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You searched for subject:( Modern portfolio theory). Showing records 1 – 30 of 67180 total matches.

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UCLA

1. Bai, Han. How MPT Works in Reality?.

Degree: Statistics, 2013, UCLA

 The major goal of this thesis is to discuss and test some of the models and fundamental elements of the Modern Portfolio Theory in order… (more)

Subjects/Keywords: Statistics; Finance; Modern Portfolio Theory

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APA (6th Edition):

Bai, H. (2013). How MPT Works in Reality?. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9vw5s8vx

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):

Bai, Han. “How MPT Works in Reality?.” 2013. Thesis, UCLA. Accessed December 15, 2019. http://www.escholarship.org/uc/item/9vw5s8vx.

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

MLA Handbook (7th Edition):

Bai, Han. “How MPT Works in Reality?.” 2013. Web. 15 Dec 2019.

Vancouver:

Bai H. How MPT Works in Reality?. [Internet] [Thesis]. UCLA; 2013. [cited 2019 Dec 15]. Available from: http://www.escholarship.org/uc/item/9vw5s8vx.

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

Council of Science Editors:

Bai H. How MPT Works in Reality?. [Thesis]. UCLA; 2013. Available from: http://www.escholarship.org/uc/item/9vw5s8vx

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


KTH

2. Falk, Johan. Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable.

Degree: Real Estate and Construction Management, 2012, KTH

  Studies carried out during the 2000’s have shown that securitized real estate has outperformed the direct real estate market with as much as up… (more)

Subjects/Keywords: Modern portfolio theory; Mixed-asset portfolio; Diversification benefits

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APA (6th Edition):

Falk, J. (2012). Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102185

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):

Falk, Johan. “Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable.” 2012. Thesis, KTH. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102185.

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

MLA Handbook (7th Edition):

Falk, Johan. “Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable.” 2012. Web. 15 Dec 2019.

Vancouver:

Falk J. Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable. [Internet] [Thesis]. KTH; 2012. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102185.

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

Council of Science Editors:

Falk J. Direct and Indirect Real Estate in a Mixed-asset Portfolio  : Is direct or indirect preferable. [Thesis]. KTH; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102185

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


Uppsala University

3. Barkino, Iliam. Enough is Enough : Sufficient number of securities in an optimal portfolio.

Degree: Business Studies, 2016, Uppsala University

This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly… (more)

Subjects/Keywords: Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation

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APA (6th Edition):

Barkino, I. (2016). Enough is Enough : Sufficient number of securities in an optimal portfolio. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

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):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Thesis, Uppsala University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

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

MLA Handbook (7th Edition):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Web. 15 Dec 2019.

Vancouver:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

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

Council of Science Editors:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

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


University of Waterloo

4. Hunt, Chelsie. Divesting and Re-investing into a Greener Future for Canada.

Degree: 2016, University of Waterloo

 Whether Canada chooses to adhere to its responsibilities to meet its climate change targets or not, investors in Canada have a lot to be concerned… (more)

Subjects/Keywords: divestment; socially responsible investing; modern portfolio theory; behavioral theory; green economy

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APA (6th Edition):

Hunt, C. (2016). Divesting and Re-investing into a Greener Future for Canada. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/10598

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):

Hunt, Chelsie. “Divesting and Re-investing into a Greener Future for Canada.” 2016. Thesis, University of Waterloo. Accessed December 15, 2019. http://hdl.handle.net/10012/10598.

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

MLA Handbook (7th Edition):

Hunt, Chelsie. “Divesting and Re-investing into a Greener Future for Canada.” 2016. Web. 15 Dec 2019.

Vancouver:

Hunt C. Divesting and Re-investing into a Greener Future for Canada. [Internet] [Thesis]. University of Waterloo; 2016. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10012/10598.

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

Council of Science Editors:

Hunt C. Divesting and Re-investing into a Greener Future for Canada. [Thesis]. University of Waterloo; 2016. Available from: http://hdl.handle.net/10012/10598

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


UCLA

5. Derpanopoulos, George. Optimal Financial Portfolio Selection.

Degree: Statistics, 2018, UCLA

Modern Portfolio Theory (MPT) has been the canonical theoretical model of portfolio selection for over 60 years, yet it faces limited adoption among practitioners. This… (more)

Subjects/Keywords: Statistics; Finance; Asset Allocation; Financial Statistics; Machine Learning; Modern Portfolio Theory; Portfolio Selection

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

APA (6th Edition):

Derpanopoulos, G. (2018). Optimal Financial Portfolio Selection. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9v0796qh

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):

Derpanopoulos, George. “Optimal Financial Portfolio Selection.” 2018. Thesis, UCLA. Accessed December 15, 2019. http://www.escholarship.org/uc/item/9v0796qh.

