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You searched for subject:( Markowitz mean variance optimisation). Showing records 1 – 30 of 5083 total matches.

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University of the Western Cape

1. Seepi, Thoriso P.J. Methods of optimizing investment portfolios .

Degree: 2013, University of the Western Cape

 In this thesis, we discuss methods for optimising the expected rate of return of a portfolio with minimal risk. As part of the work we… (more)

Subjects/Keywords: Optimisation; Convex optimisation; Modern portfolio theory; Portfolio management; Quadratic programming; Markowitz mean variance optimisation; Capital asset pricing models; Value at risk

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APA (6th Edition):

Seepi, T. P. J. (2013). Methods of optimizing investment portfolios . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3883

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):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Thesis, University of the Western Cape. Accessed June 18, 2018. http://hdl.handle.net/11394/3883.

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

MLA Handbook (7th Edition):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Web. 18 Jun 2018.

Vancouver:

Seepi TPJ. Methods of optimizing investment portfolios . [Internet] [Thesis]. University of the Western Cape; 2013. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/11394/3883.

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

Council of Science Editors:

Seepi TPJ. Methods of optimizing investment portfolios . [Thesis]. University of the Western Cape; 2013. Available from: http://hdl.handle.net/11394/3883

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

2. LI HUA. Efficient estimation for Markowitz's portfolio optimization by using random matrix theory.

Degree: 2013, National University of Singapore

Subjects/Keywords: Markowitz mean-variance optimization; optimal return; optimal portfolio allocation

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APA (6th Edition):

HUA, L. (2013). Efficient estimation for Markowitz's portfolio optimization by using random matrix theory. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/37830 ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/1/bitstream ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/2/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):

HUA, LI. “Efficient estimation for Markowitz's portfolio optimization by using random matrix theory.” 2013. Thesis, National University of Singapore. Accessed June 18, 2018. http://scholarbank.nus.edu.sg/handle/10635/37830 ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/1/bitstream ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/2/bitstream.

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

MLA Handbook (7th Edition):

HUA, LI. “Efficient estimation for Markowitz's portfolio optimization by using random matrix theory.” 2013. Web. 18 Jun 2018.

Vancouver:

HUA L. Efficient estimation for Markowitz's portfolio optimization by using random matrix theory. [Internet] [Thesis]. National University of Singapore; 2013. [cited 2018 Jun 18]. Available from: http://scholarbank.nus.edu.sg/handle/10635/37830 ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/1/bitstream ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/2/bitstream.

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

Council of Science Editors:

HUA L. Efficient estimation for Markowitz's portfolio optimization by using random matrix theory. [Thesis]. National University of Singapore; 2013. Available from: http://scholarbank.nus.edu.sg/handle/10635/37830 ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/1/bitstream ; http://scholarbank.nus.edu.sg/bitstream/10635%2F37830/2/bitstream

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

3. Jonsson, Robin. Optimal Linear Combinations of Portfolios Subject to Estimation Risk.

Degree: Culture and Communication, 2015, Mälardalen University

  The combination of two or more portfolio rules is theoretically convex in return-risk space, which provides for a new class of portfolio rules that… (more)

Subjects/Keywords: Markowitz; Portfolio Optimization; Diversification; Convex Optimums; Linear Combinations; Estimation Risk; Parameter Uncertainty; Global Minimum Variance; Mean-Variance Analysis; Naive Diversification; Modern Portfolio Theory; Allocation; Shrinkage; Covariance Estimation

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APA (6th Edition):

Jonsson, R. (2015). Optimal Linear Combinations of Portfolios Subject to Estimation Risk. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524

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):

Jonsson, Robin. “Optimal Linear Combinations of Portfolios Subject to Estimation Risk.” 2015. Thesis, Mälardalen University. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

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

MLA Handbook (7th Edition):

Jonsson, Robin. “Optimal Linear Combinations of Portfolios Subject to Estimation Risk.” 2015. Web. 18 Jun 2018.

Vancouver:

Jonsson R. Optimal Linear Combinations of Portfolios Subject to Estimation Risk. [Internet] [Thesis]. Mälardalen University; 2015. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

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

Council of Science Editors:

Jonsson R. Optimal Linear Combinations of Portfolios Subject to Estimation Risk. [Thesis]. Mälardalen University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524

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


Technical University of Lisbon

4. Borrego, Daniel Alexandre Bourdain dos Santos. Efficient frontier and capital market line on PSI 20.

Degree: 2015, Technical University of Lisbon

Mestrado em Finanças

Este trabalho faz a estimativa da Fronteira Eficiente de Markowitz e da Linha de Mercados de Capital para o mercado bolsista Português,… (more)

Subjects/Keywords: Markowitz; Teoria da Média-Variância; Fronteira de Eficiência; Linha de Mercados de Capital; PSI20; Mean-variance theory; Efficient Frontier; Capital Market Line

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APA (6th Edition):

Borrego, D. A. B. d. S. (2015). Efficient frontier and capital market line on PSI 20. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462

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):

Borrego, Daniel Alexandre Bourdain dos Santos. “Efficient frontier and capital market line on PSI 20.” 2015. Thesis, Technical University of Lisbon. Accessed June 18, 2018. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462.

