [Masters Thesis]. Universidade do Estado do Rio de Janeiro; 2015. Available from: http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=11830 ;


Linköping University

19. Jansson, Nils-Henrik. Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori.

Degree: Economics, 2016, Linköping University

I och med pensionsreformen vid sekelskiftet lades ett större ansvar på den individuelle pensionsspararen då man nu själv ska besluta hur en del av… (more)

Subjects/Keywords: Swedish Pension System; Markowitz; Optimization; Efficient frontier; Fund; Risk; Return; PPM; Pension; Markowitz; Optimering; Effektiv front; Fond; Risk; Avkastning

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jansson, N. (2016). Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-125609

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jansson, Nils-Henrik. “Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori.” 2016. Thesis, Linköping University. Accessed December 08, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-125609.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jansson, Nils-Henrik. “Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori.” 2016. Web. 08 Dec 2019.

Vancouver:

Jansson N. Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori. [Internet] [Thesis]. Linköping University; 2016. [cited 2019 Dec 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-125609.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jansson N. Aktiv eller inte aktiv i PPM – Får du betalt för din risk? En teoriprövande analys genom Markowitz moderna portföljteori. [Thesis]. Linköping University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-125609

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

20. Soares, Hugo Miguel Abrantes. Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco.

Degree: 2012, Technical University of Lisbon

Mestrado em Decisão Económica e Empresarial

O presente trabalho pretendeu estender o conceito de momentum - usualmente definido considerando apenas rentabilidades - para a inclusão… (more)

Subjects/Keywords: momentum; optimização risco-retorno; Markowitz; asset allocation; risk-return optimization

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Soares, H. M. A. (2012). Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Soares, Hugo Miguel Abrantes. “Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco.” 2012. Thesis, Technical University of Lisbon. Accessed December 08, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Soares, Hugo Miguel Abrantes. “Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco.” 2012. Web. 08 Dec 2019.

Vancouver:

Soares HMA. Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2019 Dec 08]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Soares HMA. Estratégias de "momentum" baseadas em optimizaçõesdo retorno em função do risco. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


EPFL

21. Yap, Zheng Wei. Robust Portfolio Optimization.

Degree: 2017, EPFL

 Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the… (more)

Subjects/Keywords: Robust Optimization; Modern Portfolio Theory; Markowitz Model; Model Uncertainty

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yap, Z. W. (2017). Robust Portfolio Optimization. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/230029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Thesis, EPFL. Accessed December 08, 2019. http://infoscience.epfl.ch/record/230029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Web. 08 Dec 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Dec 08]. Available from: http://infoscience.epfl.ch/record/230029.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yap ZW. Robust Portfolio Optimization. [Thesis]. EPFL; 2017. Available from: http://infoscience.epfl.ch/record/230029

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

22. Loncke, Etienne. Allocation optimale dans les hedge funds et estimation de la matrice variance-covariance.

Degree: 2015, Université Catholique de Louvain

 Les hedge funds font partie de la classe d’actifs dite alternative. Ces actifs se comportent différemment des actifs plus connus du grand public comme les… (more)

Subjects/Keywords: Hedge funds; Gestion de portefeuille; Markowitz; EWMA; Shrinkage; Resampling; Régime switching

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Loncke, E. (2015). Allocation optimale dans les hedge funds et estimation de la matrice variance-covariance. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:2559

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Loncke, Etienne. “Allocation optimale dans les hedge funds et estimation de la matrice variance-covariance.” 2015. Thesis, Université Catholique de Louvain. Accessed December 08, 2019. http://hdl.handle.net/2078.1/thesis:2559.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Loncke, Etienne. “Allocation optimale dans les hedge funds et estimation de la matrice variance-covariance.” 2015. Web. 08 Dec 2019.

Vancouver:

Loncke E. Allocation optimale dans les hedge funds et estimation de la matrice variance-covariance. [Internet] [Thesis]. Université Catholique de Louvain; 2015. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2078.1/thesis:2559.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Loncke E. Allocation optimale dans les hedge funds et estimation de la matrice variance-covariance. [Thesis]. Université Catholique de Louvain; 2015. Available from: http://hdl.handle.net/2078.1/thesis:2559

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Islam, Abu Hena Md Mamnul. Investment Diversification : A study on six European Countries.

Degree: Umeå School of Business and Economics (USBE), 2011, Umeå University

  "It is the part of a wise man to keep himself today for tomorrow, and not venture all his eggs in one basket."                    … (more)

Subjects/Keywords: Stock Market; Cointegration; Diversification; Markowitz theory; Johansen cointegration

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Islam, A. H. M. M. (2011). Investment Diversification : A study on six European Countries. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Islam, Abu Hena Md Mamnul. “Investment Diversification : A study on six European Countries.” 2011. Thesis, Umeå University. Accessed December 08, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Islam, Abu Hena Md Mamnul. “Investment Diversification : A study on six European Countries.” 2011. Web. 08 Dec 2019.

