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University: ETH Zürich

You searched for subject:( portfolio theory). Showing records 1 – 15 of 15 total matches.

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ETH Zürich

1. 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 (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 06, 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. 06 Dec 2019.

Vancouver:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2001. [cited 2019 Dec 06]. 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


ETH Zürich

2. Keel, Simon T. Optimal portfolio construction and active portfolio management including alternative investments.

Degree: 2006, ETH Zürich

Subjects/Keywords: MODELLRECHNUNG/BETRIEBSWISSENSCHAFTEN; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; STOCHASTISCHE REGELUNG (THEORIE DER REGELUNGSSYSTEME); PORTFOLIOABSICHERUNG (OPERATIONS RESEARCH); PORTFOLIO MANAGEMENT (UNTERNEHMENSFÜHRUNG); PORTFOLIO INSURANCE (OPERATIONS RESEARCH); PORTFOLIO MANAGEMENT (BUSINESS MANAGEMENT); STOCHASTIC CONTROL (CONTROL SYSTEMS THEORY); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; MATHEMATICAL MODELING/SCIENTIFIC MANAGEMENT; RISK MANAGEMENT (BUSINESS ECONOMICS); RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT); info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Keel, S. T. (2006). Optimal portfolio construction and active portfolio management including alternative investments. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/503

Chicago Manual of Style (16th Edition):

Keel, Simon T. “Optimal portfolio construction and active portfolio management including alternative investments.” 2006. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/503.

MLA Handbook (7th Edition):

Keel, Simon T. “Optimal portfolio construction and active portfolio management including alternative investments.” 2006. Web. 06 Dec 2019.

Vancouver:

Keel ST. Optimal portfolio construction and active portfolio management including alternative investments. [Internet] [Doctoral dissertation]. ETH Zürich; 2006. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/503.

Council of Science Editors:

Keel ST. Optimal portfolio construction and active portfolio management including alternative investments. [Doctoral Dissertation]. ETH Zürich; 2006. Available from: http://hdl.handle.net/20.500.11850/503


ETH Zürich

3. Setz, Tobias. Stable Portfolio Design Using Bayesian Change Point Models and Geometric Shape Factors.

Degree: 2017, ETH Zürich

 The goal of this thesis is to design stable portfolios that protect an investor from severe drawdowns in financial markets as they have occurred during… (more)

Subjects/Keywords: BAYESIAN THEORY (PROBABILITY THEORY); BAYESSCHE THEORIE (WAHRSCHEINLICHKEITSRECHNUNG); MARKOV CHAIN MONTE CARLO METHODS (MATHEMATICAL STATISTICS); MARKOVKETTEN-MONTE-CARLO-METHODEN (MATHEMATISCHE STATISTIK); PROBABILITY DISTRIBUTIONS + PROBABILITY DENSITIES (PROBABILITY THEORY); WAHRSCHEINLICHKEITSVERTEILUNGEN + WAHRSCHEINLICHKEITSDICHTEN (WAHRSCHEINLICHKEITSRECHNUNG); STATISTICAL ANALYSIS AND INFERENCE METHODS (MATHEMATICAL STATISTICS); STATISTISCHE ANALYSE UND INFERENZMETHODEN (MATHEMATISCHE STATISTIK); MORPHOLOGICAL AND GEOMETRIC SHAPE FACTORS; MORPHOLOGISCHE- UND GEOMETRISCHE-FORM-FAKTOREN; NUMERICAL SIMULATION AND MATHEMATICAL MODELING; NUMERISCHE SIMULATION UND MATHEMATISCHE MODELLRECHNUNG; STATISTICAL MODELS (MATHEMATICAL STATISTICS); STATISTISCHE MODELLE (MATHEMATISCHE STATISTIK); RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT); RISK MANAGEMENT (BUSINESS ECONOMICS); ASSET ALLOCATION (INVESTMENT STRATEGIES); PORTFOLIO-STRUKTURIERUNG (ANLAGESTRATEGIEN)

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APA (6th Edition):

Setz, T. (2017). Stable Portfolio Design Using Bayesian Change Point Models and Geometric Shape Factors. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/244960

Chicago Manual of Style (16th Edition):

Setz, Tobias. “Stable Portfolio Design Using Bayesian Change Point Models and Geometric Shape Factors.” 2017. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/244960.

MLA Handbook (7th Edition):

Setz, Tobias. “Stable Portfolio Design Using Bayesian Change Point Models and Geometric Shape Factors.” 2017. Web. 06 Dec 2019.

