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

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University of Waterloo

1. Cui, Hengxin. Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance.

Degree: 2019, University of Waterloo

 In this thesis, we aim at a quantitative understanding of extreme risks and extremal depen- dence in insurance and finance. We use regularly varying distribution… (more)

Subjects/Keywords: quantitative analysis; extreme value theory; portfolio diversification; rare event simulation

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APA (6th Edition):

Cui, H. (2019). Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/15151

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):

Cui, Hengxin. “Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance.” 2019. Thesis, University of Waterloo. Accessed December 09, 2019. http://hdl.handle.net/10012/15151.

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

MLA Handbook (7th Edition):

Cui, Hengxin. “Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance.” 2019. Web. 09 Dec 2019.

Vancouver:

Cui H. Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance. [Internet] [Thesis]. University of Waterloo; 2019. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10012/15151.

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

Council of Science Editors:

Cui H. Quantitative Analysis of Extreme Risks and Extremal Dependence in Insurance and Finance. [Thesis]. University of Waterloo; 2019. Available from: http://hdl.handle.net/10012/15151

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

2. Colajanni, Gabriella. Constrained Optimization Problems in Network Models.

Degree: 2019, Università degli Studi di Catania

 Operations Research is the field of mathematics that deals with solving various application problems. Constrained optimization problems are one of the most important and useful… (more)

Subjects/Keywords: Area 01 - Scienze matematiche e informatiche; Constrained Optimization Problems, Network Models, Lagrange Theory, Cloud Computing, supply chain, financial model, Management, Cybersecurity, Portfolio Problem, Selection Problem, Variational Inequality, Operation Research.

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APA (6th Edition):

Colajanni, G. (2019). Constrained Optimization Problems in Network Models. (Thesis). Università degli Studi di Catania. Retrieved from http://hdl.handle.net/10761/4105

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):

Colajanni, Gabriella. “Constrained Optimization Problems in Network Models.” 2019. Thesis, Università degli Studi di Catania. Accessed December 09, 2019. http://hdl.handle.net/10761/4105.

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

MLA Handbook (7th Edition):

Colajanni, Gabriella. “Constrained Optimization Problems in Network Models.” 2019. Web. 09 Dec 2019.

Vancouver:

Colajanni G. Constrained Optimization Problems in Network Models. [Internet] [Thesis]. Università degli Studi di Catania; 2019. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10761/4105.

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

Council of Science Editors:

Colajanni G. Constrained Optimization Problems in Network Models. [Thesis]. Università degli Studi di Catania; 2019. Available from: http://hdl.handle.net/10761/4105

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


Erasmus University Rotterdam

3. Hendriks, Guus. Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio.

Degree: 2019, Erasmus University Rotterdam

 textabstractMost multinational enterprises (MNEs) pursue growth and aim to expand their international portfolios of operating locations. Often, however, they face important limits to growth. This… (more)

Subjects/Keywords: Multinational enterprises; internationalization; added cultural distance; cross-border acquisitions; country portfolio; international growth; behavioral theory; emerging market multinationals; domestic footprint; recombination

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APA (6th Edition):

Hendriks, G. (2019). Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio. (Doctoral Dissertation). Erasmus University Rotterdam. Retrieved from http://hdl.handle.net/1765/114981

Chicago Manual of Style (16th Edition):

Hendriks, Guus. “Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio.” 2019. Doctoral Dissertation, Erasmus University Rotterdam. Accessed December 09, 2019. http://hdl.handle.net/1765/114981.

MLA Handbook (7th Edition):

Hendriks, Guus. “Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio.” 2019. Web. 09 Dec 2019.

Vancouver:

Hendriks G. Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio. [Internet] [Doctoral dissertation]. Erasmus University Rotterdam; 2019. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/1765/114981.

Council of Science Editors:

Hendriks G. Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio. [Doctoral Dissertation]. Erasmus University Rotterdam; 2019. Available from: http://hdl.handle.net/1765/114981


KTH

4. Häggbom, Marcus. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach.

Degree: Mathematical Statistics, 2019, KTH

The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the… (more)

Subjects/Keywords: Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Häggbom, M. (2019). Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299

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):

Häggbom, Marcus. “Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach.” 2019. Thesis, KTH. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299.