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

MLA Handbook (7th Edition):

Borrego, Daniel Alexandre Bourdain dos Santos. “Efficient frontier and capital market line on PSI 20.” 2015. Web. 18 Jun 2018.

Vancouver:

Borrego DABdS. Efficient frontier and capital market line on PSI 20. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2018 Jun 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462.

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

Council of Science Editors:

Borrego DABdS. Efficient frontier and capital market line on PSI 20. [Thesis]. Technical University of Lisbon; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462

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


KTH

5. Isaksson, Daniel. Robust portfolio optimization with Expected Shortfall.

Degree: Mathematical Statistics, 2016, KTH

This thesis project studies robust portfolio optimization with Expected Short-fall applied to a reference portfolio consisting of Swedish linear assets with stocks and a… (more)

Subjects/Keywords: Robust Portfolio Optimization; Risk Management; Expected Shortfall; Elliptical Distributions; GARCH model; Normal Copula; Hybrid Generalized Pareto-Empirical-Generalized Pareto Marginals; Markowitz Mean-Variance Optimization; Contribution Expected Shortfall

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

APA (6th Edition):

Isaksson, D. (2016). Robust portfolio optimization with Expected Shortfall. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

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):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Thesis, KTH. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

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

MLA Handbook (7th Edition):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Web. 18 Jun 2018.

Vancouver:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Internet] [Thesis]. KTH; 2016. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

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

Council of Science Editors:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

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

6. Fan, Kevin. Portföljoptimering med courtageavgifter.

Degree: Optimization and Systems Theory, 2014, KTH

Ever since it was first introduced in an article in the Journal of Finance 1952, Harry Markowitz’ mean - variance model for portfolio selection… (more)

Subjects/Keywords: Portfolio optimization; brokerage fees; mean-variance portfolio optimization; Markowitz; efficient frontier; Portföljoptimering; courtageavgifter; Markowitz; mean-variance portfolio optimization; effektiv front.

…portföljoptimeringsteori som Harry Markowitz härledde benämns som “Mean-Variance portfolio optimization” (… …14 8.3 Harry Markowitz portföljoptimeringsproblem - Originalmodellen… …och utveckla beslutsprocessen. En av dessa metoder härleddes av Harry Markowitz och är… …beskrivs Harry Markowitz portföljoptimeringsteori som tillhandahåller en metod för att analysera… …avkastningen av tillgångarna i portföljen. Notera att under Markowitz portföljoptimering är… 

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APA (6th Edition):

Fan, K. (2014). Portföljoptimering med courtageavgifter. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748

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):

Fan, Kevin. “Portföljoptimering med courtageavgifter.” 2014. Thesis, KTH. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748.

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

MLA Handbook (7th Edition):

Fan, Kevin. “Portföljoptimering med courtageavgifter.” 2014. Web. 18 Jun 2018.

Vancouver:

Fan K. Portföljoptimering med courtageavgifter. [Internet] [Thesis]. KTH; 2014. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748.

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

Council of Science Editors:

Fan K. Portföljoptimering med courtageavgifter. [Thesis]. KTH; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748

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

7. Dantas, Allan Leão. Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.

Degree: Mestrado, Engenharia de Sistemas, 2006, University of São Paulo

Inicialmente neste trabalho são apresentados os conceitos básicos de média e variância e como estes se aplicam na caracterização de um ativo ou carteira de… (more)

Subjects/Keywords: Markowitz model; Mean-variance; Média-variância; Modelo de Markowitz; Multiperiod; Multiperíodo; No-shorting constraints; Sem posições a descoberto

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APA (6th Edition):

Dantas, A. L. (2006). Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;

Chicago Manual of Style (16th Edition):

Dantas, Allan Leão. “Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.” 2006. Masters Thesis, University of São Paulo. Accessed June 18, 2018. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;.

MLA Handbook (7th Edition):

Dantas, Allan Leão. “Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.” 2006. Web. 18 Jun 2018.

Vancouver:

Dantas AL. Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco. [Internet] [Masters thesis]. University of São Paulo; 2006. [cited 2018 Jun 18]. Available from: http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;.