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

MLA Handbook (7th Edition):

Derpanopoulos, George. “Optimal Financial Portfolio Selection.” 2018. Web. 15 Dec 2019.

Vancouver:

Derpanopoulos G. Optimal Financial Portfolio Selection. [Internet] [Thesis]. UCLA; 2018. [cited 2019 Dec 15]. Available from: http://www.escholarship.org/uc/item/9v0796qh.

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

Council of Science Editors:

Derpanopoulos G. Optimal Financial Portfolio Selection. [Thesis]. UCLA; 2018. Available from: http://www.escholarship.org/uc/item/9v0796qh

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


University of South Africa

6. Huni, Sally. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .

Degree: 2018, University of South Africa

 The aim of this study was to assess the feasibility of constructing optimal portfolios using the Johannesburg Securities Exchange tradable sector indices. Three indices were… (more)

Subjects/Keywords: Global minimum variance portfolio; Johannesburg Securities Exchange; Global financial crisis; Markowitz; Modern portfolio theory

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APA (6th Edition):

Huni, S. (2018). Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/25289

Chicago Manual of Style (16th Edition):

Huni, Sally. “Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .” 2018. Masters Thesis, University of South Africa. Accessed December 15, 2019. http://hdl.handle.net/10500/25289.

MLA Handbook (7th Edition):

Huni, Sally. “Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .” 2018. Web. 15 Dec 2019.

Vancouver:

Huni S. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . [Internet] [Masters thesis]. University of South Africa; 2018. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10500/25289.

Council of Science Editors:

Huni S. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . [Masters Thesis]. University of South Africa; 2018. Available from: http://hdl.handle.net/10500/25289


The Ohio State University

7. Pavlic, Theodore P. Optimal Foraging Theory Revisited.

Degree: MS, Electrical Engineering, 2007, The Ohio State University

 Optimal foraging theory explains adaptation via natural selection through quantitative models. Behaviors that are most likely to be favored by natural selection can be predicted… (more)

Subjects/Keywords: robotics; automation; autonomous vehicles; behavior; behavioral ecology; intelligent control; portfolio theory; modern portfolio theory; MPT; post-modern portfolio theory; PMPT; optimal foraging theory; OFT; optimal diet selection; predator; prey

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APA (6th Edition):

Pavlic, T. P. (2007). Optimal Foraging Theory Revisited. (Masters Thesis). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683

Chicago Manual of Style (16th Edition):

Pavlic, Theodore P. “Optimal Foraging Theory Revisited.” 2007. Masters Thesis, The Ohio State University. Accessed December 15, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683.

MLA Handbook (7th Edition):

Pavlic, Theodore P. “Optimal Foraging Theory Revisited.” 2007. Web. 15 Dec 2019.

Vancouver:

Pavlic TP. Optimal Foraging Theory Revisited. [Internet] [Masters thesis]. The Ohio State University; 2007. [cited 2019 Dec 15]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683.

Council of Science Editors:

Pavlic TP. Optimal Foraging Theory Revisited. [Masters Thesis]. The Ohio State University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683


EPFL

8. Yap, Zheng Wei. Robust Portfolio Optimization.

Degree: 2017, EPFL

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Thesis, EPFL. Accessed December 15, 2019. http://infoscience.epfl.ch/record/230029.

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

MLA Handbook (7th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Web. 15 Dec 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Dec 15]. Available from: http://infoscience.epfl.ch/record/230029.

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

Council of Science Editors:

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

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

9. 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 (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 December 15, 2019. 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. 15 Dec 2019.

Vancouver:

Duggal R. Modern Portfolio Trading with Commodities. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2019 Dec 15]. 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


University of South Africa

10. Enoch, Clive N. Project portfolio management : a model for improved decision making .

Degree: 2013, University of South Africa

 The recent global financial crisis, regulatory and compliance requirements placed on organisations, and the need for scientific research in the project portfolio management discipline were… (more)

Subjects/Keywords: Project portfolio management; Fuzzy logic; Multi criteria evaluation; Decisionmaking; Complexity; Strategy; Organisation theory; Modelling; Modern portfolio theory; Systems theory

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APA (6th Edition):

Enoch, C. N. (2013). Project portfolio management : a model for improved decision making . (Doctoral Dissertation). University of South Africa. Retrieved from http://hdl.handle.net/10500/13308

Chicago Manual of Style (16th Edition):

Enoch, Clive N. “Project portfolio management : a model for improved decision making .” 2013. Doctoral Dissertation, University of South Africa. Accessed December 15, 2019. http://hdl.handle.net/10500/13308.

