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Dates: 2000 – 2004

You searched for subject:( portfolio theory). Showing records 1 – 9 of 9 total matches.

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Linköping University

1. Stark, Jens. The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks.

Degree: Management and Economics, 2002, Linköping University

  The final aim of this thesis is to evaluate opportunities and risk factors of investing in China, in terms of pros and cons, and… (more)

Subjects/Keywords: Economics; Investments; equity market; China; emerging markets; portfolio theory.; Nationalekonomi; Economics; Nationalekonomi

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

APA (6th Edition):

Stark, J. (2002). The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126

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, Jens. “The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks.” 2002. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126.

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

MLA Handbook (7th Edition):

Stark, Jens. “The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks.” 2002. Web. 13 Dec 2019.

Vancouver:

Stark J. The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks. [Internet] [Thesis]. Linköping University; 2002. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126.

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

Council of Science Editors:

Stark J. The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks. [Thesis]. Linköping University; 2002. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126

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


Massey University

2. Xu, Qing. Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University .

Degree: 2003, Massey University

 High degrees of leptokurtosis, heteroscedasticity and asymmetries in return series are the common features of Asian emerging equity markets, especially during the financial crisis. Thus,… (more)

Subjects/Keywords: Extreme value theory; Risk management; Statistical methods; Portfolio management; Stocks  – Asia

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APA (6th Edition):

Xu, Q. (2003). Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/11637

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):

Xu, Qing. “Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University .” 2003. Thesis, Massey University. Accessed December 13, 2019. http://hdl.handle.net/10179/11637.

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

MLA Handbook (7th Edition):

Xu, Qing. “Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University .” 2003. Web. 13 Dec 2019.

Vancouver:

Xu Q. Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University . [Internet] [Thesis]. Massey University; 2003. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10179/11637.

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

Council of Science Editors:

Xu Q. Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University . [Thesis]. Massey University; 2003. Available from: http://hdl.handle.net/10179/11637

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

3. Παπαδάμου, Στέφανος. Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος.

Degree: 2002, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών

 Βασικός σκοπός της διατριβής είναι η μελέτη της απόδοσης και του κινδύνου διεθνούς χαρτοφυλακίου επενδύσεων (ομολογιών, μετοχών και συναλλάγματος), μέσω της σύγχρονης εφαρμοσμένης οικονομετρικής ανάλυσης… (more)

Subjects/Keywords: Χαρτοφυλάκια; Ομόλογα; Μετοχές; Συνάλλαγμα; Θεωρία χάους; Portfolio; Bonds; Stocks; Currencies; Chaos theory

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APA (6th Edition):

Παπαδάμου, . . (2002). Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος. (Thesis). University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Retrieved from http://hdl.handle.net/10442/hedi/13332

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):

Παπαδάμου, Στέφανος. “Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος.” 2002. Thesis, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Accessed December 13, 2019. http://hdl.handle.net/10442/hedi/13332.

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

MLA Handbook (7th Edition):

Παπαδάμου, Στέφανος. “Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος.” 2002. Web. 13 Dec 2019.

Vancouver:

Παπαδάμου . Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος. [Internet] [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2002. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10442/hedi/13332.

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

Council of Science Editors:

Παπαδάμου . Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος. [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2002. Available from: http://hdl.handle.net/10442/hedi/13332

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


University of South Africa

4. Laubscher, Eugene Rudolph. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.

Degree: 2001, University of South Africa

 The study investigates whether the main capital market theories and pricing models provide a reasonably accurate description of the working and efficiency of capital markets,… (more)

Subjects/Keywords: Efficient Market Hypothesis (EMH); Portfolio therapy; Arbitrage Pricing Theory (APT); Capital Asset Pricing Model (CAPM); Black-Scholes; Options; Diversification; Risk; Return; Accounting theory

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APA (6th Edition):

Laubscher, E. R. (2001). Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/17174

Chicago Manual of Style (16th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.” 2001. Masters Thesis, University of South Africa. Accessed December 13, 2019. http://hdl.handle.net/10500/17174.

MLA Handbook (7th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.” 2001. Web. 13 Dec 2019.

Vancouver:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. [Internet] [Masters thesis]. University of South Africa; 2001. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10500/17174.

Council of Science Editors:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. [Masters Thesis]. University of South Africa; 2001. Available from: http://hdl.handle.net/10500/17174


ETH Zürich

5. Rüegg, Marcel B. Default and recovery risk valuation in incomplete markets.

Degree: 2001, ETH Zürich

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); KREDITFRAGEN + KREDITARTEN; RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); CREDIT RELATED ISSUES + TYPES OF CREDIT; RISK THEORY (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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

APA (6th Edition):

Rüegg, M. B. (2001). Default and recovery risk valuation in incomplete markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/145256

Chicago Manual of Style (16th Edition):

Rüegg, Marcel B. “Default and recovery risk valuation in incomplete markets.” 2001. Doctoral Dissertation, ETH Zürich. Accessed December 13, 2019. http://hdl.handle.net/20.500.11850/145256.

MLA Handbook (7th Edition):

Rüegg, Marcel B. “Default and recovery risk valuation in incomplete markets.” 2001. Web. 13 Dec 2019.