Council of Science Editors:

Dantas AL. Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco. [Masters Thesis]. University of São Paulo; 2006. Available from: http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;


Uppsala University

8. Mårtensson, Jonathan. Portfolio optimisation : improved risk-adjusted return?.

Degree: Economics, 2006, Uppsala University

  In this thesis, portfolio optimisation is used to evaluate if a specific sample of portfolios have a higher risk level or lower expected return,… (more)

Subjects/Keywords: Efficient frontier; mean-variance optimisation; portfolio optimisation; Sharpe ratio; Economics; Nationalekonomi

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APA (6th Edition):

Mårtensson, J. (2006). Portfolio optimisation : improved risk-adjusted return?. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397

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):

Mårtensson, Jonathan. “Portfolio optimisation : improved risk-adjusted return?.” 2006. Thesis, Uppsala University. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397.

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

MLA Handbook (7th Edition):

Mårtensson, Jonathan. “Portfolio optimisation : improved risk-adjusted return?.” 2006. Web. 18 Jun 2018.

Vancouver:

Mårtensson J. Portfolio optimisation : improved risk-adjusted return?. [Internet] [Thesis]. Uppsala University; 2006. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397.

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

Council of Science Editors:

Mårtensson J. Portfolio optimisation : improved risk-adjusted return?. [Thesis]. Uppsala University; 2006. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397

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


EPFL

9. Morton de Lachapelle, David. Modern Portfolio Theory Revisited: from Real Traders to New Methods.

Degree: 2012, EPFL

 In the first place the behavior of (online) traders on markets is analyzed and modeled, and it is shown that the average investor behaves as… (more)

Subjects/Keywords: portfolio allocation; mean-variance optimization; random matrices; value-at-risk; volatilty; estimator stability; matrix conditioning; spectral coarse-graining; allocation de portefeuille; optimisation de la mean-variance; matrices aléatoires; valeur-à-risque; volatilité; stabilité des estimateurs; conditionnement desmatrices; spectral coarse-graining

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APA (6th Edition):

Morton de Lachapelle, D. (2012). Modern Portfolio Theory Revisited: from Real Traders to New Methods. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/169995

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):

Morton de Lachapelle, David. “Modern Portfolio Theory Revisited: from Real Traders to New Methods.” 2012. Thesis, EPFL. Accessed June 18, 2018. http://infoscience.epfl.ch/record/169995.

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

MLA Handbook (7th Edition):

Morton de Lachapelle, David. “Modern Portfolio Theory Revisited: from Real Traders to New Methods.” 2012. Web. 18 Jun 2018.

Vancouver:

Morton de Lachapelle D. Modern Portfolio Theory Revisited: from Real Traders to New Methods. [Internet] [Thesis]. EPFL; 2012. [cited 2018 Jun 18]. Available from: http://infoscience.epfl.ch/record/169995.

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

Council of Science Editors:

Morton de Lachapelle D. Modern Portfolio Theory Revisited: from Real Traders to New Methods. [Thesis]. EPFL; 2012. Available from: http://infoscience.epfl.ch/record/169995

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

10. Djehiche, Younes. Implementation of mean-variance and tail optimization based portfolio choice on risky assets.

Degree: Engineering Sciences (SCI), 2016, KTH

  An asset manager's goal is to provide a high return relative the risk taken, and thus faces the challenge of how to choose an… (more)

Subjects/Keywords: Markowitz mean-variance; Tail optimization; Portfolio optimization; Efficient frontier; Value-at-Risk; t-copula

…x5B;2] introducted MPT in terms of mean variance portfolio optimization. Markowitz mean… …the level of risk. 4.1 Problem formulation The Markowitz mean variance problem is… …a mean-variance (or Markowitz) framework. In our setting, an efficient portfolio… …some restriction on risk. The first method, Markowitz mean-variance, uses the variance as… …This problem is similar to the Mean-Variance problem in (20), but in this case the… 

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APA (6th Edition):

Djehiche, Y. (2016). Implementation of mean-variance and tail optimization based portfolio choice on risky assets. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071

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):

Djehiche, Younes. “Implementation of mean-variance and tail optimization based portfolio choice on risky assets.” 2016. Thesis, KTH. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071.

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

MLA Handbook (7th Edition):

Djehiche, Younes. “Implementation of mean-variance and tail optimization based portfolio choice on risky assets.” 2016. Web. 18 Jun 2018.

Vancouver:

Djehiche Y. Implementation of mean-variance and tail optimization based portfolio choice on risky assets. [Internet] [Thesis]. KTH; 2016. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071.