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

MLA Handbook (7th Edition):

Häggbom, Marcus. “Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach.” 2019. Web. 09 Dec 2019.

Vancouver:

Häggbom M. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach. [Internet] [Thesis]. KTH; 2019. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299.

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

Council of Science Editors:

Häggbom M. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach. [Thesis]. KTH; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299

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


KTH

5. Stavrén, Fredrik. Modeling of non-maturing deposits.

Degree: Mathematical Statistics, 2019, KTH

The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an… (more)

Subjects/Keywords: Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Stavrén, F. (2019). Modeling of non-maturing deposits. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252302

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):

Stavrén, Fredrik. “Modeling of non-maturing deposits.” 2019. Thesis, KTH. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252302.

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

MLA Handbook (7th Edition):

Stavrén, Fredrik. “Modeling of non-maturing deposits.” 2019. Web. 09 Dec 2019.

Vancouver:

Stavrén F. Modeling of non-maturing deposits. [Internet] [Thesis]. KTH; 2019. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252302.

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

Council of Science Editors:

Stavrén F. Modeling of non-maturing deposits. [Thesis]. KTH; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252302

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

6. Anane, Asomani Kwadwo. Sustainability for Portfolio Optimization.

Degree: Culture and Communication, 2019, Mälardalen University

  The 2007-2008 financial crash and the looming climate change and global warming have heightened interest in sustainable investment. But whether the shift is as… (more)

Subjects/Keywords: Sustainability; portfolio optimization; Markowitz mean-variance theory; Mathematics; Matematik

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APA (6th Edition):

Anane, A. K. (2019). Sustainability for Portfolio Optimization. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560

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):

Anane, Asomani Kwadwo. “Sustainability for Portfolio Optimization.” 2019. Thesis, Mälardalen University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560.

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

MLA Handbook (7th Edition):

Anane, Asomani Kwadwo. “Sustainability for Portfolio Optimization.” 2019. Web. 09 Dec 2019.

Vancouver:

Anane AK. Sustainability for Portfolio Optimization. [Internet] [Thesis]. Mälardalen University; 2019. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560.

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

Council of Science Editors:

Anane AK. Sustainability for Portfolio Optimization. [Thesis]. Mälardalen University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560

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


KTH

7. Svanberg, Johan. The Moat of Finance : Does Complexity Reward the Private Investor?.

Degree: Real Estate and Construction Management, 2019, KTH

  This paper evaluates the ability of single and multi-ratio investment strategies, such as P/E, P/B, Magic Formula and Piotroski F-score, to generate excess returns… (more)

Subjects/Keywords: Price to Earning; Price to Book; Dividend Yield; Multi-ratio Strategies; Efficient Market Hypothesis; Modern Portfolio Theory; Excess Returns; Alpha and Stockholm Stock Market.; Engineering and Technology; Teknik och teknologier

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APA (6th Edition):

Svanberg, J. (2019). The Moat of Finance : Does Complexity Reward the Private Investor?. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254858

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):

Svanberg, Johan. “The Moat of Finance : Does Complexity Reward the Private Investor?.” 2019. Thesis, KTH. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254858.

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

MLA Handbook (7th Edition):

Svanberg, Johan. “The Moat of Finance : Does Complexity Reward the Private Investor?.” 2019. Web. 09 Dec 2019.

Vancouver:

Svanberg J. The Moat of Finance : Does Complexity Reward the Private Investor?. [Internet] [Thesis]. KTH; 2019. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254858.

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

Council of Science Editors:

Svanberg J. The Moat of Finance : Does Complexity Reward the Private Investor?. [Thesis]. KTH; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254858

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


University of South Africa

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

Degree: 2018, University of South Africa

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Huni, Sally. “Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .” 2018. Masters Thesis, University of South Africa. Accessed December 09, 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. 09 Dec 2019.

Vancouver:

Huni S. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . [Internet] [Masters thesis]. University of South Africa; 2018. [cited 2019 Dec 09]. 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

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

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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Thomä, Jakob. “Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques.” 2018. Doctoral Dissertation, Paris, CNAM. Accessed December 09, 2019. http://www.theses.fr/2018CNAM1177.

MLA Handbook (7th Edition):

Thomä, Jakob. “Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques.” 2018. Web. 09 Dec 2019.

