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You searched for subject:( portfolio theory). Showing records 1 – 30 of 219 total matches.

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California State Polytechnic University – Pomona

1. 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 November 22, 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. 22 Nov 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 Nov 22]. 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


UCLA

2. 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 November 22, 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. 22 Nov 2019.

Vancouver:

Bai H. How MPT Works in Reality?. [Internet] [Thesis]. UCLA; 2013. [cited 2019 Nov 22]. 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


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 November 22, 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. 22 Nov 2019.

Vancouver:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Nov 22]. 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


KTH

4. 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 November 22, 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. 22 Nov 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 Nov 22]. 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


University of Georgia

5. Kim, Jihyeon. Model comparison with squared sharpe ratios of mimicking portfolios.

Degree: MS, Statistics, 2018, University of Georgia

 There are various asset pricing models proposed in the field of finance by using different traded and non-traded factors. In this paper, a variety of… (more)

Subjects/Keywords: Asset pricing; Sharpe ratio; Portfolio theory; Mimicking portfolio; Non-traded factor

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APA (6th Edition):

Kim, J. (2018). Model comparison with squared sharpe ratios of mimicking portfolios. (Masters Thesis). University of Georgia. Retrieved from http://hdl.handle.net/10724/38409

Chicago Manual of Style (16th Edition):

Kim, Jihyeon. “Model comparison with squared sharpe ratios of mimicking portfolios.” 2018. Masters Thesis, University of Georgia. Accessed November 22, 2019. http://hdl.handle.net/10724/38409.

MLA Handbook (7th Edition):

Kim, Jihyeon. “Model comparison with squared sharpe ratios of mimicking portfolios.” 2018. Web. 22 Nov 2019.

Vancouver:

Kim J. Model comparison with squared sharpe ratios of mimicking portfolios. [Internet] [Masters thesis]. University of Georgia; 2018. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/10724/38409.

Council of Science Editors:

Kim J. Model comparison with squared sharpe ratios of mimicking portfolios. [Masters Thesis]. University of Georgia; 2018. Available from: http://hdl.handle.net/10724/38409


University of Texas – Austin

6. Geng, Tianran. Essays on forward portfolio theory and financial time series modeling.

Degree: PhD, Mathematics, 2017, University of Texas – Austin

 This dissertation contains four self-contained essays that explore the application of stochastic and statistical modeling techniques to the problem of optimal portfolio choice and financial… (more)

Subjects/Keywords: Forward portfolio theory; Time series analysis; Optimal portfolio choice; Mathematical finance

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APA (6th Edition):

Geng, T. (2017). Essays on forward portfolio theory and financial time series modeling. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/63031

Chicago Manual of Style (16th Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Doctoral Dissertation, University of Texas – Austin. Accessed November 22, 2019. http://hdl.handle.net/2152/63031.

MLA Handbook (7th Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Web. 22 Nov 2019.

Vancouver:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/2152/63031.

Council of Science Editors:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Doctoral Dissertation]. University of Texas – Austin; 2017. Available from: http://hdl.handle.net/2152/63031

7. Zhu, Wenbo. Optimal Strategies for Asymmetrical Wealth Endowments .

Degree: 2016, Texas A&M University – Corpus Christi

 People who build successful businesses often experience asymmetrical wealth endowments, where most of their investments are tied to a particular asset related to their business.… (more)

Subjects/Keywords: Asymmetrical Wealth,Optimal Strategy; Portfolio Theory

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APA (6th Edition):

Zhu, W. (2016). Optimal Strategies for Asymmetrical Wealth Endowments . (Thesis). Texas A&M University – Corpus Christi. Retrieved from http://hdl.handle.net/1969.6/673

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):

Zhu, Wenbo. “Optimal Strategies for Asymmetrical Wealth Endowments .” 2016. Thesis, Texas A&M University – Corpus Christi. Accessed November 22, 2019. http://hdl.handle.net/1969.6/673.