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

Council of Science Editors:

Djehiche Y. Implementation of mean-variance and tail optimization based portfolio choice on risky assets. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071

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


University of Waterloo

11. Alvarez Lopez, Juan. Risk Minimization in Power System Expansion and Power Pool Electricity Markets.

Degree: 2007, University of Waterloo

 Centralized power system planning covers time windows that range from ten to thirty years. Consequently, it is the longest and most uncertain part of power… (more)

Subjects/Keywords: Power System Planning; Risk Minimization; Mean-Variance Markowitz Theory; Random Supply Curves; Random Demand Curves

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APA (6th Edition):

Alvarez Lopez, J. (2007). Risk Minimization in Power System Expansion and Power Pool Electricity Markets. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/3454

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):

Alvarez Lopez, Juan. “Risk Minimization in Power System Expansion and Power Pool Electricity Markets.” 2007. Thesis, University of Waterloo. Accessed June 18, 2018. http://hdl.handle.net/10012/3454.

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

MLA Handbook (7th Edition):

Alvarez Lopez, Juan. “Risk Minimization in Power System Expansion and Power Pool Electricity Markets.” 2007. Web. 18 Jun 2018.

Vancouver:

Alvarez Lopez J. Risk Minimization in Power System Expansion and Power Pool Electricity Markets. [Internet] [Thesis]. University of Waterloo; 2007. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/10012/3454.

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

Council of Science Editors:

Alvarez Lopez J. Risk Minimization in Power System Expansion and Power Pool Electricity Markets. [Thesis]. University of Waterloo; 2007. Available from: http://hdl.handle.net/10012/3454

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

12. 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 http://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 June 18, 2018. http://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. 18 Jun 2018.

Vancouver:

Folgado PMG. Carteiras de variância mínima no mercado de acções português. [Internet] [Thesis]. RCAAP; 2013. [cited 2018 Jun 18]. Available from: http://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: http://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


Technical University of Lisbon

13. 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 (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 http://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 June 18, 2018. http://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. 18 Jun 2018.

Vancouver:

Fernandes CMC. The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2018 Jun 18]. Available from: http://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: http://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


Dalhousie University

14. Xie, Shuichang. A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS.

Degree: MA, Department of Economics, 2012, Dalhousie University

 In contrast to the studies of constant or time-varying correlations between stock and bond returns, in this thesis, I explore the regime-dependent correlations between stock… (more)

Subjects/Keywords: Regime-switching; Mean-variance Analysis; Portfolio

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

APA (6th Edition):

Xie, S. (2012). A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS. (Masters Thesis). Dalhousie University. Retrieved from http://hdl.handle.net/10222/15424

Chicago Manual of Style (16th Edition):

Xie, Shuichang. “A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS.” 2012. Masters Thesis, Dalhousie University. Accessed June 18, 2018. http://hdl.handle.net/10222/15424.

MLA Handbook (7th Edition):

Xie, Shuichang. “A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS.” 2012. Web. 18 Jun 2018.

Vancouver:

Xie S. A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS. [Internet] [Masters thesis]. Dalhousie University; 2012. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/10222/15424.

Council of Science Editors:

Xie S. A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS. [Masters Thesis]. Dalhousie University; 2012. Available from: http://hdl.handle.net/10222/15424


NSYSU

15. Lee, Hsiao-ying. An Analysis of Optimal Asset Allocation for International REITs Investment.

Degree: Master, Finance, 2008, NSYSU

 Real Estate Investment Trusts is suggested as an attractive addition to mixed-asset portfolio. This study develops several hypothesized portfolio and tests whether REITs can actually… (more)

Subjects/Keywords: Mean Variance Spanning test; REITs; Asset Allocation

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

APA (6th Edition):

Lee, H. (2008). An Analysis of Optimal Asset Allocation for International REITs Investment. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546

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):

Lee, Hsiao-ying. “An Analysis of Optimal Asset Allocation for International REITs Investment.” 2008. Thesis, NSYSU. Accessed June 18, 2018. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546.

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

MLA Handbook (7th Edition):

Lee, Hsiao-ying. “An Analysis of Optimal Asset Allocation for International REITs Investment.” 2008. Web. 18 Jun 2018.

Vancouver:

Lee H. An Analysis of Optimal Asset Allocation for International REITs Investment. [Internet] [Thesis]. NSYSU; 2008. [cited 2018 Jun 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546.

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

Council of Science Editors:

Lee H. An Analysis of Optimal Asset Allocation for International REITs Investment. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546

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


NSYSU

16. Hsieh, Meng-Hong. A Study on Frequency Estimation Algorithms.

Degree: Master, Communications Engineering, 2004, NSYSU

 Abstract Under known signals environments, the problem of frequency estimation can be regarded as that of sinusoidal frequency estimation. Therefore, the frequency estimation of a… (more)

Subjects/Keywords: Mean; Estimator; Variance

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

APA (6th Edition):

Hsieh, M. (2004). A Study on Frequency Estimation Algorithms. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948

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):

Hsieh, Meng-Hong. “A Study on Frequency Estimation Algorithms.” 2004. Thesis, NSYSU. Accessed June 18, 2018. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948.