Vancouver:

Thomä J. Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios : Diversification optimale et la transition au zéro net : un cadre méthodologique pour mesurer l'alignement des portefeuilles des investisseurs avec les objectifs climatiques. [Internet] [Doctoral dissertation]. Paris, CNAM; 2018. [cited 2019 Dec 09]. Available from: http://www.theses.fr/2018CNAM1177.

Council of Science Editors:

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


University of Georgia

10. 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 December 09, 2019. http://hdl.handle.net/10724/38409.

MLA Handbook (7th Edition):

Kim, Jihyeon. “Model comparison with squared sharpe ratios of mimicking portfolios.” 2018. Web. 09 Dec 2019.

Vancouver:

Kim J. Model comparison with squared sharpe ratios of mimicking portfolios. [Internet] [Masters thesis]. University of Georgia; 2018. [cited 2019 Dec 09]. 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

11. Núñez Covarrubias, Sergio. Portfolio approaches for problem solving.

Degree: 2018, Universidad Carlos III de Madrid

Subjects/Keywords: Artificial intelligence; Mixed-Integer Programming; GOP; Modern Portfolio Theory; Informática

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APA (6th Edition):

Núñez Covarrubias, S. (2018). Portfolio approaches for problem solving. (Thesis). Universidad Carlos III de Madrid. Retrieved from http://hdl.handle.net/10016/23970

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):

Núñez Covarrubias, Sergio. “Portfolio approaches for problem solving.” 2018. Thesis, Universidad Carlos III de Madrid. Accessed December 09, 2019. http://hdl.handle.net/10016/23970.

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

MLA Handbook (7th Edition):

Núñez Covarrubias, Sergio. “Portfolio approaches for problem solving.” 2018. Web. 09 Dec 2019.

Vancouver:

Núñez Covarrubias S. Portfolio approaches for problem solving. [Internet] [Thesis]. Universidad Carlos III de Madrid; 2018. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10016/23970.

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

Council of Science Editors:

Núñez Covarrubias S. Portfolio approaches for problem solving. [Thesis]. Universidad Carlos III de Madrid; 2018. Available from: http://hdl.handle.net/10016/23970

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


KTH

12. Rehnman, Gustav. Application of Mean Absolute Deviation Optimization in Portfolio Management.

Degree: Mathematical Statistics, 2018, KTH

This thesis is an implementation project of a portfolio optimization model, with the purpose of creating a decision support tool. It aims to provide… (more)

Subjects/Keywords: Portfolio Theory; Linear Programming; Mean Absolute Deviation; Black-Litterman; Portföljteori; Linjär Programmering; Mean Absolute Deviation; Black-Litterman.; Computational Mathematics; Beräkningsmatematik

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APA (6th Edition):

Rehnman, G. (2018). Application of Mean Absolute Deviation Optimization in Portfolio Management. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229404

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):

Rehnman, Gustav. “Application of Mean Absolute Deviation Optimization in Portfolio Management.” 2018. Thesis, KTH. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229404.

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

MLA Handbook (7th Edition):

Rehnman, Gustav. “Application of Mean Absolute Deviation Optimization in Portfolio Management.” 2018. Web. 09 Dec 2019.

Vancouver:

Rehnman G. Application of Mean Absolute Deviation Optimization in Portfolio Management. [Internet] [Thesis]. KTH; 2018. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229404.

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

Council of Science Editors:

Rehnman G. Application of Mean Absolute Deviation Optimization in Portfolio Management. [Thesis]. KTH; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229404

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


UCLA

13. 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 December 09, 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. 09 Dec 2019.

Vancouver:

Derpanopoulos G. Optimal Financial Portfolio Selection. [Internet] [Thesis]. UCLA; 2018. [cited 2019 Dec 09]. 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 Helsinki

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

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

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

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

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Toivonen, Eeva. “Responsible investing: an analysis of the performance of responsible investments & the explanations of economics.” 2018. Masters Thesis, University of Helsinki. Accessed December 09, 2019. http://hdl.handle.net/10138/235937.

MLA Handbook (7th Edition):

Toivonen, Eeva. “Responsible investing: an analysis of the performance of responsible investments & the explanations of economics.” 2018. Web. 09 Dec 2019.