MLA Handbook (7th Edition):

Enoch, Clive N. “Project portfolio management : a model for improved decision making .” 2013. Web. 15 Dec 2019.

Vancouver:

Enoch CN. Project portfolio management : a model for improved decision making . [Internet] [Doctoral dissertation]. University of South Africa; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10500/13308.

Council of Science Editors:

Enoch CN. Project portfolio management : a model for improved decision making . [Doctoral Dissertation]. University of South Africa; 2013. Available from: http://hdl.handle.net/10500/13308

11. Lennartsson, Jan. Probabilistic modeling in sports, finance and weather.

Degree: 2014, University of Gothenburg / Göteborgs Universitet

 In this thesis, we build mathematical and statistical models for a wide variety of real world applications. The mathematical models include applications in team sport… (more)

Subjects/Keywords: Mathematical modelling; Game theory; Team sport tactics; Modern portfolio theory; Gaussian fields

Page 1 Page 2

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APA (6th Edition):

Lennartsson, J. (2014). Probabilistic modeling in sports, finance and weather. (Thesis). University of Gothenburg / Göteborgs Universitet. Retrieved from http://hdl.handle.net/2077/36811

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):

Lennartsson, Jan. “Probabilistic modeling in sports, finance and weather.” 2014. Thesis, University of Gothenburg / Göteborgs Universitet. Accessed December 15, 2019. http://hdl.handle.net/2077/36811.

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

MLA Handbook (7th Edition):

Lennartsson, Jan. “Probabilistic modeling in sports, finance and weather.” 2014. Web. 15 Dec 2019.

Vancouver:

Lennartsson J. Probabilistic modeling in sports, finance and weather. [Internet] [Thesis]. University of Gothenburg / Göteborgs Universitet; 2014. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2077/36811.

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

Council of Science Editors:

Lennartsson J. Probabilistic modeling in sports, finance and weather. [Thesis]. University of Gothenburg / Göteborgs Universitet; 2014. Available from: http://hdl.handle.net/2077/36811

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


University of the Western Cape

12. 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 December 15, 2019. 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. 15 Dec 2019.

Vancouver:

Seepi TPJ. Methods of optimizing investment portfolios . [Internet] [Thesis]. University of the Western Cape; 2013. [cited 2019 Dec 15]. 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


University of South Florida

13. Arbogast, Matthew Stephen. Leader Behavior Portfolios.

Degree: 2016, University of South Florida

 Existing leadership theories and applied resources contain bountiful lists of recommended behaviors for leaders to employ, yet an integrated model that produces the most efficient… (more)

Subjects/Keywords: leader ship; leader behaviors; risk; behavior portfolio; modern portfolio theory; integration; Business Administration, Management, and Operations; Psychology

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APA (6th Edition):

Arbogast, M. S. (2016). Leader Behavior Portfolios. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/6458

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):

Arbogast, Matthew Stephen. “Leader Behavior Portfolios.” 2016. Thesis, University of South Florida. Accessed December 15, 2019. https://scholarcommons.usf.edu/etd/6458.

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

MLA Handbook (7th Edition):

Arbogast, Matthew Stephen. “Leader Behavior Portfolios.” 2016. Web. 15 Dec 2019.

Vancouver:

Arbogast MS. Leader Behavior Portfolios. [Internet] [Thesis]. University of South Florida; 2016. [cited 2019 Dec 15]. Available from: https://scholarcommons.usf.edu/etd/6458.

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

Council of Science Editors:

Arbogast MS. Leader Behavior Portfolios. [Thesis]. University of South Florida; 2016. Available from: https://scholarcommons.usf.edu/etd/6458

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


Technical University of Lisbon

14. Rocha, Emília Marília de Lima. Security selection in post-modern portfolio theory : an application to the European stock market.

Degree: 2016, Technical University of Lisbon

Mestrado em Finanças

Neste trabalho, comparamos as carteiras tangentes e carteiras de risco mínimo obtidas com a teoria moderna da carteira (MPT) e a teoria… (more)

Subjects/Keywords: teoria moderna da carteira; teoria pós-moderna da carteira; seleção de ações; fronteira eficiente; semivariância; modern portfolio theory; post-modern portfolio theory; stock selection; efficient frontier; semivariance

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APA (6th Edition):

Rocha, E. M. d. L. (2016). Security selection in post-modern portfolio theory : an application to the European stock market. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13094

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):

Rocha, Emília Marília de Lima. “Security selection in post-modern portfolio theory : an application to the European stock market.” 2016. Thesis, Technical University of Lisbon. Accessed December 15, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13094.