Vancouver:

Setz T. Stable Portfolio Design Using Bayesian Change Point Models and Geometric Shape Factors. [Internet] [Doctoral dissertation]. ETH Zürich; 2017. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/244960.

Council of Science Editors:

Setz T. Stable Portfolio Design Using Bayesian Change Point Models and Geometric Shape Factors. [Doctoral Dissertation]. ETH Zürich; 2017. Available from: http://hdl.handle.net/20.500.11850/244960


ETH Zürich

4. Lorenz, Julian M. Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search.

Degree: 2008, ETH Zürich

Subjects/Keywords: ADAPTIVE ALGORITHMS (CONTROL SYSTEMS THEORY); ADAPTIVE ALGORITHMEN (THEORIE DER REGELUNGSSYSTEME); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); INTERAKTIVE SYSTEME + ONLINE-SYSTEME (INFORMATIONSSYSTEME); PORTFOLIO MANAGEMENT (UNTERNEHMENSFÜHRUNG); PORTFOLIO MANAGEMENT (BUSINESS MANAGEMENT); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); INTERACTIVE SYSTEMS + ONLINE SYSTEMS (INFORMATION SYSTEMS); PORTFOLIO SELECTION (OPERATIONS RESEARCH); RISK AVERSION (OPERATIONS RESEARCH); RISIKOAVERSION (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Lorenz, J. M. (2008). Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72693

Chicago Manual of Style (16th Edition):

Lorenz, Julian M. “Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search.” 2008. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/72693.

MLA Handbook (7th Edition):

Lorenz, Julian M. “Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search.” 2008. Web. 06 Dec 2019.

Vancouver:

Lorenz JM. Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search. [Internet] [Doctoral dissertation]. ETH Zürich; 2008. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/72693.

Council of Science Editors:

Lorenz JM. Optimal trading algorithms: Portfolio transactions, multiperiod portfolio selection, and competitive online search. [Doctoral Dissertation]. ETH Zürich; 2008. Available from: http://hdl.handle.net/20.500.11850/72693


ETH Zürich

5. Brunner, Eduard Mathieu. Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen.

Degree: 1976, ETH Zürich

Subjects/Keywords: UNTERNEHMENSWACHSTUM + UNTERNEHMENSEXPANSION (UNTERNEHMENSPOLITIK); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); COMPANY GROWTH + COMPANY EXPANSION (BUSINESS POLICY); PORTFOLIO SELECTION (OPERATIONS RESEARCH); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Brunner, E. M. (1976). Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/132999

Chicago Manual of Style (16th Edition):

Brunner, Eduard Mathieu. “Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen.” 1976. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/132999.

MLA Handbook (7th Edition):

Brunner, Eduard Mathieu. “Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen.” 1976. Web. 06 Dec 2019.

Vancouver:

Brunner EM. Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen. [Internet] [Doctoral dissertation]. ETH Zürich; 1976. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/132999.

Council of Science Editors:

Brunner EM. Dynamisches, stochastisches Simulationsmodell zur Bewertung zu akquirierender Unternehmungen. [Doctoral Dissertation]. ETH Zürich; 1976. Available from: http://hdl.handle.net/20.500.11850/132999


ETH Zürich

6. Gökay, Selim. Pricing and hedging in a discrete-time illiquid market.

Degree: 2011, ETH Zürich

Subjects/Keywords: HEDGING (FINANCIAL MATHEMATICS); PROBABILITY THEORY AND STOCHASTIC PROCESSES (MATHEMATICS); ASSET ALLOCATION (INVESTMENT STRATEGIES); KURSSICHERUNG (FINANZMATHEMATIK); WAHRSCHEINLICHKEITSTHEORIE UND STOCHASTISCHE PROZESSE (MATHEMATIK); PORTFOLIO-STRUKTURIERUNG (ANLAGESTRATEGIEN); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Gökay, S. (2011). Pricing and hedging in a discrete-time illiquid market. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152967

Chicago Manual of Style (16th Edition):

Gökay, Selim. “Pricing and hedging in a discrete-time illiquid market.” 2011. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/152967.

MLA Handbook (7th Edition):

Gökay, Selim. “Pricing and hedging in a discrete-time illiquid market.” 2011. Web. 06 Dec 2019.

Vancouver:

Gökay S. Pricing and hedging in a discrete-time illiquid market. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/152967.

Council of Science Editors:

Gökay S. Pricing and hedging in a discrete-time illiquid market. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152967


ETH Zürich

7. 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 (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 06, 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. 06 Dec 2019.

