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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

URL: http://hdl.handle.net/11394/3883

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} Edition):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Thesis, University of the Western Cape. Accessed March 23, 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 (7^{th} Edition):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Web. 23 Mar 2018.

Vancouver:

Seepi TPJ. Methods of optimizing investment portfolios . [Internet] [Thesis]. University of the Western Cape; 2013. [cited 2018 Mar 23]. 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

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

URL: 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

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

HUA, LI. “Efficient estimation for Markowitz's portfolio optimization by using random matrix theory.” 2013. Thesis, National University of Singapore. Accessed March 23, 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

HUA, LI. “Efficient estimation for Markowitz's portfolio optimization by using random matrix theory.” 2013. Web. 23 Mar 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 Mar 23]. 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.

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

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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Jonsson, Robin. “Optimal Linear Combinations of Portfolios Subject to Estimation Risk.” 2015. Thesis, Mälardalen University. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Jonsson, Robin. “Optimal Linear Combinations of Portfolios Subject to Estimation Risk.” 2015. Web. 23 Mar 2018.

Vancouver:

Jonsson R. Optimal Linear Combinations of Portfolios Subject to Estimation Risk. [Internet] [Thesis]. Mälardalen University; 2015. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

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

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

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Borrego, Daniel Alexandre Bourdain dos Santos. “Efficient frontier and capital market line on PSI 20.” 2015. Thesis, Technical University of Lisbon. Accessed March 23, 2018. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Borrego, Daniel Alexandre Bourdain dos Santos. “Efficient frontier and capital market line on PSI 20.” 2015. Web. 23 Mar 2018.

Vancouver:

Borrego DABdS. Efficient frontier and capital market line on PSI 20. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2018 Mar 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462.

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

Not specified: Masters Thesis or Doctoral Dissertation

KTH

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

Degree: Mathematical Statistics, 2016, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Thesis, KTH. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Web. 23 Mar 2018.

Vancouver:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Internet] [Thesis]. KTH; 2016. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

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

Not specified: Masters Thesis or Doctoral Dissertation

6. Fan, Kevin. Portföljoptimering med courtageavgifter.

Degree: Optimization and Systems Theory, 2014, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748

►

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…

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Fan, Kevin. “Portföljoptimering med courtageavgifter.” 2014. Thesis, KTH. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Fan, Kevin. “Portföljoptimering med courtageavgifter.” 2014. Web. 23 Mar 2018.

Vancouver:

Fan K. Portföljoptimering med courtageavgifter. [Internet] [Thesis]. KTH; 2014. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748.

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

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

URL: http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 March 23, 2018. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;.

MLA Handbook (7^{th} Edition):

Dantas, Allan Leão. “Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.” 2006. Web. 23 Mar 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 Mar 23]. 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Mårtensson, Jonathan. “Portfolio optimisation : improved risk-adjusted return?.” 2006. Thesis, Uppsala University. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Mårtensson, Jonathan. “Portfolio optimisation : improved risk-adjusted return?.” 2006. Web. 23 Mar 2018.

Vancouver:

Mårtensson J. Portfolio optimisation : improved risk-adjusted return?. [Internet] [Thesis]. Uppsala University; 2006. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6397.

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

Not specified: Masters Thesis or Doctoral Dissertation

9.
Djehiche, Younes.
Implementation of *mean*-*variance* and tail optimization based portfolio choice on risky assets.

Degree: Engineering Sciences (SCI), 2016, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071

► 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…

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Djehiche, Younes. “Implementation of mean-variance and tail optimization based portfolio choice on risky assets.” 2016. Thesis, KTH. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Djehiche, Younes. “Implementation of mean-variance and tail optimization based portfolio choice on risky assets.” 2016. Web. 23 Mar 2018.

Vancouver:

Djehiche Y. Implementation of mean-variance and tail optimization based portfolio choice on risky assets. [Internet] [Thesis]. KTH; 2016. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-198071.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Waterloo

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

Degree: 2007, University of Waterloo

URL: http://hdl.handle.net/10012/3454

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Alvarez Lopez, Juan. “Risk Minimization in Power System Expansion and Power Pool Electricity Markets.” 2007. Thesis, University of Waterloo. Accessed March 23, 2018. http://hdl.handle.net/10012/3454.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Alvarez Lopez, Juan. “Risk Minimization in Power System Expansion and Power Pool Electricity Markets.” 2007. Web. 23 Mar 2018.