Vancouver:

Toivonen E. Responsible investing: an analysis of the performance of responsible investments & the explanations of economics. [Internet] [Masters thesis]. University of Helsinki; 2018. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10138/235937.

Council of Science Editors:

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


Stockholm University

15. Kazi-tani, Zakaria. Optimizing the Nuclear Waste Fund's Profit.

Degree: Stockholm Business School, 2018, Stockholm University

  The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of… (more)

Subjects/Keywords: Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB; Business Administration; Företagsekonomi

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APA (6th Edition):

Kazi-tani, Z. (2018). Optimizing the Nuclear Waste Fund's Profit. (Thesis). Stockholm University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-163865

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):

Kazi-tani, Zakaria. “Optimizing the Nuclear Waste Fund's Profit.” 2018. Thesis, Stockholm University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-163865.

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

MLA Handbook (7th Edition):

Kazi-tani, Zakaria. “Optimizing the Nuclear Waste Fund's Profit.” 2018. Web. 09 Dec 2019.

Vancouver:

Kazi-tani Z. Optimizing the Nuclear Waste Fund's Profit. [Internet] [Thesis]. Stockholm University; 2018. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-163865.

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

Council of Science Editors:

Kazi-tani Z. Optimizing the Nuclear Waste Fund's Profit. [Thesis]. Stockholm University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-163865

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


Hong Kong University of Science and Technology

16. Yang, Liusha ECE. Random-matrix-based high dimensional covariance estimation and signal processing applications.

Degree: 2018, Hong Kong University of Science and Technology

 The main theme of this thesis is the design and analysis of high-dimensional covariance matrix estimators using random matrix theory (RMT). Classical estimators, such as… (more)

Subjects/Keywords: Electronic data processing; Mathematical models; Statistical methods; Estimation theory; Random data (Statistics); Portfolio management

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APA (6th Edition):

Yang, L. E. (2018). Random-matrix-based high dimensional covariance estimation and signal processing applications. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-991012637269103412 ; http://repository.ust.hk/ir/bitstream/1783.1-96012/1/th_redirect.html

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):

Yang, Liusha ECE. “Random-matrix-based high dimensional covariance estimation and signal processing applications.” 2018. Thesis, Hong Kong University of Science and Technology. Accessed December 09, 2019. https://doi.org/10.14711/thesis-991012637269103412 ; http://repository.ust.hk/ir/bitstream/1783.1-96012/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Yang, Liusha ECE. “Random-matrix-based high dimensional covariance estimation and signal processing applications.” 2018. Web. 09 Dec 2019.

Vancouver:

Yang LE. Random-matrix-based high dimensional covariance estimation and signal processing applications. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2018. [cited 2019 Dec 09]. Available from: https://doi.org/10.14711/thesis-991012637269103412 ; http://repository.ust.hk/ir/bitstream/1783.1-96012/1/th_redirect.html.

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

Council of Science Editors:

Yang LE. Random-matrix-based high dimensional covariance estimation and signal processing applications. [Thesis]. Hong Kong University of Science and Technology; 2018. Available from: https://doi.org/10.14711/thesis-991012637269103412 ; http://repository.ust.hk/ir/bitstream/1783.1-96012/1/th_redirect.html

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


Uppsala University

17. Lindgren, Fredrik. Abnorm avkastning på kort och lång sikt vid nyemission : En studie av riktade emissioner och företrädesemissioner på Stockholmsbörsen.

Degree: Business Studies, 2018, Uppsala University

  När ett bolag tar in kapital genom en emission kan de antingen använda sig av en riktademissionen eller av en företrädesemission. Tidigare forskning har… (more)

Subjects/Keywords: Företrädesemission; riktad emission; abnorm avkastning; eventstudie; Calendar Time Portfolio Approach; Pecking Order Theory; Signalteori; Business Administration; Företagsekonomi

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APA (6th Edition):

Lindgren, F. (2018). Abnorm avkastning på kort och lång sikt vid nyemission : En studie av riktade emissioner och företrädesemissioner på Stockholmsbörsen. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-347068

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):

Lindgren, Fredrik. “Abnorm avkastning på kort och lång sikt vid nyemission : En studie av riktade emissioner och företrädesemissioner på Stockholmsbörsen.” 2018. Thesis, Uppsala University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-347068.