Vancouver:

Audrino F. Statistical methods for high-multivariate financial time series. [Internet] [Doctoral dissertation]. ETH Zürich; 2002. [cited 2019 Dec 06]. 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


ETH Zürich

8. Meng, Nicolas. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.

Degree: 2013, ETH Zürich

Subjects/Keywords: RISK THEORY (PROBABILITY THEORY); INVESTITIONSRISIKO; VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); INVESTMENT RISK; info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Meng, N. (2013). Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. (Thesis). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/67569

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):

Meng, Nicolas. “Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.” 2013. Thesis, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/67569.

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

MLA Handbook (7th Edition):

Meng, Nicolas. “Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.” 2013. Web. 06 Dec 2019.

Vancouver:

Meng N. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. [Internet] [Thesis]. ETH Zürich; 2013. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/67569.

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

Council of Science Editors:

Meng N. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. [Thesis]. ETH Zürich; 2013. Available from: http://hdl.handle.net/20.500.11850/67569

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


ETH Zürich

9. Horvath, Blanka N. Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics.

Degree: 2015, ETH Zürich

Subjects/Keywords: VOLATILITÄT (FINANZEN); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); VOLATILITY (FINANCE); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Horvath, B. N. (2015). Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/113809

Chicago Manual of Style (16th Edition):

Horvath, Blanka N. “Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics.” 2015. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/113809.

MLA Handbook (7th Edition):

Horvath, Blanka N. “Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics.” 2015. Web. 06 Dec 2019.

Vancouver:

Horvath BN. Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/113809.

Council of Science Editors:

Horvath BN. Robust methods for the SABR model and related processes: Analysis, asymptotics and numerics. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/113809


ETH Zürich

10. Herzog, Florian. Strategic portfolio management for long-term investments: An optimal control approach.

Degree: 2005, ETH Zürich

 In this thesis, a solution framework for the problem of strategic portfolio management for long-term investments is proposed which uses an optimal control approach. The… (more)

Subjects/Keywords: OPTIMALE REGELUNG (MATHEMATISCHE KONTROLLTHEORIE); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); OPTIMAL CONTROL (MATHEMATICAL CONTROL THEORY); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Herzog, F. (2005). Strategic portfolio management for long-term investments: An optimal control approach. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/48123

Chicago Manual of Style (16th Edition):

Herzog, Florian. “Strategic portfolio management for long-term investments: An optimal control approach.” 2005. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/48123.

MLA Handbook (7th Edition):

Herzog, Florian. “Strategic portfolio management for long-term investments: An optimal control approach.” 2005. Web. 06 Dec 2019.

Vancouver:

Herzog F. Strategic portfolio management for long-term investments: An optimal control approach. [Internet] [Doctoral dissertation]. ETH Zürich; 2005. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/48123.

Council of Science Editors:

Herzog F. Strategic portfolio management for long-term investments: An optimal control approach. [Doctoral Dissertation]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/48123


ETH Zürich

11. Jakobsons, Edgars. Dependence Uncertainty Bounds and Optimization of Aggregate Risk.

Degree: 2016, ETH Zürich

Subjects/Keywords: OPTIMIERUNGSMODELLE (OPERATIONS RESEARCH); OPTIMIZATION MODELS (OPERATIONS RESEARCH); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); ABHÄNGIGKEITSMASSE (WAHRSCHEINLICHKEITSRECHNUNG); DEPENDENCE MEASURES (PROBABILITY THEORY); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZRISIKO (FINANZEN); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); FINANCIAL RISK (FINANCE); 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):

Jakobsons, E. (2016). Dependence Uncertainty Bounds and Optimization of Aggregate Risk. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/116413

Chicago Manual of Style (16th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/116413.

MLA Handbook (7th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Web. 06 Dec 2019.

Vancouver:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/116413.

Council of Science Editors:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/116413


ETH Zürich

12. Reichlin, Christian Rochus August. Non-concave utility maximization:: optimal investment, stability and applications.

Degree: 2012, ETH Zürich

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); OPTIMALITÄTSKRITERIEN IN DER NÜTZLICHKEITSTHEORIE (OPERATIONS RESEARCH); MODELLE VON ANGEBOT UND NACHFRAGE (OPERATIONS RESEARCH); MARKTGLEICHGEWICHT; PORTFOLIO SELECTION (OPERATIONS RESEARCH); OPTIMALITY CRITERIA IN UTILITY THEORY (OPERATIONS RESEARCH); SUPPLY AND DEMAND MODELS (OPERATIONS RESEARCH); MARKET EQUILIBRIUM; info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Reichlin, C. R. A. (2012). Non-concave utility maximization:: optimal investment, stability and applications. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/153814

Chicago Manual of Style (16th Edition):

Reichlin, Christian Rochus August. “Non-concave utility maximization:: optimal investment, stability and applications.” 2012. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/153814.