Vancouver:

Alvarez Lopez J. Risk Minimization in Power System Expansion and Power Pool Electricity Markets. [Internet] [Thesis]. University of Waterloo; 2007. [cited 2018 Mar 23]. Available from: http://hdl.handle.net/10012/3454.

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

Not specified: Masters Thesis or Doctoral Dissertation

EPFL

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

Degree: 2012, EPFL

URL: http://infoscience.epfl.ch/record/169995

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Morton de Lachapelle, David. “Modern Portfolio Theory Revisited: from Real Traders to New Methods.” 2012. Thesis, EPFL. Accessed March 23, 2018. http://infoscience.epfl.ch/record/169995.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Morton de Lachapelle, David. “Modern Portfolio Theory Revisited: from Real Traders to New Methods.” 2012. Web. 23 Mar 2018.

Vancouver:

Morton de Lachapelle D. Modern Portfolio Theory Revisited: from Real Traders to New Methods. [Internet] [Thesis]. EPFL; 2012. [cited 2018 Mar 23]. Available from: http://infoscience.epfl.ch/record/169995.

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: 2013, RCAAP

URL: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Folgado, Pedro Miguel Gião. “Carteiras de variância mínima no mercado de acções português.” 2013. Thesis, RCAAP. Accessed March 23, 2018. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Folgado, Pedro Miguel Gião. “Carteiras de variância mínima no mercado de acções português.” 2013. Web. 23 Mar 2018.

Vancouver:

Folgado PMG. Carteiras de variância mínima no mercado de acções português. [Internet] [Thesis]. RCAAP; 2013. [cited 2018 Mar 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6901.

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

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

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Fernandes, Cristiano Mateus Cunha. “The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.” 2015. Thesis, Technical University of Lisbon. Accessed March 23, 2018. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Fernandes, Cristiano Mateus Cunha. “The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.” 2015. Web. 23 Mar 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 Mar 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199.

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

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

URL: http://hdl.handle.net/10222/15424

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Xie, Shuichang. “A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS.” 2012. Masters Thesis, Dalhousie University. Accessed March 23, 2018. http://hdl.handle.net/10222/15424.

MLA Handbook (7^{th} Edition):

Xie, Shuichang. “A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS.” 2012. Web. 23 Mar 2018.

Vancouver:

Xie S. A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS. [Internet] [Masters thesis]. Dalhousie University; 2012. [cited 2018 Mar 23]. 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546

► 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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lee, Hsiao-ying. “An Analysis of Optimal Asset Allocation for International REITs Investment.” 2008. Thesis, NSYSU. Accessed March 23, 2018. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lee, Hsiao-ying. “An Analysis of Optimal Asset Allocation for International REITs Investment.” 2008. Web. 23 Mar 2018.

Vancouver:

Lee H. An Analysis of Optimal Asset Allocation for International REITs Investment. [Internet] [Thesis]. NSYSU; 2008. [cited 2018 Mar 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1226108-171546.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Communications Engineering, 2004, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948

► 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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hsieh, Meng-Hong. “A Study on Frequency Estimation Algorithms.” 2004. Thesis, NSYSU. Accessed March 23, 2018. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hsieh, Meng-Hong. “A Study on Frequency Estimation Algorithms.” 2004. Web. 23 Mar 2018.

Vancouver:

Hsieh M. A Study on Frequency Estimation Algorithms. [Internet] [Thesis]. NSYSU; 2004. [cited 2018 Mar 23]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0830104-131948.

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

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)

URL: http://hdl.handle.net/10442/hedi/37266

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 March 23, 2018. http://hdl.handle.net/10442/hedi/37266.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Tasios, Nikolaos. “Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.” 2016. Web. 23 Mar 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 Mar 23]. Available from: http://hdl.handle.net/10442/hedi/37266.

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

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

URL: http://hdl.handle.net/10012/5078

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wang, Jian. “Numerical Methods for Continuous Time Mean Variance Type Asset Allocation.” 2010. Thesis, University of Waterloo. Accessed March 23, 2018. http://hdl.handle.net/10012/5078.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wang, Jian. “Numerical Methods for Continuous Time Mean Variance Type Asset Allocation.” 2010. Web. 23 Mar 2018.