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

MLA Handbook (7th Edition):

Zhu, Wenbo. “Optimal Strategies for Asymmetrical Wealth Endowments .” 2016. Web. 22 Nov 2019.

Vancouver:

Zhu W. Optimal Strategies for Asymmetrical Wealth Endowments . [Internet] [Thesis]. Texas A&M University – Corpus Christi; 2016. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/1969.6/673.

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

Council of Science Editors:

Zhu W. Optimal Strategies for Asymmetrical Wealth Endowments . [Thesis]. Texas A&M University – Corpus Christi; 2016. Available from: http://hdl.handle.net/1969.6/673

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


Rice University

8. Zhu, Minyan. Essays on Game Theory and Financial-Strategy Test.

Degree: PhD, Social Sciences, 2015, Rice University

 Game theory studies strategic decision making among multiple rational players. Since 1950 Nash’s famous paper, it has wide applications to many fields: political science, financial… (more)

Subjects/Keywords: Game Theory; Mechanism Design; Portfolio Management

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APA (6th Edition):

Zhu, M. (2015). Essays on Game Theory and Financial-Strategy Test. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/88414

Chicago Manual of Style (16th Edition):

Zhu, Minyan. “Essays on Game Theory and Financial-Strategy Test.” 2015. Doctoral Dissertation, Rice University. Accessed November 22, 2019. http://hdl.handle.net/1911/88414.

MLA Handbook (7th Edition):

Zhu, Minyan. “Essays on Game Theory and Financial-Strategy Test.” 2015. Web. 22 Nov 2019.

Vancouver:

Zhu M. Essays on Game Theory and Financial-Strategy Test. [Internet] [Doctoral dissertation]. Rice University; 2015. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/1911/88414.

Council of Science Editors:

Zhu M. Essays on Game Theory and Financial-Strategy Test. [Doctoral Dissertation]. Rice University; 2015. Available from: http://hdl.handle.net/1911/88414


Université Catholique de Louvain

9. Oger, Marie-Odile. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.

Degree: 2016, Université Catholique de Louvain

Over the past decades, assumptions related to modern portfolio theory such as investors‟ rationality, market efficiency and Gaussian returns have been challenged, namely through the… (more)

Subjects/Keywords: Behavioral portfolio theory; Mean-variance theory; Mental Account; Portfolio optimization; Decision making

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APA (6th Edition):

Oger, M. (2016). Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:3983

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):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Thesis, Université Catholique de Louvain. Accessed November 22, 2019. http://hdl.handle.net/2078.1/thesis:3983.

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

MLA Handbook (7th Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Web. 22 Nov 2019.

Vancouver:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/2078.1/thesis:3983.

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

Council of Science Editors:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:3983

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


Mykolas Romeris University

10. Krupavičius, Lukas. Finansinių priemonių portfelio optimizavimas ir rekomendacijos Lietuvos sąlygoms.

Degree: Master, Economics, 2008, Mykolas Romeris University

Šiame darbe pristatomos portfelio teorijos ir analizuojamas jų taikymas Lietuvos sąlygomis. Aptariama klasikinė portfelio teorija ir kiti alternatyvūs portfelio sudarymo ir optimizavimo modeliai. Empirinėje dalyje… (more)

Subjects/Keywords: Portfelio teorija; Optimalus portfelis; Portfelio sudarymas Lietuvos sąlygomis; Finansinių priemonių portfelis; Portfelio diversifikavimas; Portfolio theory; Optimal portfolio; Portfolio selection in Lithuania market; Portfolio of financial instruments; Portfolio diversification

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APA (6th Edition):

Krupavičius, Lukas. (2008). Finansinių priemonių portfelio optimizavimas ir rekomendacijos Lietuvos sąlygoms. (Masters Thesis). Mykolas Romeris University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080208_092309-71362 ;

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

Chicago Manual of Style (16th Edition):

Krupavičius, Lukas. “Finansinių priemonių portfelio optimizavimas ir rekomendacijos Lietuvos sąlygoms.” 2008. Masters Thesis, Mykolas Romeris University. Accessed November 22, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080208_092309-71362 ;.