MLA Handbook (7th Edition):

Reichlin, Christian Rochus August. “Non-concave utility maximization:: optimal investment, stability and applications.” 2012. Web. 06 Dec 2019.

Vancouver:

Reichlin CRA. Non-concave utility maximization:: optimal investment, stability and applications. [Internet] [Doctoral dissertation]. ETH Zürich; 2012. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/153814.

Council of Science Editors:

Reichlin CRA. Non-concave utility maximization:: optimal investment, stability and applications. [Doctoral Dissertation]. ETH Zürich; 2012. Available from: http://hdl.handle.net/20.500.11850/153814


ETH Zürich

13. Liu, Ren. Portfolio selection with frictions.

Degree: 2016, ETH Zürich

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TRANSAKTIONSKOSTEN (RECHNUNGSWESEN); RENTABILITÄT; FINANZRISIKO (FINANZEN); RISIKOAVERSION (OPERATIONS RESEARCH); STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); TRANSACTION COSTS (ACCOUNTING); PROFITABILITY; FINANCIAL RISK (FINANCE); RISK AVERSION (OPERATIONS RESEARCH); STOCHASTIC PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Liu, R. (2016). Portfolio selection with frictions. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/155519

Chicago Manual of Style (16th Edition):

Liu, Ren. “Portfolio selection with frictions.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/155519.

MLA Handbook (7th Edition):

Liu, Ren. “Portfolio selection with frictions.” 2016. Web. 06 Dec 2019.

Vancouver:

Liu R. Portfolio selection with frictions. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/155519.

Council of Science Editors:

Liu R. Portfolio selection with frictions. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/155519


ETH Zürich

14. Herrmann, Sebastian. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.

Degree: 2016, ETH Zürich

Subjects/Keywords: DERIVATIVE PRODUCTS (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); KURSSICHERUNG (FINANZMATHEMATIK); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); OPTIONS (FINANCE); PORTFOLIO SELECTION (OPERATIONS RESEARCH); DERIVATIVE PRODUKTE (FINANZEN); OPTIONEN (FINANZEN); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); VOLATILITÄT (FINANZEN); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); HEDGING (FINANCIAL MATHEMATICS); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); VOLATILITY (FINANCE); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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

APA (6th Edition):

Herrmann, S. (2016). Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/114733

Chicago Manual of Style (16th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/114733.

MLA Handbook (7th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Web. 06 Dec 2019.

Vancouver:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/114733.

Council of Science Editors:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/114733


ETH Zürich

15. Lambrigger, Dominik D. Risk aggregation, diversification and expert opinion: theory and applications in finance and insurance.

Degree: 2009, ETH Zürich

Subjects/Keywords: RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT); GUTACHTEN + EXPERTISEN (BETRIEBSWIRTSCHAFT); RISIKOANALYSE (OPERATIONS RESEARCH); PORTFOLIOABSICHERUNG (OPERATIONS RESEARCH); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); RISK MANAGEMENT (BUSINESS ECONOMICS); EXPERTISE/BUSINESS MANAGEMENT; RISK ANALYSIS (OPERATIONS RESEARCH); PORTFOLIO INSURANCE (OPERATIONS RESEARCH); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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

APA (6th Edition):

Lambrigger, D. D. (2009). Risk aggregation, diversification and expert opinion: theory and applications in finance and insurance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/151638

Chicago Manual of Style (16th Edition):

Lambrigger, Dominik D. “Risk aggregation, diversification and expert opinion: theory and applications in finance and insurance.” 2009. Doctoral Dissertation, ETH Zürich. Accessed December 06, 2019. http://hdl.handle.net/20.500.11850/151638.

MLA Handbook (7th Edition):

Lambrigger, Dominik D. “Risk aggregation, diversification and expert opinion: theory and applications in finance and insurance.” 2009. Web. 06 Dec 2019.

Vancouver:

Lambrigger DD. Risk aggregation, diversification and expert opinion: theory and applications in finance and insurance. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/20.500.11850/151638.

Council of Science Editors:

Lambrigger DD. Risk aggregation, diversification and expert opinion: theory and applications in finance and insurance. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/151638

.