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

MLA Handbook (7th Edition):

Rocha, Emília Marília de Lima. “Security selection in post-modern portfolio theory : an application to the European stock market.” 2016. Web. 15 Dec 2019.

Vancouver:

Rocha EMdL. Security selection in post-modern portfolio theory : an application to the European stock market. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2019 Dec 15]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13094.

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

Council of Science Editors:

Rocha EMdL. Security selection in post-modern portfolio theory : an application to the European stock market. [Thesis]. Technical University of Lisbon; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13094

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


California State Polytechnic University – Pomona

15. Martinez, Robert. Using Modern Portfolio Theory to Identify Increased Investment Risks in Private Banks.

Degree: MS, Economics, 2015, California State Polytechnic University – Pomona

 In the wake of the Great Recession of 2009, it is little wonder that there has been growing interest in identifying optimal investment strategies that… (more)

Subjects/Keywords: Portfolio theory

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APA (6th Edition):

Martinez, R. (2015). Using Modern Portfolio Theory to Identify Increased Investment Risks in Private Banks. (Masters Thesis). California State Polytechnic University – Pomona. Retrieved from http://hdl.handle.net/10211.3/158543

Chicago Manual of Style (16th Edition):

Martinez, Robert. “Using Modern Portfolio Theory to Identify Increased Investment Risks in Private Banks.” 2015. Masters Thesis, California State Polytechnic University – Pomona. Accessed December 15, 2019. http://hdl.handle.net/10211.3/158543.

MLA Handbook (7th Edition):

Martinez, Robert. “Using Modern Portfolio Theory to Identify Increased Investment Risks in Private Banks.” 2015. Web. 15 Dec 2019.

Vancouver:

Martinez R. Using Modern Portfolio Theory to Identify Increased Investment Risks in Private Banks. [Internet] [Masters thesis]. California State Polytechnic University – Pomona; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10211.3/158543.

Council of Science Editors:

Martinez R. Using Modern Portfolio Theory to Identify Increased Investment Risks in Private Banks. [Masters Thesis]. California State Polytechnic University – Pomona; 2015. Available from: http://hdl.handle.net/10211.3/158543

16. Stark, Caroline. Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation.

Degree: Umeå School of Business, 2010, Umeå University

  There is evidence that globalization, economic assimilation and integration among countries and their financial markets have increased correlation among stock markets and the correlation… (more)

Subjects/Keywords: integration; correlation; ASEAN+3; stock market index; Modern Portfolio Theory; diversification; Business studies; Företagsekonomi

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

APA (6th Edition):

Stark, C. (2010). Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34476

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):

Stark, Caroline. “Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation.” 2010. Thesis, Umeå University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34476.

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

MLA Handbook (7th Edition):

Stark, Caroline. “Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation.” 2010. Web. 15 Dec 2019.

Vancouver:

Stark C. Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation. [Internet] [Thesis]. Umeå University; 2010. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34476.

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

Council of Science Editors:

Stark C. Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation. [Thesis]. Umeå University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34476

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

17. Gleisner, Mattias. Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar.

Degree: Business Administration, 2017, Umeå University

  Pengar har under en lång tid spelat en central roll i människans samhälle och dagens samhälle präglas av allt mer handel. Utifrån detta har… (more)

Subjects/Keywords: Bitcoin; correlations; volatility; efficient market hypothesis; modern portfolio theory; diffusion of innovation.; Business Administration; Företagsekonomi

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APA (6th Edition):

Gleisner, M. (2017). Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433

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):

Gleisner, Mattias. “Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar.” 2017. Thesis, Umeå University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433.

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

MLA Handbook (7th Edition):

Gleisner, Mattias. “Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar.” 2017. Web. 15 Dec 2019.

Vancouver:

Gleisner M. Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar. [Internet] [Thesis]. Umeå University; 2017. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433.