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

MLA Handbook (7th Edition):

Lindgren, Fredrik. “Abnorm avkastning på kort och lång sikt vid nyemission : En studie av riktade emissioner och företrädesemissioner på Stockholmsbörsen.” 2018. Web. 09 Dec 2019.

Vancouver:

Lindgren F. Abnorm avkastning på kort och lång sikt vid nyemission : En studie av riktade emissioner och företrädesemissioner på Stockholmsbörsen. [Internet] [Thesis]. Uppsala University; 2018. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-347068.

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

Council of Science Editors:

Lindgren F. Abnorm avkastning på kort och lång sikt vid nyemission : En studie av riktade emissioner och företrädesemissioner på Stockholmsbörsen. [Thesis]. Uppsala University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-347068

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


University of Wolverhampton

18. Smith, Sara. ‘Doing the Portfolio’ – Pre-registration training for biomedical scientists and developing the capable practitioner.

Degree: 2018, University of Wolverhampton

 Integration of work-placements into undergraduate degrees is now established on awards linked to professional registration in healthcare. Pre-registration training forms the basis for development of… (more)

Subjects/Keywords: capability; Work-based learning; Professional Practice; Constructivist Grounded theory; Registration Portfolio

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APA (6th Edition):

Smith, S. (2018). ‘Doing the Portfolio’ – Pre-registration training for biomedical scientists and developing the capable practitioner. (Thesis). University of Wolverhampton. Retrieved from http://hdl.handle.net/2436/621053

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):

Smith, Sara. “‘Doing the Portfolio’ – Pre-registration training for biomedical scientists and developing the capable practitioner.” 2018. Thesis, University of Wolverhampton. Accessed December 09, 2019. http://hdl.handle.net/2436/621053.

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

MLA Handbook (7th Edition):

Smith, Sara. “‘Doing the Portfolio’ – Pre-registration training for biomedical scientists and developing the capable practitioner.” 2018. Web. 09 Dec 2019.

Vancouver:

Smith S. ‘Doing the Portfolio’ – Pre-registration training for biomedical scientists and developing the capable practitioner. [Internet] [Thesis]. University of Wolverhampton; 2018. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/2436/621053.

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

Council of Science Editors:

Smith S. ‘Doing the Portfolio’ – Pre-registration training for biomedical scientists and developing the capable practitioner. [Thesis]. University of Wolverhampton; 2018. Available from: http://hdl.handle.net/2436/621053

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

19. Zhang, Jiangxingyun. International Portfolio Theory-based Interest Rate Models and EMU Crisis : Modèles de taux d’intérêt basés sur la théorie des choix de portefeuilles internationaux et crise de l’UEM.

Degree: Docteur es, Sciences économiques, 2017, Rennes 1

L'objectif de cette thèse est d’étudier à côté du risque défaut, le rôle spécifique des risques de volatilité et de co-volatilité dans la formation des… (more)

Subjects/Keywords: Structure à terme des taux d'intérêt; Modèles GARCH; Contagion; Flight-To-Quality; Test Forbes et Rigobon; Théorie du portefeuille; Impact QE; Omt.; Term structure of interest rates; GARCH models; Contagion; Flight-To-Quality; Forbes and Rigobon test; Portfolio theory; QE impact; Omt.

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APA (6th Edition):

Zhang, J. (2017). International Portfolio Theory-based Interest Rate Models and EMU Crisis : Modèles de taux d’intérêt basés sur la théorie des choix de portefeuilles internationaux et crise de l’UEM. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2017REN1G011

Chicago Manual of Style (16th Edition):

Zhang, Jiangxingyun. “International Portfolio Theory-based Interest Rate Models and EMU Crisis : Modèles de taux d’intérêt basés sur la théorie des choix de portefeuilles internationaux et crise de l’UEM.” 2017. Doctoral Dissertation, Rennes 1. Accessed December 09, 2019. http://www.theses.fr/2017REN1G011.

MLA Handbook (7th Edition):

Zhang, Jiangxingyun. “International Portfolio Theory-based Interest Rate Models and EMU Crisis : Modèles de taux d’intérêt basés sur la théorie des choix de portefeuilles internationaux et crise de l’UEM.” 2017. Web. 09 Dec 2019.