Vancouver:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2001. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/20.500.11850/145256.

Council of Science Editors:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Doctoral Dissertation]. ETH Zürich; 2001. Available from: http://hdl.handle.net/20.500.11850/145256

6. Vliet, Pim. Downside Risk And Empirical Asset Pricing.

Degree: 2004, Erasmus Research Institute of Management

 textabstractCurrently, the Nobel prize winning Capital Asset Pricing Model (CAPM) celebrates its 40th birthday. Although widely applied in financial management, this model does not fully… (more)

Subjects/Keywords: Asset pricing theory; Benchmark portfolios; CAPM; Momentum; Three-factor model; downside risk; efficiency; investors; market; portfolios; risk; risk aversion; stock market portfolio; stocks

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APA (6th Edition):

Vliet, P. (2004). Downside Risk And Empirical Asset Pricing. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/1819

Chicago Manual of Style (16th Edition):

Vliet, Pim. “Downside Risk And Empirical Asset Pricing.” 2004. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed December 13, 2019. http://hdl.handle.net/1765/1819.

MLA Handbook (7th Edition):

Vliet, Pim. “Downside Risk And Empirical Asset Pricing.” 2004. Web. 13 Dec 2019.

Vancouver:

Vliet P. Downside Risk And Empirical Asset Pricing. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2004. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/1765/1819.

Council of Science Editors:

Vliet P. Downside Risk And Empirical Asset Pricing. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2004. Available from: http://hdl.handle.net/1765/1819


Linköping University

7. Brushammar, Tobias. An Optimization-Based Approach to the Funding of a Loan Portfolio.

Degree: Mathematics, 2004, Linköping University

  This thesis grew out of a problem encountered by a subsidiary of a Swedish multinational industrial corporation. This subsidiary is responsible for the corporation’s… (more)

Subjects/Keywords: Mathematical optimization, systems theory; Financial Optimization; Stochastic Programming; Loan and Lease Portfolio Management; Principal Component Analysis; Monte Carlo Simulation; Multi-Currency Scenario Generation; Optimeringslära, systemteori; Optimization, systems theory; Optimeringslära, systemteori

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

APA (6th Edition):

Brushammar, T. (2004). An Optimization-Based Approach to the Funding of a Loan Portfolio. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664

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):

Brushammar, Tobias. “An Optimization-Based Approach to the Funding of a Loan Portfolio.” 2004. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664.

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

MLA Handbook (7th Edition):

Brushammar, Tobias. “An Optimization-Based Approach to the Funding of a Loan Portfolio.” 2004. Web. 13 Dec 2019.

Vancouver:

Brushammar T. An Optimization-Based Approach to the Funding of a Loan Portfolio. [Internet] [Thesis]. Linköping University; 2004. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664.

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

Council of Science Editors:

Brushammar T. An Optimization-Based Approach to the Funding of a Loan Portfolio. [Thesis]. Linköping University; 2004. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664

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


Linköping University

8. Grill, Tomas. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden.

Degree: Mathematics, 2003, Linköping University

  The Swedish National Debt Office (SNDO) is the Swedish Government’s financial administration. It has several tasks and the main one is to manage the… (more)

Subjects/Keywords: Mathematical optimization; systems theory; Financial Optimization; Stochastic Programming; Government Debt; Debt Portfolio Management; Treasury Bond; Treasury Bill; Macroeconomic Simulation; Stochastic Process; Autoregressive Process; Markov Chain; K-Means Clustering; Scenario Tree; Optimeringslära; systemteori; Optimization, systems theory; Optimeringslära, systemteori

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

APA (6th Edition):

Grill, T. (2003). A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223

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):

Grill, Tomas. “A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden.” 2003. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223.

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

MLA Handbook (7th Edition):

Grill, Tomas. “A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden.” 2003. Web. 13 Dec 2019.

Vancouver:

Grill T. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden. [Internet] [Thesis]. Linköping University; 2003. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223.

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

Council of Science Editors:

Grill T. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden. [Thesis]. Linköping University; 2003. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223

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


ETH Zürich

9. Audrino, Francesco. Statistical methods for high-multivariate financial time series.

Degree: 2002, ETH Zürich

Subjects/Keywords: ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK); VOLATILITÄT (FINANZEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS); VOLATILITY (FINANCE); RISK THEORY (PROBABILITY THEORY); PORTFOLIO SELECTION (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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

APA (6th Edition):

Audrino, F. (2002). Statistical methods for high-multivariate financial time series. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/146169

Chicago Manual of Style (16th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Doctoral Dissertation, ETH Zürich. Accessed December 13, 2019. http://hdl.handle.net/20.500.11850/146169.

MLA Handbook (7th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Web. 13 Dec 2019.

Vancouver:

Audrino F. Statistical methods for high-multivariate financial time series. [Internet] [Doctoral dissertation]. ETH Zürich; 2002. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/20.500.11850/146169.

Council of Science Editors:

Audrino F. Statistical methods for high-multivariate financial time series. [Doctoral Dissertation]. ETH Zürich; 2002. Available from: http://hdl.handle.net/20.500.11850/146169

.