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

MLA Handbook (7th Edition):

Hsieh, Meng-Hong. “A Study on Frequency Estimation Algorithms.” 2004. Web. 18 Jun 2018.

Vancouver:

Hsieh M. A Study on Frequency Estimation Algorithms. [Internet] [Thesis]. NSYSU; 2004. [cited 2018 Jun 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948.

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

Council of Science Editors:

Hsieh M. A Study on Frequency Estimation Algorithms. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948

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

17. Tasios, Nikolaos. Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.

Degree: 2016, National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ)

 Companies operating in the electricity sector face difficult decisions about the type and size of the investment. The exposure in a competitive electricity market, the… (more)

Subjects/Keywords: Μοντέλο ενεργειακής οικονομίας; Λήψη απόφασης σε περιβάλλον με αβεβαιότητα; Αξιολόγηση ενεργειακών πολιτικών; Μοντέλο ολιγοπωλιακού ανταγωνισμού ηλεκτρικής αγοράς; Σύγχρονη θεωρία χαρτοφυλακίου(ανάλυση μέσου διακύμανσης-προσέγγιση Markowitz); Μεγιστοποίηση πιθανότητας αποφυγής ζημίας; Θεωρία δικαιωμάτων προαίρεσης; Στοχαστικός προγραμματισμός δύο σταδίων; Energy economy model; Evaluation of energy policy; Decision making under uncertainty; Oligopolistic power market model; Modern portfolio theory(mean-variance analysis-Markowitz approach); Failure avoidance; Real options theory; Two stage stochastic programming

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APA (6th Edition):

Tasios, N. (2016). Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος. (Thesis). National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ). Retrieved from http://hdl.handle.net/10442/hedi/37266

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):

Tasios, Nikolaos. “Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.” 2016. Thesis, National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ). Accessed June 18, 2018. http://hdl.handle.net/10442/hedi/37266.

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

MLA Handbook (7th Edition):

Tasios, Nikolaos. “Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.” 2016. Web. 18 Jun 2018.

Vancouver:

Tasios N. Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος. [Internet] [Thesis]. National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); 2016. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/10442/hedi/37266.

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

Council of Science Editors:

Tasios N. Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος. [Thesis]. National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); 2016. Available from: http://hdl.handle.net/10442/hedi/37266

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


University of Waterloo

18. Wang, Jian. Numerical Methods for Continuous Time Mean Variance Type Asset Allocation.

Degree: 2010, University of Waterloo

 Many optimal stochastic control problems in finance can be formulated in the form of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs). In this thesis, a general… (more)

Subjects/Keywords: mean variance asset allocation; HJB PDE; efficient frontier; pre-commitment mean variance; time-consistent mean variance; mean quadratic variation; viscosity solution; stochastic control

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APA (6th Edition):

Wang, J. (2010). Numerical Methods for Continuous Time Mean Variance Type Asset Allocation. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5078

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):

Wang, Jian. “Numerical Methods for Continuous Time Mean Variance Type Asset Allocation.” 2010. Thesis, University of Waterloo. Accessed June 18, 2018. http://hdl.handle.net/10012/5078.

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

MLA Handbook (7th Edition):

Wang, Jian. “Numerical Methods for Continuous Time Mean Variance Type Asset Allocation.” 2010. Web. 18 Jun 2018.

Vancouver:

Wang J. Numerical Methods for Continuous Time Mean Variance Type Asset Allocation. [Internet] [Thesis]. University of Waterloo; 2010. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/10012/5078.

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

Council of Science Editors:

Wang J. Numerical Methods for Continuous Time Mean Variance Type Asset Allocation. [Thesis]. University of Waterloo; 2010. Available from: http://hdl.handle.net/10012/5078

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


Technical University of Lisbon

19. Nunes, David João de Arede. A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25.

Degree: 2013, Technical University of Lisbon

Mestrado em Finanças

Este estudo tem como finalidade analisar vários modelos de gestão de carteiras, que estão na base da gestão activa e passiva e… (more)

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

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APA (6th Edition):

Nunes, D. J. d. A. (2013). A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258

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):

Nunes, David João de Arede. “A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25.” 2013. Thesis, Technical University of Lisbon. Accessed June 18, 2018. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258.

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

MLA Handbook (7th Edition):

Nunes, David João de Arede. “A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25.” 2013. Web. 18 Jun 2018.

Vancouver:

Nunes DJdA. A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25. [Internet] [Thesis]. Technical University of Lisbon; 2013. [cited 2018 Jun 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258.