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

MLA Handbook (7th Edition):

Krupavičius, Lukas. “Finansinių priemonių portfelio optimizavimas ir rekomendacijos Lietuvos sąlygoms.” 2008. Web. 22 Nov 2019.

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

Vancouver:

Krupavičius, Lukas. Finansinių priemonių portfelio optimizavimas ir rekomendacijos Lietuvos sąlygoms. [Internet] [Masters thesis]. Mykolas Romeris University; 2008. [cited 2019 Nov 22]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080208_092309-71362 ;.

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

Council of Science Editors:

Krupavičius, Lukas. Finansinių priemonių portfelio optimizavimas ir rekomendacijos Lietuvos sąlygoms. [Masters Thesis]. Mykolas Romeris University; 2008. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080208_092309-71362 ;

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

11. Wu, Annie. Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden.

Degree: Business Studies, 2010, Södertörn University College

  Syfte: En komparativ studie och beskriva möjligheterna för att skapa en effektiv portfölj av olika aktieportföljer, där det undersöks om faktorerna som företagens omsättningsstorlek,… (more)

Subjects/Keywords: Effective portfolio; stock portfolio; CAPM; mean-variance portfolio theory & diversification opportunities; Effektiv portfölj; aktieportfölj; CAPM; portföljteori; diversifieringsmöjligheter; Business studies; Företagsekonomi

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APA (6th Edition):

Wu, A. (2010). Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden. (Thesis). Södertörn University College. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503

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):

Wu, Annie. “Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden.” 2010. Thesis, Södertörn University College. Accessed November 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503.

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

MLA Handbook (7th Edition):

Wu, Annie. “Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden.” 2010. Web. 22 Nov 2019.

Vancouver:

Wu A. Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden. [Internet] [Thesis]. Södertörn University College; 2010. [cited 2019 Nov 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503.

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

Council of Science Editors:

Wu A. Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden. [Thesis]. Södertörn University College; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503

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


Technical University of Lisbon

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

Degree: 2015, Technical University of Lisbon

Mestrado em Finanças

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Fernandes, Cristiano Mateus Cunha. “The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.” 2015. Thesis, Technical University of Lisbon. Accessed November 22, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199.

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

MLA Handbook (7th Edition):

Fernandes, Cristiano Mateus Cunha. “The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi.” 2015. Web. 22 Nov 2019.

Vancouver:

Fernandes CMC. The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2019 Nov 22]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8199.

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

Council of Science Editors:

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

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


RMIT University

13. Agarwal, N. Essays in equity indexation methods.

Degree: 2015, RMIT University

 Most major stock market indexes across the globe are based on the market capitalization or price weighted index method, which has been derived from modern… (more)

Subjects/Keywords: Fields of Research; portfolio theory; equity indexation; portfolio construction; asset pricing; fundamental indexation

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APA (6th Edition):

Agarwal, N. (2015). Essays in equity indexation methods. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161327

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):

Agarwal, N. “Essays in equity indexation methods.” 2015. Thesis, RMIT University. Accessed November 22, 2019. http://researchbank.rmit.edu.au/view/rmit:161327.

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

MLA Handbook (7th Edition):

Agarwal, N. “Essays in equity indexation methods.” 2015. Web. 22 Nov 2019.

Vancouver:

Agarwal N. Essays in equity indexation methods. [Internet] [Thesis]. RMIT University; 2015. [cited 2019 Nov 22]. Available from: http://researchbank.rmit.edu.au/view/rmit:161327.

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

Council of Science Editors:

Agarwal N. Essays in equity indexation methods. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161327

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


UCLA

14. 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 (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 November 22, 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. 22 Nov 2019.

Vancouver:

Derpanopoulos G. Optimal Financial Portfolio Selection. [Internet] [Thesis]. UCLA; 2018. [cited 2019 Nov 22]. 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

15. 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 November 22, 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. 22 Nov 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 Nov 22]. 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


Brno University of Technology

16. Řeháčková, Miroslava. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .

Degree: 2016, Brno University of Technology

 Tato diplomová práce se zabývá návrhem investičního portfolia pro malou rodinnou firmu v podmínkách českého kapitálového trhu. Pracuje s daty z Pražské burzy cenných papírů… (more)

Subjects/Keywords: Portfolio; investování; Markowitzova teorie; model CAPM; testování; BCPP; Portfolio; investment; Markowitz Theory; CAPM; testing; BCPP

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APA (6th Edition):

Řeháčková, M. (2016). Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/52030

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):

Řeháčková, Miroslava. “Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .” 2016. Thesis, Brno University of Technology. Accessed November 22, 2019. http://hdl.handle.net/11012/52030.

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

MLA Handbook (7th Edition):

Řeháčková, Miroslava. “Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .” 2016. Web. 22 Nov 2019.

Vancouver:

Řeháčková M. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . [Internet] [Thesis]. Brno University of Technology; 2016. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/11012/52030.

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

Council of Science Editors:

Řeháčková M. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . [Thesis]. Brno University of Technology; 2016. Available from: http://hdl.handle.net/11012/52030

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


Brno University of Technology

17. Dopita, Radim. Optimalizace portfolia cenných papírů .

Degree: 2010, Brno University of Technology

 Tato práce je zaměřena na optimalizaci portfolia cenných papírů použitím hodnotového screeningu. V teoretické části jsou popsány základní teorie trhů, teorie moderního portfolia, typy diverzifikací… (more)

Subjects/Keywords: Optimalizace portfolia; teorie portfolia; výběr akcií.; Portfolio optimalization; portfolio theory; stock screener.

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

APA (6th Edition):

Dopita, R. (2010). Optimalizace portfolia cenných papírů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/17505

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):

Dopita, Radim. “Optimalizace portfolia cenných papírů .” 2010. Thesis, Brno University of Technology. Accessed November 22, 2019. http://hdl.handle.net/11012/17505.

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

MLA Handbook (7th Edition):

Dopita, Radim. “Optimalizace portfolia cenných papírů .” 2010. Web. 22 Nov 2019.

Vancouver:

Dopita R. Optimalizace portfolia cenných papírů . [Internet] [Thesis]. Brno University of Technology; 2010. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/11012/17505.

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

Council of Science Editors:

Dopita R. Optimalizace portfolia cenných papírů . [Thesis]. Brno University of Technology; 2010. Available from: http://hdl.handle.net/11012/17505

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


The Ohio State University

18. 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 November 22, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683.

MLA Handbook (7th Edition):

Pavlic, Theodore P. “Optimal Foraging Theory Revisited.” 2007. Web. 22 Nov 2019.

Vancouver:

Pavlic TP. Optimal Foraging Theory Revisited. [Internet] [Masters thesis]. The Ohio State University; 2007. [cited 2019 Nov 22]. 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


University of South Africa

19. 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 November 22, 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. 22 Nov 2019.

Vancouver:

Enoch CN. Project portfolio management : a model for improved decision making . [Internet] [Doctoral dissertation]. University of South Africa; 2013. [cited 2019 Nov 22]. 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


McMaster University

20. Shao, Quentin H. Models for Systemic Risk.

Degree: PhD, 2017, McMaster University

Systemic risk is the risk that an economic shock may result in the breakdown of the fundamental functions of the financial system. It can involve… (more)

Subjects/Keywords: Systemic Risk; Math Finance; Random Graph Theory; Portfolio Theory

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APA (6th Edition):

Shao, Q. H. (2017). Models for Systemic Risk. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/21092

Chicago Manual of Style (16th Edition):

Shao, Quentin H. “Models for Systemic Risk.” 2017. Doctoral Dissertation, McMaster University. Accessed November 22, 2019. http://hdl.handle.net/11375/21092.

MLA Handbook (7th Edition):

Shao, Quentin H. “Models for Systemic Risk.” 2017. Web. 22 Nov 2019.

Vancouver:

Shao QH. Models for Systemic Risk. [Internet] [Doctoral dissertation]. McMaster University; 2017. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/11375/21092.