Vancouver:

Zhang J. International Portfolio Theory-based Interest Rate Models and EMU Crisis : Modèles de taux d’intérêt basés sur la théorie des choix de portefeuilles internationaux et crise de l’UEM. [Internet] [Doctoral dissertation]. Rennes 1; 2017. [cited 2019 Dec 09]. Available from: http://www.theses.fr/2017REN1G011.

Council of Science Editors:

Zhang J. International Portfolio Theory-based Interest Rate Models and EMU Crisis : Modèles de taux d’intérêt basés sur la théorie des choix de portefeuilles internationaux et crise de l’UEM. [Doctoral Dissertation]. Rennes 1; 2017. Available from: http://www.theses.fr/2017REN1G011

20. Kabir, Mir Ahasan. Essays on Migration, Remittance and Households Consumption, Production and Investment Decision: Evidence from Bangladesh.

Degree: PhD, Economics, 2017, York University

 This dissertation consists of three related essays on the motivation of migration, remittance, and the effect of remittance on households. For the empirical analysis, we… (more)

Subjects/Keywords: Economics; Labor; Rural-Urban Migration; Internal and International Remittances; Households; Risk Diversification; Portfolio Theory; Insurance; Altruistic; Human Capital; Schooling Choice; Agricultural Production; Risk Averse.

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APA (6th Edition):

Kabir, M. A. (2017). Essays on Migration, Remittance and Households Consumption, Production and Investment Decision: Evidence from Bangladesh. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/33397

Chicago Manual of Style (16th Edition):

Kabir, Mir Ahasan. “Essays on Migration, Remittance and Households Consumption, Production and Investment Decision: Evidence from Bangladesh.” 2017. Doctoral Dissertation, York University. Accessed December 09, 2019. http://hdl.handle.net/10315/33397.

MLA Handbook (7th Edition):

Kabir, Mir Ahasan. “Essays on Migration, Remittance and Households Consumption, Production and Investment Decision: Evidence from Bangladesh.” 2017. Web. 09 Dec 2019.

Vancouver:

Kabir MA. Essays on Migration, Remittance and Households Consumption, Production and Investment Decision: Evidence from Bangladesh. [Internet] [Doctoral dissertation]. York University; 2017. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10315/33397.

Council of Science Editors:

Kabir MA. Essays on Migration, Remittance and Households Consumption, Production and Investment Decision: Evidence from Bangladesh. [Doctoral Dissertation]. York University; 2017. Available from: http://hdl.handle.net/10315/33397


University of Texas – Austin

21. 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 December 09, 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. 09 Dec 2019.

Vancouver:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2019 Dec 09]. 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


NSYSU

22. Chen, Wan-ping. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.

Degree: Master, Finance, 2017, NSYSU

 This study use the methodology proposed by Wang et al. (2012) which integrates the mean-CVaR framework with Markov regime-switching model to conduct dynamic assets allocation… (more)

Subjects/Keywords: Markov Regime-switching Model; Mean-CVaR Portfolio; Extreme Value Theory; Copula Theory

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

APA (6th Edition):

Chen, W. (2017). Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710

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):

Chen, Wan-ping. “Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.” 2017. Thesis, NSYSU. Accessed December 09, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710.

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

MLA Handbook (7th Edition):

Chen, Wan-ping. “Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.” 2017. Web. 09 Dec 2019.

Vancouver:

Chen W. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Dec 09]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710.

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

Council of Science Editors:

Chen W. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710

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


McMaster University

23. 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 December 09, 2019. http://hdl.handle.net/11375/21092.

MLA Handbook (7th Edition):

Shao, Quentin H. “Models for Systemic Risk.” 2017. Web. 09 Dec 2019.