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

Council of Science Editors:

Nunes DJdA. A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25. [Thesis]. Technical University of Lisbon; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258

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

20. Daniel Menezes Cavalcante. CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO.

Degree: Master, 2013, Universidade Federal do Ceará

 Quando a conjuntura econÃmica de um paÃs propicia baixa taxa de juros de mercado, a rentabilidade de aplicaÃÃes ditas seguras, como em renda fixa, deixa… (more)

Subjects/Keywords: ADMINISTRACAO; Teoria do PortfÃlio; Markowitz; Risco e Retorno; Carteiras de Investimento; PortfÃlio de MÃnima VariÃncia; Portfolio theory; Markowitz; Risk and Return; Investment portfolios; Minimum Variance portfolio; Investimentos; FinanÃas

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

APA (6th Edition):

Cavalcante, D. M. (2013). CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=15544 ;

Chicago Manual of Style (16th Edition):

Cavalcante, Daniel Menezes. “CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO.” 2013. Masters Thesis, Universidade Federal do Ceará. Accessed June 18, 2018. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=15544 ;.

MLA Handbook (7th Edition):

Cavalcante, Daniel Menezes. “CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO.” 2013. Web. 18 Jun 2018.

Vancouver:

Cavalcante DM. CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO. [Internet] [Masters thesis]. Universidade Federal do Ceará 2013. [cited 2018 Jun 18]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=15544 ;.

Council of Science Editors:

Cavalcante DM. CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO. [Masters Thesis]. Universidade Federal do Ceará 2013. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=15544 ;

21. Sundqvist, Daniel. Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market.

Degree: Umeå School of Business, 2009, Umeå University

  Hedge funds are a debated subject in today’s financial industry. During 2008, despite hedge funds absolute return target, the global hedge fund industry showed… (more)

Subjects/Keywords: Hedge funds; portfolio optimization; markowitz; mean-variance; efficient frontier; case study; skewness; kurtosis; sortino ratio; sharpe ratio; downside deviation; omega ratio; Business studies; Företagsekonomi

…optimization is often constructed with the use of Markowitz mean-variance approach in order to find… …Markowitz model. 4.4 The Markowitz Model The Markowitz model or the Markowitz mean-variance… …describing Markowitz mean-variance model. The authors explain the model in the following way… …portfolio is optimized using an adjusted mean-variance approach. The goal with the optimization is… …portfolios in the feasible set that provides the best mean-variance combinations for most investors… 

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

APA (6th Edition):

Sundqvist, D. (2009). Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363

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):

Sundqvist, Daniel. “Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market.” 2009. Thesis, Umeå University. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363.

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

MLA Handbook (7th Edition):

Sundqvist, Daniel. “Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market.” 2009. Web. 18 Jun 2018.

Vancouver:

Sundqvist D. Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market. [Internet] [Thesis]. Umeå University; 2009. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363.

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

Council of Science Editors:

Sundqvist D. Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market. [Thesis]. Umeå University; 2009. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363

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


Univerzitet u Beogradu

22. Grčić, Nikola M., 1981-. Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka.

Degree: Poljoprivredni fakultet, 2016, Univerzitet u Beogradu

BIOTEHNIČKE NAUKE - RATARSTVO I POVRTARSTVO / BIOTECHNICAL SCIENCES - FIELD AND VEGETABLE CROPS

U ovom istraživanju ispitivana je genetička osnova nasleđivanja važnih agronomskih osobina… (more)

Subjects/Keywords: diallel; combinig ability; genetic variance; epistasis; generation mean; genetic distance

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APA (6th Edition):

Grčić, Nikola M., 1. (2016). Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get

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):

Grčić, Nikola M., 1981-. “Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka.” 2016. Thesis, Univerzitet u Beogradu. Accessed June 18, 2018. https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get.

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

MLA Handbook (7th Edition):

Grčić, Nikola M., 1981-. “Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka.” 2016. Web. 18 Jun 2018.

Vancouver:

Grčić, Nikola M. 1. Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka. [Internet] [Thesis]. Univerzitet u Beogradu; 2016. [cited 2018 Jun 18]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get.

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

Council of Science Editors:

Grčić, Nikola M. 1. Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka. [Thesis]. Univerzitet u Beogradu; 2016. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get

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


NSYSU

23. Lin, lih-feng. AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY.

Degree: PhD, Finance, 2009, NSYSU

 The Dynamic Conditional Correlation (DCC) model proposed by Engle (2002) has become one of the most popular models for the analysis of multivariate financial time… (more)

Subjects/Keywords: DCC; crediting policy; efficient frontier; high frequency; mean-variance

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

APA (6th Edition):

Lin, l. (2009). AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227

Chicago Manual of Style (16th Edition):

Lin, lih-feng. “AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY.” 2009. Doctoral Dissertation, NSYSU. Accessed June 18, 2018. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227.