Council of Science Editors:

Shao QH. Models for Systemic Risk. [Doctoral Dissertation]. McMaster University; 2017. Available from: http://hdl.handle.net/11375/21092

21. Benson, Robert D. Market models and exposure management in foreign exchange.

Degree: PhD, 1991, Imperial College London

Subjects/Keywords: 658; Portfolio theory; Option theory

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APA (6th Edition):

Benson, R. D. (1991). Market models and exposure management in foreign exchange. (Doctoral Dissertation). Imperial College London. Retrieved from http://hdl.handle.net/10044/1/8659

Chicago Manual of Style (16th Edition):

Benson, Robert D. “Market models and exposure management in foreign exchange.” 1991. Doctoral Dissertation, Imperial College London. Accessed November 22, 2019. http://hdl.handle.net/10044/1/8659.

MLA Handbook (7th Edition):

Benson, Robert D. “Market models and exposure management in foreign exchange.” 1991. Web. 22 Nov 2019.

Vancouver:

Benson RD. Market models and exposure management in foreign exchange. [Internet] [Doctoral dissertation]. Imperial College London; 1991. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/10044/1/8659.

Council of Science Editors:

Benson RD. Market models and exposure management in foreign exchange. [Doctoral Dissertation]. Imperial College London; 1991. Available from: http://hdl.handle.net/10044/1/8659


University of Waterloo

22. 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 November 22, 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. 22 Nov 2019.

Vancouver:

Hunt C. Divesting and Re-investing into a Greener Future for Canada. [Internet] [Thesis]. University of Waterloo; 2016. [cited 2019 Nov 22]. 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


Brno University of Technology

23. Roušavý, Jan. Optimalizace portfolia cenných papírů .

Degree: 2010, Brno University of Technology

 Diplomová práce se zaměřuje na problematiku vhodného výběru cenných papírů a následné sestavení portfolia z těchto cenných papírů. Dále se podrobněji věnuje analýze portfolia a… (more)

Subjects/Keywords: Optimalizace portfolio; teorie portfolio; cenné papíry; beta koeficient; výnosová míra; riziko; Portfolio optimization; portfolio theory; funds; beta coefficient; rate of return; risk

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

APA (6th Edition):

Roušavý, J. (2010). Optimalizace portfolia cenných papírů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/17504

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):

Roušavý, Jan. “Optimalizace portfolia cenných papírů .” 2010. Thesis, Brno University of Technology. Accessed November 22, 2019. http://hdl.handle.net/11012/17504.

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

MLA Handbook (7th Edition):

Roušavý, Jan. “Optimalizace portfolia cenných papírů .” 2010. Web. 22 Nov 2019.

Vancouver:

Roušavý J. Optimalizace portfolia cenných papírů . [Internet] [Thesis]. Brno University of Technology; 2010. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/11012/17504.

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

Council of Science Editors:

Roušavý J. Optimalizace portfolia cenných papírů . [Thesis]. Brno University of Technology; 2010. Available from: http://hdl.handle.net/11012/17504

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


Texas A&M University

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

Degree: 2012, Texas A&M University

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Thesis, Texas A&M University. Accessed November 22, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

MLA Handbook (7th Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Web. 22 Nov 2019.

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 2019 Nov 22]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

Council of Science Editors:

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

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

25. Ngundze, Unathi. Statistical comparison of international size-based equity index using a mixture distribution.

Degree: MSc, Faculty of Science, 2011, Mandela Metropolitan University

 Investors and financial analysts spend an inordinate amount of time, resources and effort in an attempt to perfect the science of maximising the level of… (more)

Subjects/Keywords: Mixture distributions (Probability theory); Finance  – Statistics; Investment analysis; Portfolio management

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APA (6th Edition):

Ngundze, U. (2011). Statistical comparison of international size-based equity index using a mixture distribution. (Masters Thesis). Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/d1012367

Chicago Manual of Style (16th Edition):

Ngundze, Unathi. “Statistical comparison of international size-based equity index using a mixture distribution.” 2011. Masters Thesis, Mandela Metropolitan University. Accessed November 22, 2019. http://hdl.handle.net/10948/d1012367.