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

Council of Science Editors:

Gleisner M. Bitcoin som diversifiering : En kvantitativ studie som undersöker korrelationen mellan bitcoin och finansiella tillgångar. [Thesis]. Umeå University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-137433

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


University of the Western Cape

18. Musa, Arshad. Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index .

Degree: 2015, University of the Western Cape

 The notion of market efficiency posits that stock prices fully reflect all available information in a timely manner. The efficient market hypothesis (EMH) proposed by… (more)

Subjects/Keywords: Exchange Traded Fund (ETF); Modern portfolio theory; S&P Global 1200 index; Stock exchanges; Indexing

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

APA (6th Edition):

Musa, A. (2015). Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4912

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):

Musa, Arshad. “Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index .” 2015. Thesis, University of the Western Cape. Accessed December 15, 2019. http://hdl.handle.net/11394/4912.

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

MLA Handbook (7th Edition):

Musa, Arshad. “Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index .” 2015. Web. 15 Dec 2019.

Vancouver:

Musa A. Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index . [Internet] [Thesis]. University of the Western Cape; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/11394/4912.

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

Council of Science Editors:

Musa A. Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index . [Thesis]. University of the Western Cape; 2015. Available from: http://hdl.handle.net/11394/4912

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

19. Rörden, Sarah. Measuring and handling risk : How different financial institutions face the same problem.

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

  Title: Measuring and handling risk - How different financial institutions face the same problem Seminar date: 4th of June, 2010   Level: Bachelor thesis… (more)

Subjects/Keywords: Risk variables; Risk measurement; Risk management; Modern Portfolio Theory; Diversification; Beta; Business studies; Företagsekonomi

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

APA (6th Edition):

Rörden, S. (2010). Measuring and handling risk : How different financial institutions face the same problem. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9951

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):

Rörden, Sarah. “Measuring and handling risk : How different financial institutions face the same problem.” 2010. Thesis, Mälardalen University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9951.

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

MLA Handbook (7th Edition):

Rörden, Sarah. “Measuring and handling risk : How different financial institutions face the same problem.” 2010. Web. 15 Dec 2019.

Vancouver:

Rörden S. Measuring and handling risk : How different financial institutions face the same problem. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9951.

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

Council of Science Editors:

Rörden S. Measuring and handling risk : How different financial institutions face the same problem. [Thesis]. Mälardalen University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9951

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


University of Illinois – Urbana-Champaign

20. Beltran, Hector A. Modern Portfolio Theory Applied to Electricity Resource Planning.

Degree: MS, Electrical and Computer Engineering, 2009, University of Illinois – Urbana-Champaign

 To meet electricity demand, electric utilities develop growth strategies for generation, transmission, and distributions systems. For a long time those strategies have been developed by… (more)

Subjects/Keywords: Modern portfolio theory; Electricity resource planning; Efficient frontier; Least-cost-variance methodology

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APA (6th Edition):

Beltran, H. A. (2009). Modern Portfolio Theory Applied to Electricity Resource Planning. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/11970

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):

Beltran, Hector A. “Modern Portfolio Theory Applied to Electricity Resource Planning.” 2009. Thesis, University of Illinois – Urbana-Champaign. Accessed December 15, 2019. http://hdl.handle.net/2142/11970.

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

MLA Handbook (7th Edition):

Beltran, Hector A. “Modern Portfolio Theory Applied to Electricity Resource Planning.” 2009. Web. 15 Dec 2019.

Vancouver:

Beltran HA. Modern Portfolio Theory Applied to Electricity Resource Planning. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2009. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2142/11970.

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

Council of Science Editors:

Beltran HA. Modern Portfolio Theory Applied to Electricity Resource Planning. [Thesis]. University of Illinois – Urbana-Champaign; 2009. Available from: http://hdl.handle.net/2142/11970

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


University of California – Santa Cruz

21. Vroomen, Paul. Design, Development and Implementation of Decision Support Systems for Private Equity Investment.

Degree: Technology and Information Management, 2017, University of California – Santa Cruz

 The objective of this research is to design, develop and implement an intelligent decision support system (IDSS) for making rational private equity investment decisions. (Private… (more)

Subjects/Keywords: Engineering; Computer science; Finance; Data Analytics; Decision Support Systems; Efficient Market Theory; Machine Learning; Modern Portfolio Theory; Private Equity Investment

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APA (6th Edition):

Vroomen, P. (2017). Design, Development and Implementation of Decision Support Systems for Private Equity Investment. (Thesis). University of California – Santa Cruz. Retrieved from http://www.escholarship.org/uc/item/4197h0m5

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):

Vroomen, Paul. “Design, Development and Implementation of Decision Support Systems for Private Equity Investment.” 2017. Thesis, University of California – Santa Cruz. Accessed December 15, 2019. http://www.escholarship.org/uc/item/4197h0m5.