MLA Handbook (7th Edition):

Lin, lih-feng. “AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY.” 2009. Web. 18 Jun 2018.

Vancouver:

Lin l. AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY. [Internet] [Doctoral dissertation]. NSYSU; 2009. [cited 2018 Jun 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227.

Council of Science Editors:

Lin l. AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY. [Doctoral Dissertation]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227

24. -9740-0742. Applications of forward performance processes in dynamic optimal portfolio management.

Degree: Information, Risk, and Operations Management (IROM), 2018, University of Texas – Austin

 The classical optimal investment models are cast in a finite or infinite horizon setting, assuming an a priori choice of a market model (or a… (more)

Subjects/Keywords: Forward performance; Portfolio optimization; Lifecycle fund; Mean-variance analysis

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

APA (6th Edition):

-9740-0742. (2018). Applications of forward performance processes in dynamic optimal portfolio management. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/63813

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

Chicago Manual of Style (16th Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Thesis, University of Texas – Austin. Accessed June 18, 2018. http://hdl.handle.net/2152/63813.

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

MLA Handbook (7th Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Web. 18 Jun 2018.

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

Vancouver:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Internet] [Thesis]. University of Texas – Austin; 2018. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/2152/63813.

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

Council of Science Editors:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Thesis]. University of Texas – Austin; 2018. Available from: http://hdl.handle.net/2152/63813

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

25. Duggal, Rahul. Modern Portfolio Trading with Commodities.

Degree: Sustainable Development of Society and Technology, 2010, Mälardalen University

  There is a big interest for alternative investment strategies than investing in traditional asset classes. Commodities are having a boom dynamic with increasing prices.… (more)

Subjects/Keywords: Modern portfolio theory; Commodities; Mean-variance optimization; MATLAB; Economics; Nationalekonomi

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

APA (6th Edition):

Duggal, R. (2010). Modern Portfolio Trading with Commodities. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990

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):

Duggal, Rahul. “Modern Portfolio Trading with Commodities.” 2010. Thesis, Mälardalen University. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

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

MLA Handbook (7th Edition):

Duggal, Rahul. “Modern Portfolio Trading with Commodities.” 2010. Web. 18 Jun 2018.

Vancouver:

Duggal R. Modern Portfolio Trading with Commodities. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

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

Council of Science Editors:

Duggal R. Modern Portfolio Trading with Commodities. [Thesis]. Mälardalen University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990

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


Texas A&M University

26. Zhou, Ying. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.

Degree: 2012, Texas A&M University

 MV is the traditional method to treat international portfolio selection problems, which bases its theory on the assumption of Normal Distribution. However, during economy recession… (more)

Subjects/Keywords: Safety First; Mean Variance; Hedging; Extreme Value Theory; Portfolio Selection

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

APA (6th Edition):

Zhou, Y. (2012). Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

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):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Thesis, Texas A&M University. Accessed June 18, 2018. http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

MLA Handbook (7th Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Web. 18 Jun 2018.

Vancouver:

Zhou Y. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

Council of Science Editors:

Zhou Y. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

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


University of Melbourne

27. Chow, Vicky Siew See. An examination of alternative option hedging strategies in the presence of transaction costs.

Degree: 2017, University of Melbourne

 Substantial progress has been made in developing option hedging models that account for transaction costs. Previous analyses of option hedging strategies in the presence of… (more)

Subjects/Keywords: option hedging; transaction costs; mean variance; stochastic dominance

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

APA (6th Edition):

Chow, V. S. S. (2017). An examination of alternative option hedging strategies in the presence of transaction costs. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/194126

Chicago Manual of Style (16th Edition):

Chow, Vicky Siew See. “An examination of alternative option hedging strategies in the presence of transaction costs.” 2017. Doctoral Dissertation, University of Melbourne. Accessed June 18, 2018. http://hdl.handle.net/11343/194126.

MLA Handbook (7th Edition):

Chow, Vicky Siew See. “An examination of alternative option hedging strategies in the presence of transaction costs.” 2017. Web. 18 Jun 2018.

Vancouver:

Chow VSS. An examination of alternative option hedging strategies in the presence of transaction costs. [Internet] [Doctoral dissertation]. University of Melbourne; 2017. [cited 2018 Jun 18]. Available from: http://hdl.handle.net/11343/194126.