Vancouver:

Islam AHMM. Investment Diversification : A study on six European Countries. [Internet] [Thesis]. Umeå University; 2011. [cited 2019 Dec 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Islam AHMM. Investment Diversification : A study on six European Countries. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54671

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. Folgado, Pedro Miguel Gião. Carteiras de variância mínima no mercado de acções português.

Degree: 2013, RCAAP

Mestrado em Finanças

O passado recente tem sido marcado por maiores níveis de volatilidade e instabilidade nos mercados financeiros em geral, com reflexo nos mercados… (more)

Subjects/Keywords: Carteira variância mínima; Markowitz; Optimização; Shrinkage; Minimum variance portfolio; Optimization

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APA (6th Edition):

Folgado, P. M. G. (2013). Carteiras de variância mínima no mercado de acções português. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Folgado, Pedro Miguel Gião. “Carteiras de variância mínima no mercado de acções português.” 2013. Thesis, RCAAP. Accessed December 08, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Folgado, Pedro Miguel Gião. “Carteiras de variância mínima no mercado de acções português.” 2013. Web. 08 Dec 2019.

Vancouver:

Folgado PMG. Carteiras de variância mínima no mercado de acções português. [Internet] [Thesis]. RCAAP; 2013. [cited 2019 Dec 08]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Folgado PMG. Carteiras de variância mínima no mercado de acções português. [Thesis]. RCAAP; 2013. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Waterloo

25. Mohammed, Ansarullah Ridwan. Analysis of Islamic Stock Indices.

Degree: 2009, University of Waterloo

 In this thesis, an attempt is made to build on the quantitative research in the field of Islamic Finance. Firstly, univariate modelling using special GARCH-type… (more)

Subjects/Keywords: Islam; APARCH; Markowitz; Copula

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APA (6th Edition):

Mohammed, A. R. (2009). Analysis of Islamic Stock Indices. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4355

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mohammed, Ansarullah Ridwan. “Analysis of Islamic Stock Indices.” 2009. Thesis, University of Waterloo. Accessed December 08, 2019. http://hdl.handle.net/10012/4355.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mohammed, Ansarullah Ridwan. “Analysis of Islamic Stock Indices.” 2009. Web. 08 Dec 2019.

Vancouver:

Mohammed AR. Analysis of Islamic Stock Indices. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2019 Dec 08]. Available from: http://hdl.handle.net/10012/4355.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mohammed AR. Analysis of Islamic Stock Indices. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4355

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

26. Talafha, Mohammad. Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange .

Degree: DE – Természettudományi és Technológiai Kar – Matematikai Intézet, University of Debrecen

 fitting mean variance model and see how the market is going in Jordan depends on data collected from Amman stock exchange (ASE) (2016-2018) year by… (more)

Subjects/Keywords: Mean Variance model; Markowitz

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Talafha, M. (n.d.). Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/267527

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Talafha, Mohammad. “Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange .” Thesis, University of Debrecen. Accessed December 08, 2019. http://hdl.handle.net/2437/267527.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Talafha, Mohammad. “Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange .” Web. 08 Dec 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Talafha M. Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange . [Internet] [Thesis]. University of Debrecen; [cited 2019 Dec 08]. Available from: http://hdl.handle.net/2437/267527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Talafha M. Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange . [Thesis]. University of Debrecen; Available from: http://hdl.handle.net/2437/267527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Universidad del Rosario

27. Mendoza Gutiérrez, Sebastián. Black Litterman aplicado a un mandato de renta fija global.

Degree: 2018, Universidad del Rosario

 El propósito de este trabajo es desarrollar de manera intuitiva el modelo de asignación de activos Black Litterman, mostrando sus propiedades más importantes mediante ejemplos… (more)

Subjects/Keywords: Asset Allocation; Black Litterman; Markowitz; Portafolio; 332.6; Portafolio de inversiones; Inversiones

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APA (6th Edition):

Mendoza Gutiérrez, S. (2018). Black Litterman aplicado a un mandato de renta fija global. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/18364

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mendoza Gutiérrez, Sebastián. “Black Litterman aplicado a un mandato de renta fija global.” 2018. Thesis, Universidad del Rosario. Accessed December 08, 2019. http://repository.urosario.edu.co/handle/10336/18364.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mendoza Gutiérrez, Sebastián. “Black Litterman aplicado a un mandato de renta fija global.” 2018. Web. 08 Dec 2019.