MLA Handbook (7th Edition):

Ngundze, Unathi. “Statistical comparison of international size-based equity index using a mixture distribution.” 2011. Web. 22 Nov 2019.

Vancouver:

Ngundze U. Statistical comparison of international size-based equity index using a mixture distribution. [Internet] [Masters thesis]. Mandela Metropolitan University; 2011. [cited 2019 Nov 22]. Available from: http://hdl.handle.net/10948/d1012367.

Council of Science Editors:

Ngundze U. Statistical comparison of international size-based equity index using a mixture distribution. [Masters Thesis]. Mandela Metropolitan University; 2011. Available from: http://hdl.handle.net/10948/d1012367


EPFL

26. 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 November 22, 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. 22 Nov 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Nov 22]. 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

27. Johnson, Calum. Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market.

Degree: Culture and Communication, 2015, Mälardalen University

  The point of this thesis is to compare classic asset pricing models using historic UK data. It looks at three of the most commonly… (more)

Subjects/Keywords: Asset Pricing Models; Portfolio Theory; Applied Mathematics; Finance; CAPM; Equities; UK

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APA (6th Edition):

Johnson, C. (2015). Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-29829

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):

Johnson, Calum. “Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market.” 2015. Thesis, Mälardalen University. Accessed November 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-29829.

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

MLA Handbook (7th Edition):

Johnson, Calum. “Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market.” 2015. Web. 22 Nov 2019.

Vancouver:

Johnson C. Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market. [Internet] [Thesis]. Mälardalen University; 2015. [cited 2019 Nov 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-29829.

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

Council of Science Editors:

Johnson C. Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market. [Thesis]. Mälardalen University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-29829

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

28. 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 November 22, 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. 22 Nov 2019.

Vancouver:

Duggal R. Modern Portfolio Trading with Commodities. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2019 Nov 22]. 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


Jönköping University

29. Sand, Adam; Svahn, Emil. Investment Strategies : Can accumulated stock recommendations provide positive abnormal return?.

Degree: Accounting and Finance, 2009, Jönköping University

  Abstract   Purpose The purpose of this thesis is; “To find out whether a strategy based on accumulated stock recommendations are able to outperform… (more)

Subjects/Keywords: Accumulated; Abnormal return; Stock recommendations; Portfolio theory; Business Administration; Företagsekonomi

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

APA (6th Edition):

Sand, Adam; Svahn, E. (2009). Investment Strategies : Can accumulated stock recommendations provide positive abnormal return?. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-11305

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):

Sand, Adam; Svahn, Emil. “Investment Strategies : Can accumulated stock recommendations provide positive abnormal return?.” 2009. Thesis, Jönköping University. Accessed November 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-11305.

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

MLA Handbook (7th Edition):

Sand, Adam; Svahn, Emil. “Investment Strategies : Can accumulated stock recommendations provide positive abnormal return?.” 2009. Web. 22 Nov 2019.

Vancouver:

Sand, Adam; Svahn E. Investment Strategies : Can accumulated stock recommendations provide positive abnormal return?. [Internet] [Thesis]. Jönköping University; 2009. [cited 2019 Nov 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-11305.

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

Council of Science Editors:

Sand, Adam; Svahn E. Investment Strategies : Can accumulated stock recommendations provide positive abnormal return?. [Thesis]. Jönköping University; 2009. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-11305

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

30. Blom, Joakim. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.

Degree: Mathematics and Mathematical Statistics, 2016, Umeå University

  Modern portfolio theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize… (more)

Subjects/Keywords: Copula; Portfolio Optimization; Extreme Value Theory; CVaR Optimization

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Blom, J. (2016). Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

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):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Thesis, Umeå University. Accessed November 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

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

MLA Handbook (7th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Web. 22 Nov 2019.

Vancouver:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Nov 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

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

Council of Science Editors:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

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

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