Council of Science Editors:

Chow VSS. An examination of alternative option hedging strategies in the presence of transaction costs. [Doctoral Dissertation]. University of Melbourne; 2017. Available from: http://hdl.handle.net/11343/194126

28. Salih, Ali. The Omega Function : A Comparison Between Optimized Portfolios.

Degree: Culture and Communication, 2011, Mälardalen University

  The traditional way to analyze stocks and portfolios within the area of finance have been restricted to Sharpe and Markovitz. The Omega function and… (more)

Subjects/Keywords: Portfolio; Portfolio theory; optimising; optimizing; optimization; optimisation; Omega; Omega function; sharpe; sharpe ratio; ranking assets; markowitz; transaction cost

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

APA (6th Edition):

Salih, A. (2011). The Omega Function : A Comparison Between Optimized Portfolios. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272

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):

Salih, Ali. “The Omega Function : A Comparison Between Optimized Portfolios.” 2011. Thesis, Mälardalen University. Accessed June 18, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272.

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

MLA Handbook (7th Edition):

Salih, Ali. “The Omega Function : A Comparison Between Optimized Portfolios.” 2011. Web. 18 Jun 2018.

Vancouver:

Salih A. The Omega Function : A Comparison Between Optimized Portfolios. [Internet] [Thesis]. Mälardalen University; 2011. [cited 2018 Jun 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272.

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

Council of Science Editors:

Salih A. The Omega Function : A Comparison Between Optimized Portfolios. [Thesis]. Mälardalen University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272

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


Cranfield University

29. Riley, Mike J. W. Evaluating cascade correlation neural networks for surrogate modelling needs and enhancing the Nimrod/O toolkit for multi-objective optimisation.

Degree: PhD, 2011, Cranfield University

 Engineering design often requires the optimisation of multiple objectives, and becomes significantly more difficult and time consuming when the response surfaces are multimodal, rather than… (more)

Subjects/Keywords: early stopping; ensembling; multimodal functions; variance; bias; subdivision technique; shape optimisation

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

APA (6th Edition):

Riley, M. J. W. (2011). Evaluating cascade correlation neural networks for surrogate modelling needs and enhancing the Nimrod/O toolkit for multi-objective optimisation. (Doctoral Dissertation). Cranfield University. Retrieved from http://dspace.lib.cranfield.ac.uk/handle/1826/6796

Chicago Manual of Style (16th Edition):

Riley, Mike J W. “Evaluating cascade correlation neural networks for surrogate modelling needs and enhancing the Nimrod/O toolkit for multi-objective optimisation.” 2011. Doctoral Dissertation, Cranfield University. Accessed June 18, 2018. http://dspace.lib.cranfield.ac.uk/handle/1826/6796.

MLA Handbook (7th Edition):

Riley, Mike J W. “Evaluating cascade correlation neural networks for surrogate modelling needs and enhancing the Nimrod/O toolkit for multi-objective optimisation.” 2011. Web. 18 Jun 2018.

Vancouver:

Riley MJW. Evaluating cascade correlation neural networks for surrogate modelling needs and enhancing the Nimrod/O toolkit for multi-objective optimisation. [Internet] [Doctoral dissertation]. Cranfield University; 2011. [cited 2018 Jun 18]. Available from: http://dspace.lib.cranfield.ac.uk/handle/1826/6796.

Council of Science Editors:

Riley MJW. Evaluating cascade correlation neural networks for surrogate modelling needs and enhancing the Nimrod/O toolkit for multi-objective optimisation. [Doctoral Dissertation]. Cranfield University; 2011. Available from: http://dspace.lib.cranfield.ac.uk/handle/1826/6796

30. Anonymous, Zubdah-E-Noor. Bound of mean, variance, co_variance and correlations for ordered statistics;.

Degree: Statistics and Operations Research, 2011, Aligarh Muslim University

Abstract not available newline newline

Bibliography p.107-117

Advisors/Committee Members: Khan, Abdul Hamid.

Subjects/Keywords: Bound of Mean; Variance; Co-Variance; Ordered Statistics

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

APA (6th Edition):

Anonymous, Z. (2011). Bound of mean, variance, co_variance and correlations for ordered statistics;. (Thesis). Aligarh Muslim University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/50010

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):

Anonymous, Zubdah-E-Noor. “Bound of mean, variance, co_variance and correlations for ordered statistics;.” 2011. Thesis, Aligarh Muslim University. Accessed June 18, 2018. http://shodhganga.inflibnet.ac.in/handle/10603/50010.

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

MLA Handbook (7th Edition):

Anonymous, Zubdah-E-Noor. “Bound of mean, variance, co_variance and correlations for ordered statistics;.” 2011. Web. 18 Jun 2018.

Vancouver:

Anonymous Z. Bound of mean, variance, co_variance and correlations for ordered statistics;. [Internet] [Thesis]. Aligarh Muslim University; 2011. [cited 2018 Jun 18]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/50010.

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

Council of Science Editors:

Anonymous Z. Bound of mean, variance, co_variance and correlations for ordered statistics;. [Thesis]. Aligarh Muslim University; 2011. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/50010

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

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