Vancouver:

Mendoza Gutiérrez S. Black Litterman aplicado a un mandato de renta fija global. [Internet] [Thesis]. Universidad del Rosario; 2018. [cited 2019 Dec 08]. Available from: http://repository.urosario.edu.co/handle/10336/18364.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mendoza Gutiérrez S. Black Litterman aplicado a un mandato de renta fija global. [Thesis]. Universidad del Rosario; 2018. Available from: http://repository.urosario.edu.co/handle/10336/18364

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Anane, Asomani Kwadwo. Sustainability for Portfolio Optimization.

Degree: Culture and Communication, 2019, Mälardalen University

  The 2007-2008 financial crash and the looming climate change and global warming have heightened interest in sustainable investment. But whether the shift is as… (more)

Subjects/Keywords: Sustainability; portfolio optimization; Markowitz mean-variance theory; Mathematics; Matematik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Anane, A. K. (2019). Sustainability for Portfolio Optimization. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Anane, Asomani Kwadwo. “Sustainability for Portfolio Optimization.” 2019. Thesis, Mälardalen University. Accessed December 08, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Anane, Asomani Kwadwo. “Sustainability for Portfolio Optimization.” 2019. Web. 08 Dec 2019.

Vancouver:

Anane AK. Sustainability for Portfolio Optimization. [Internet] [Thesis]. Mälardalen University; 2019. [cited 2019 Dec 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Anane AK. Sustainability for Portfolio Optimization. [Thesis]. Mälardalen University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. [No author]. An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016.

Degree: 2016, Fundação Escola de Comércio Álvares Penteado

 The objective of this paper is to analyze the different portfolios formed by Markowitz's (1952) mean-variance model and a naive strategy (1/N) composed of ETFs… (more)

Subjects/Keywords: Carteiras (Finan??as) - Administra????o. T??tulos (Finan??as). Markowitz, Harry ??? Carteira (Finan??as) ??? Administra????o; Markowitz, Harry - Financial management. Portfolio management. Securities.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2016). An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. (Thesis). Fundação Escola de Comércio Álvares Penteado. Retrieved from http://tede.fecap.br:8080/jspui/handle/jspui/734

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

author], [No. “An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. ” 2016. Thesis, Fundação Escola de Comércio Álvares Penteado. Accessed December 08, 2019. http://tede.fecap.br:8080/jspui/handle/jspui/734.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

author], [No. “An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. ” 2016. Web. 08 Dec 2019.

Vancouver:

author] [. An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. [Internet] [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2016. [cited 2019 Dec 08]. Available from: http://tede.fecap.br:8080/jspui/handle/jspui/734.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2016. Available from: http://tede.fecap.br:8080/jspui/handle/jspui/734

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Federal da Bahia

30. Utilan da Silva Ramos Coroa. Uma análise de desempenho dos modelos de Markowitz e Elton-Gruber na formação de carteiras de ações no Brasil.

Degree: 2008, Universidade Federal da Bahia

 A administração de carteiras de ativos financeiros vem procurando apresentar mecanismos para a obtenção de uma relação ótima entre retorno e risco. Inúmeros estudos vêm… (more)

Subjects/Keywords: administração de investimentos; markowitz; elton-gruber, mercado de capitais; retorno, risco; key-words; investments administration; markowitz; elton-gruber; capitals market; return, risk; ADMINISTRACAO

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Coroa, U. d. S. R. (2008). Uma análise de desempenho dos modelos de Markowitz e Elton-Gruber na formação de carteiras de ações no Brasil. (Thesis). Universidade Federal da Bahia. Retrieved from http://www.bibliotecadigital.ufba.br/tde_busca/arquivo.php?codArquivo=1096

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Coroa, Utilan da Silva Ramos. “Uma análise de desempenho dos modelos de Markowitz e Elton-Gruber na formação de carteiras de ações no Brasil.” 2008. Thesis, Universidade Federal da Bahia. Accessed December 08, 2019. http://www.bibliotecadigital.ufba.br/tde_busca/arquivo.php?codArquivo=1096.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Coroa, Utilan da Silva Ramos. “Uma análise de desempenho dos modelos de Markowitz e Elton-Gruber na formação de carteiras de ações no Brasil.” 2008. Web. 08 Dec 2019.

Vancouver:

Coroa UdSR. Uma análise de desempenho dos modelos de Markowitz e Elton-Gruber na formação de carteiras de ações no Brasil. [Internet] [Thesis]. Universidade Federal da Bahia; 2008. [cited 2019 Dec 08]. Available from: http://www.bibliotecadigital.ufba.br/tde_busca/arquivo.php?codArquivo=1096.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Coroa UdSR. Uma análise de desempenho dos modelos de Markowitz e Elton-Gruber na formação de carteiras de ações no Brasil. [Thesis]. Universidade Federal da Bahia; 2008. Available from: http://www.bibliotecadigital.ufba.br/tde_busca/arquivo.php?codArquivo=1096

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

[1] [2] [3] [4]

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