Vancouver:

Shao QH. Models for Systemic Risk. [Internet] [Doctoral dissertation]. McMaster University; 2017. [cited 2019 Dec 09]. 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

24. Ghaffari, Mahdi. The Impact of Multitasking on Critical Chain Portfolios.

Degree: 2017, University of Manchester

 Critical Chain Project Management (CCPM) is a project scheduling technique which has been developed to overcome some of the deficiencies of traditional methods and where,… (more)

Subjects/Keywords: Critical Chain; Project Scheduling; Theory of Constraints; Multitasking; Buffer Sizing; Portfolio Resource Capacity

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

APA (6th Edition):

Ghaffari, M. (2017). The Impact of Multitasking on Critical Chain Portfolios. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307031

Chicago Manual of Style (16th Edition):

Ghaffari, Mahdi. “The Impact of Multitasking on Critical Chain Portfolios.” 2017. Doctoral Dissertation, University of Manchester. Accessed December 09, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307031.

MLA Handbook (7th Edition):

Ghaffari, Mahdi. “The Impact of Multitasking on Critical Chain Portfolios.” 2017. Web. 09 Dec 2019.

Vancouver:

Ghaffari M. The Impact of Multitasking on Critical Chain Portfolios. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2019 Dec 09]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307031.

Council of Science Editors:

Ghaffari M. The Impact of Multitasking on Critical Chain Portfolios. [Doctoral Dissertation]. University of Manchester; 2017. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307031

25. Luiz, Octaviano Rojas [UNESP]. Práticas baseadas na gestão de projetos por corrente crítica e o desempenho de portfólio de produtos: um survey em empresas brasileiras.

Degree: 2017, Universidade Estadual Paulista

A Gestão de Projetos por Corrente Crítica (Critical Chain Project Management – CCPM), uma abordagem fundamentada na Teoria das Restrições, tem apresentado alguns resultados efetivos… (more)

Subjects/Keywords: Corrente crítica; Gestão de portfólio de produtos; Teoria das restrições; PDP; Survey; Critical chain; Product portfolio management; Theory of constraints; Product development process

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APA (6th Edition):

Luiz, O. R. [. (2017). Práticas baseadas na gestão de projetos por corrente crítica e o desempenho de portfólio de produtos: um survey em empresas brasileiras. (Thesis). Universidade Estadual Paulista. Retrieved from http://hdl.handle.net/11449/147059

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):

Luiz, Octaviano Rojas [UNESP]. “Práticas baseadas na gestão de projetos por corrente crítica e o desempenho de portfólio de produtos: um survey em empresas brasileiras.” 2017. Thesis, Universidade Estadual Paulista. Accessed December 09, 2019. http://hdl.handle.net/11449/147059.

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

MLA Handbook (7th Edition):

Luiz, Octaviano Rojas [UNESP]. “Práticas baseadas na gestão de projetos por corrente crítica e o desempenho de portfólio de produtos: um survey em empresas brasileiras.” 2017. Web. 09 Dec 2019.

Vancouver:

Luiz OR[. Práticas baseadas na gestão de projetos por corrente crítica e o desempenho de portfólio de produtos: um survey em empresas brasileiras. [Internet] [Thesis]. Universidade Estadual Paulista; 2017. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11449/147059.

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

Council of Science Editors:

Luiz OR[. Práticas baseadas na gestão de projetos por corrente crítica e o desempenho de portfólio de produtos: um survey em empresas brasileiras. [Thesis]. Universidade Estadual Paulista; 2017. Available from: http://hdl.handle.net/11449/147059

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

26. Wen, Shen. The Relationship between Credit Constraints and Household Risky Assets : The Case of China.

Degree: Jönköping International Business School, 2017, Jönköping University

  The purpose of this empirical research is to evaluate the relationship between credit constraints and household risky assets in China. The life-cycle hypothesis theory(more)

Subjects/Keywords: Credit Constraints; Life-cycle Theory; Household Portfolio Choice; Household Risky Assets.; Business Administration; Företagsekonomi

…Household Portfolio Choice Theory Many factors affect the way that households allocate their… …allocation, the household portfolio choice theory mainly analyses the determinant of household… …mostly related to choosing between risk-free and risky assets. Original portfolio theory mainly… …portfolio theory with the mean-variance analysis. In that model, the consumer is making investment… …not completely fit the portfolio theory in the allocation of the asset, varying from… 

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APA (6th Edition):

Wen, S. (2017). The Relationship between Credit Constraints and Household Risky Assets : The Case of China. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36750

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):

Wen, Shen. “The Relationship between Credit Constraints and Household Risky Assets : The Case of China.” 2017. Thesis, Jönköping University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36750.