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

MLA Handbook (7th Edition):

Vroomen, Paul. “Design, Development and Implementation of Decision Support Systems for Private Equity Investment.” 2017. Web. 15 Dec 2019.

Vancouver:

Vroomen P. Design, Development and Implementation of Decision Support Systems for Private Equity Investment. [Internet] [Thesis]. University of California – Santa Cruz; 2017. [cited 2019 Dec 15]. Available from: http://www.escholarship.org/uc/item/4197h0m5.

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

Council of Science Editors:

Vroomen P. Design, Development and Implementation of Decision Support Systems for Private Equity Investment. [Thesis]. University of California – Santa Cruz; 2017. Available from: http://www.escholarship.org/uc/item/4197h0m5

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


University of Helsinki

22. Toivonen, Eeva. Responsible investing: an analysis of the performance of responsible investments & the explanations of economics.

Degree: Department of Political and Economic Studies; Helsingfors universitet, Statsvetenskapliga fakulteten, Institutionen för politik och ekonomi, 2018, University of Helsinki

 Vastuullinen sijoittaminen on ajankohtainen aihe rahoitusmarkkinoilla. Kun ympäristöön ja yhteiskunnallisiin oloihin liittyvä huoli kasvaa väestönkasvun sekä niukkojen luonnonvarojen kysynnän kasvun myötä, vastuullisuus ja kestävyysteemat ovat… (more)

Subjects/Keywords: competitive advantage; corporate social responsibility; CSR; ESG; modern portfolio theory; signaling theory; socially responsible investing; SRI; responsibility; responsible investing; kilpailuetu; moderni portfolio teoria; vastuullinen sijoittaminen; signalointiteoria; vastuullisuus; yritysvastuu; Taloustiede; Economics; Ekonomi; competitive advantage; corporate social responsibility; CSR; ESG; modern portfolio theory; signaling theory; socially responsible investing; SRI; responsibility; responsible investing; kilpailuetu; moderni portfolio teoria; vastuullinen sijoittaminen; signalointiteoria; vastuullisuus; yritysvastuu

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

APA (6th Edition):

Toivonen, E. (2018). Responsible investing: an analysis of the performance of responsible investments & the explanations of economics. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/235937

Chicago Manual of Style (16th Edition):

Toivonen, Eeva. “Responsible investing: an analysis of the performance of responsible investments & the explanations of economics.” 2018. Masters Thesis, University of Helsinki. Accessed December 15, 2019. http://hdl.handle.net/10138/235937.

MLA Handbook (7th Edition):

Toivonen, Eeva. “Responsible investing: an analysis of the performance of responsible investments & the explanations of economics.” 2018. Web. 15 Dec 2019.

Vancouver:

Toivonen E. Responsible investing: an analysis of the performance of responsible investments & the explanations of economics. [Internet] [Masters thesis]. University of Helsinki; 2018. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10138/235937.

Council of Science Editors:

Toivonen E. Responsible investing: an analysis of the performance of responsible investments & the explanations of economics. [Masters Thesis]. University of Helsinki; 2018. Available from: http://hdl.handle.net/10138/235937

23. Thomä, Jakob. Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques.

Degree: Docteur es, Sciences de gestion. Expertise et ingénierie financière, 2018, Paris, CNAM

La thèse vise à développer un cadre pour mesurer l'alignement des portefeuilles financiers avec les objectifs climatiques, prenant comme point de départ à la fois… (more)

Subjects/Keywords: Changement climatique; Theorie moderne de portefeuille; Finance; Economie bas-carbone; Climate change; Modern Portfolio Theory; Finance; Low-carbon economy; 658.15; 332.6

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APA (6th Edition):

Thomä, J. (2018). Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques. (Doctoral Dissertation). Paris, CNAM. Retrieved from http://www.theses.fr/2018CNAM1177

Chicago Manual of Style (16th Edition):

Thomä, Jakob. “Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques.” 2018. Doctoral Dissertation, Paris, CNAM. Accessed December 15, 2019. http://www.theses.fr/2018CNAM1177.

MLA Handbook (7th Edition):

Thomä, Jakob. “Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques.” 2018. Web. 15 Dec 2019.

Vancouver:

Thomä J. Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques. [Internet] [Doctoral dissertation]. Paris, CNAM; 2018. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2018CNAM1177.

Council of Science Editors:

Thomä J. Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques. [Doctoral Dissertation]. Paris, CNAM; 2018. Available from: http://www.theses.fr/2018CNAM1177

24. 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 December 15, 2019. 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. 15 Dec 2019.