Vancouver:

Wang J. Numerical Methods for Continuous Time Mean Variance Type Asset Allocation. [Internet] [Thesis]. University of Waterloo; 2010. [cited 2018 Mar 23]. Available from: http://hdl.handle.net/10012/5078.

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

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

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 March 23, 2018. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Nunes, David João de Arede. “A eficiência nas Carteira Markowitz, Variância Mínima e Naïve aplicada ao índice AEX - 25.” 2013. Web. 23 Mar 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 Mar 23]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11258.

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

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

URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=15544 ;

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} Edition):

Cavalcante, Daniel Menezes. “CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO.” 2013. Masters Thesis, Universidade Federal do Ceará. Accessed March 23, 2018. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=15544 ;.

MLA Handbook (7^{th} Edition):

Cavalcante, Daniel Menezes. “CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO.” 2013. Web. 23 Mar 2018.

Vancouver:

Cavalcante DM. CARTEIRAS DE MÃNIMA VARIÃNCIA: COMPARAÃÃO INTERTEMPORAL COM ÃNDICES DE MERCADO. [Internet] [Masters thesis]. Universidade Federal do Ceará 2013. [cited 2018 Mar 23]. 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363

► 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…

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Sundqvist, Daniel. “Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market.” 2009. Web. 23 Mar 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 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-23363.

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

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

URL: https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Grčić, Nikola M., 1981-. “Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka.” 2016. Thesis, Univerzitet u Beogradu. Accessed March 23, 2018. https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Grčić, Nikola M., 1981-. “Genetička analiza nasleđivanja kvantitativnih osobina kukuruza primenom metoda dialela i generacijskih proseka.” 2016. Web. 23 Mar 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 Mar 23]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:12785/bdef:Content/get.

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

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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227

► 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 (6^{th} 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 (16^{th} 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 March 23, 2018. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227.

MLA Handbook (7^{th} 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. 23 Mar 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 Mar 23]. 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

URL: http://hdl.handle.net/2152/63813

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Thesis, University of Texas – Austin. Accessed March 23, 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 (7^{th} Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Web. 23 Mar 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 Mar 23]. 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

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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Duggal, Rahul. “Modern Portfolio Trading with Commodities.” 2010. Thesis, Mälardalen University. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Duggal, Rahul. “Modern Portfolio Trading with Commodities.” 2010. Web. 23 Mar 2018.

Vancouver:

Duggal R. Modern Portfolio Trading with Commodities. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

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

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

URL: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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 March 23, 2018. http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Web. 23 Mar 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 Mar 23]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

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

URL: http://hdl.handle.net/11343/194126

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 March 23, 2018. http://hdl.handle.net/11343/194126.

MLA Handbook (7^{th} Edition):

Chow, Vicky Siew See. “An examination of alternative option hedging strategies in the presence of transaction costs.” 2017. Web. 23 Mar 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 Mar 23]. 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Salih, Ali. “The Omega Function : A Comparison Between Optimized Portfolios.” 2011. Thesis, Mälardalen University. Accessed March 23, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Salih, Ali. “The Omega Function : A Comparison Between Optimized Portfolios.” 2011. Web. 23 Mar 2018.

Vancouver:

Salih A. The Omega Function : A Comparison Between Optimized Portfolios. [Internet] [Thesis]. Mälardalen University; 2011. [cited 2018 Mar 23]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272.

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

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

URL: http://dspace.lib.cranfield.ac.uk/handle/1826/6796

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 March 23, 2018. http://dspace.lib.cranfield.ac.uk/handle/1826/6796.

MLA Handbook (7^{th} 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. 23 Mar 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 Mar 23]. 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

URL: http://shodhganga.inflibnet.ac.in/handle/10603/50010

Abstract not available newline newline

Bibliography p.107-117

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Anonymous, Zubdah-E-Noor. “Bound of mean, variance, co_variance and correlations for ordered statistics;.” 2011. Thesis, Aligarh Muslim University. Accessed March 23, 2018. http://shodhganga.inflibnet.ac.in/handle/10603/50010.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Anonymous, Zubdah-E-Noor. “Bound of mean, variance, co_variance and correlations for ordered statistics;.” 2011. Web. 23 Mar 2018.

Vancouver:

Anonymous Z. Bound of mean, variance, co_variance and correlations for ordered statistics;. [Internet] [Thesis]. Aligarh Muslim University; 2011. [cited 2018 Mar 23]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/50010.

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

Not specified: Masters Thesis or Doctoral Dissertation