Vancouver:

Jonsson R. Optimal Linear Combinations of Portfolios Subject to Estimation Risk. [Internet] [Thesis]. Mälardalen University; 2015. [cited 2019 Dec 15]. 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

25. Moutáfov, Ernesto. Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation.

Degree: Business Studies, 2012, Södertörn University

Syfte: Studera sju portföljer och notera den bästa typen av portfölj med högst avkastning till lägst risk. Metod: Sekundärdata är grunden för uträkning av… (more)

Subjects/Keywords: share; return; risk; portfolio; beta; sharpe ratio; standard deviation; volatility; correlation; CAPM; modern portfolio theory; MPT; aktie; avkastning; risk; portfölj; beta; sharpekvot; standardavvikelse; volatilitet; korrelation; CAPM

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

APA (6th Edition):

Moutáfov, E. (2012). Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863

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):

Moutáfov, Ernesto. “Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation.” 2012. Thesis, Södertörn University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863.

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

MLA Handbook (7th Edition):

Moutáfov, Ernesto. “Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation.” 2012. Web. 15 Dec 2019.

Vancouver:

Moutáfov E. Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation. [Internet] [Thesis]. Södertörn University; 2012. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863.

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

Council of Science Editors:

Moutáfov E. Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation. [Thesis]. Södertörn University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863

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


Brno University of Technology

26. Haviar, Martin. Optimalizace investičního portfolia pomocí metaheuristiky .

Degree: 2015, Brno University of Technology

 Diplomová práce se zabýva návrhem a implementací investičního modelu, který aplikuje metody Postmoderní teorie portfolia. Na optimalizaci portfolia je použitá metaheuristika optimalizace rojem částic (PSO),… (more)

Subjects/Keywords: Optimalizace portfolia; investičný model; Postmoderní teorie portfolia; metaheuristika; optimalizace rojem částic; PSO; Python; Portfolio optimization; investment model; Post-modern portfolio theory; metaheuristic; particle swarm optimization; PSO; Python

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

APA (6th Edition):

Haviar, M. (2015). Optimalizace investičního portfolia pomocí metaheuristiky . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/37130

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):

Haviar, Martin. “Optimalizace investičního portfolia pomocí metaheuristiky .” 2015. Thesis, Brno University of Technology. Accessed December 15, 2019. http://hdl.handle.net/11012/37130.

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

MLA Handbook (7th Edition):

Haviar, Martin. “Optimalizace investičního portfolia pomocí metaheuristiky .” 2015. Web. 15 Dec 2019.

Vancouver:

Haviar M. Optimalizace investičního portfolia pomocí metaheuristiky . [Internet] [Thesis]. Brno University of Technology; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/11012/37130.

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

Council of Science Editors:

Haviar M. Optimalizace investičního portfolia pomocí metaheuristiky . [Thesis]. Brno University of Technology; 2015. Available from: http://hdl.handle.net/11012/37130

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


KTH

27. Andersson, Markus. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation.

Degree: Mathematical Statistics, 2015, KTH

The financial markets have a complex structure and the modelling techniques have recently been more and more complicated. So for a portfolio manager it… (more)

Subjects/Keywords: Multivariate Financial Time Series; Multivariate Volatility Models; Modern Portfolio Theory (MPT); Tactical Asset Allocation (TAA); Multivariata finansiella tidsserier; Multivariata volatilitets modeller; Modern portföljteori (MPT); Taktisk tillgångsallokering (TAA)

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APA (6th Edition):

Andersson, M. (2015). Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-175326

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):

Andersson, Markus. “Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation.” 2015. Thesis, KTH. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-175326.

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

MLA Handbook (7th Edition):

Andersson, Markus. “Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation.” 2015. Web. 15 Dec 2019.

Vancouver:

Andersson M. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation. [Internet] [Thesis]. KTH; 2015. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-175326.

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

Council of Science Editors:

Andersson M. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-175326

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

28. Rosén, Frida. Aktiv Förvaltning - Resulterar det i högre avkastning än index?.

Degree: Business and Economic Studies, 2010, University of Gävle

Syfte: Syftet med studien är att undersöka hur aktivt förvaltade fonder presterar jämfört med indexfonder, när avkastningen har justerats för förvaltningsavgiften. Indexfonden representeras av… (more)

Subjects/Keywords: Index fund; Mutual fund; Active Management; Management Fee; Risk Measures; Modern Portfolio Theory; Indexfond; Aktiefond; Aktiv Förvaltning; Förvaltningsavgift; Prestationsmått; Modern portföljteori; Business studies; Företagsekonomi

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

APA (6th Edition):

Rosén, F. (2010). Aktiv Förvaltning - Resulterar det i högre avkastning än index?. (Thesis). University of Gävle. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-7225

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):

Rosén, Frida. “Aktiv Förvaltning - Resulterar det i högre avkastning än index?.” 2010. Thesis, University of Gävle. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-7225.

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

MLA Handbook (7th Edition):

Rosén, Frida. “Aktiv Förvaltning - Resulterar det i högre avkastning än index?.” 2010. Web. 15 Dec 2019.

Vancouver:

Rosén F. Aktiv Förvaltning - Resulterar det i högre avkastning än index?. [Internet] [Thesis]. University of Gävle; 2010. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-7225.

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

Council of Science Editors:

Rosén F. Aktiv Förvaltning - Resulterar det i högre avkastning än index?. [Thesis]. University of Gävle; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-7225

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

29. Jorge, Ricardo Humberto Dias. Investir em acções segundo Warren Buffett: caso português.

Degree: 2010, RCAAP

Mestrado em Finanças

Warren Buffett é um dos investidores mais bem sucedidos nos mercados de capitais dos últimos 50 anos. Segundo o último estudo da… (more)

Subjects/Keywords: Passive screening; Security selection; Carteiras de investimentos; Value investing; Market timing; CAPM; HEM; Gestão activa; Gestão passiva; Passive screening; Investment portfolios; Value investing; Security selection; Market timing; Modern theory of portfolio; Active management; Passive management; Modern theory of portfolio; Indicadores de performance; Performance indicators

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

APA (6th Edition):

Jorge, R. H. D. (2010). Investir em acções segundo Warren Buffett: caso português. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2900

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):

Jorge, Ricardo Humberto Dias. “Investir em acções segundo Warren Buffett: caso português.” 2010. Thesis, RCAAP. Accessed December 15, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2900.

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

MLA Handbook (7th Edition):

Jorge, Ricardo Humberto Dias. “Investir em acções segundo Warren Buffett: caso português.” 2010. Web. 15 Dec 2019.

Vancouver:

Jorge RHD. Investir em acções segundo Warren Buffett: caso português. [Internet] [Thesis]. RCAAP; 2010. [cited 2019 Dec 15]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2900.

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

Council of Science Editors:

Jorge RHD. Investir em acções segundo Warren Buffett: caso português. [Thesis]. RCAAP; 2010. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/2900

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

30. Muir, Christopher. Blah blah high returns. Blah blah no risk. Blah blah blah guaranteed!’ : A study of what financial institutions base their portfolio creation on for customers and the relationship between the different financial institutions in the same line of business for this activity.

Degree: Umeå School of Business, 2007, Umeå University

  Why do people invest? People are insecure about their future welfare and aim for future guaranteed cash flows. To give ourselves a more thorough… (more)

Subjects/Keywords: Risk; Modern Portfolio Theory; Institutional Theory; Financial instituions; Business studies; Företagsekonomi

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

APA (6th Edition):

Muir, C. (2007). Blah blah high returns. Blah blah no risk. Blah blah blah guaranteed!’ : A study of what financial institutions base their portfolio creation on for customers and the relationship between the different financial institutions in the same line of business for this activity. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1176

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):

Muir, Christopher. “Blah blah high returns. Blah blah no risk. Blah blah blah guaranteed!’ : A study of what financial institutions base their portfolio creation on for customers and the relationship between the different financial institutions in the same line of business for this activity.” 2007. Thesis, Umeå University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1176.

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

MLA Handbook (7th Edition):

Muir, Christopher. “Blah blah high returns. Blah blah no risk. Blah blah blah guaranteed!’ : A study of what financial institutions base their portfolio creation on for customers and the relationship between the different financial institutions in the same line of business for this activity.” 2007. Web. 15 Dec 2019.

Vancouver:

Muir C. Blah blah high returns. Blah blah no risk. Blah blah blah guaranteed!’ : A study of what financial institutions base their portfolio creation on for customers and the relationship between the different financial institutions in the same line of business for this activity. [Internet] [Thesis]. Umeå University; 2007. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1176.

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

Council of Science Editors:

Muir C. Blah blah high returns. Blah blah no risk. Blah blah blah guaranteed!’ : A study of what financial institutions base their portfolio creation on for customers and the relationship between the different financial institutions in the same line of business for this activity. [Thesis]. Umeå University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1176

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

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