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

MLA Handbook (7th Edition):

Wen, Shen. “The Relationship between Credit Constraints and Household Risky Assets : The Case of China.” 2017. Web. 09 Dec 2019.

Vancouver:

Wen S. The Relationship between Credit Constraints and Household Risky Assets : The Case of China. [Internet] [Thesis]. Jönköping University; 2017. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36750.

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

Council of Science Editors:

Wen S. The Relationship between Credit Constraints and Household Risky Assets : The Case of China. [Thesis]. Jönköping University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-36750

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

27. Brown, David. Socio-Economically Responsible Investing and Income Inequality in the USA.

Degree: Culture and Communication, 2017, Mälardalen University

  To add to the tools currently available to combat income inequality in the United States an investment fund type is proposed, justified, described, and… (more)

Subjects/Keywords: Portfolio Theory; SRI; Socially Responsible Investing; Poverty; Multi Index Model; Investment Model; Mathematics; Matematik

…chronological order as the later advances in portfolio theory build on the principles of previous… …investment portfolio using principles grounded in portfolio theory an investor must evaluate the… …the increasing importance of Modern Portfolio Theory in the management of investment… …mathematical viewpoints from initial asset selection through to portfolio creation. This paper will… …also create and evaluate the performance of such a portfolio using data collected from Yahoo… 

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

APA (6th Edition):

Brown, D. (2017). Socio-Economically Responsible Investing and Income Inequality in the USA. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-35739

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):

Brown, David. “Socio-Economically Responsible Investing and Income Inequality in the USA.” 2017. Thesis, Mälardalen University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-35739.

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

MLA Handbook (7th Edition):

Brown, David. “Socio-Economically Responsible Investing and Income Inequality in the USA.” 2017. Web. 09 Dec 2019.

Vancouver:

Brown D. Socio-Economically Responsible Investing and Income Inequality in the USA. [Internet] [Thesis]. Mälardalen University; 2017. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-35739.

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

Council of Science Editors:

Brown D. Socio-Economically Responsible Investing and Income Inequality in the USA. [Thesis]. Mälardalen University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-35739

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

28. Österström, Adam. Är Bitcoin det nya guldet?.

Degree: Business Studies, 2017, Uppsala University

Syftet med studien är att undersöka bitcoins kapacitet som hedge gentemot den svenska aktiemarknaden. För att identifiera om korrelation existerar mellan avkastningen i bitcoin… (more)

Subjects/Keywords: Bitcoin; hedge; portfolio theory; GARCH; Bitcoin; hedge; portföljteori; GARCH

…x29;. Investments and Portfolio Management. McGraw-Hill: New York. Bodie, Zvi, Merton… …Asset Pricing and Portfolio Diversification with Time-Varying Risk. The Journal of Finance 52… …risk. Journal of Portfolio Management 38: 40-55. Goetzmann, William N, Kumar, Alok… …x28;2008). Equity Portfolio Diversification. Review of Finance 12: 433-463. Haughey, Brian… …x28;1952). Portfolio Selection. The Journal of Finance 7: 77–91. Moore, Winston, Stephen… 

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

APA (6th Edition):

Österström, A. (2017). Är Bitcoin det nya guldet?. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-314650

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):

Österström, Adam. “Är Bitcoin det nya guldet?.” 2017. Thesis, Uppsala University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-314650.

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

MLA Handbook (7th Edition):

Österström, Adam. “Är Bitcoin det nya guldet?.” 2017. Web. 09 Dec 2019.

Vancouver:

Österström A. Är Bitcoin det nya guldet?. [Internet] [Thesis]. Uppsala University; 2017. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-314650.

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

Council of Science Editors:

Österström A. Är Bitcoin det nya guldet?. [Thesis]. Uppsala University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-314650

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


EPFL

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Yap, Zheng Wei. “Robust Portfolio Optimization.” 2017. Thesis, EPFL. Accessed December 09, 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. 09 Dec 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Dec 09]. 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


University of California – Santa Cruz

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

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

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

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

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Vroomen, Paul. “Design, Development and Implementation of Decision Support Systems for Private Equity Investment.” 2017. Thesis, University of California – Santa Cruz. Accessed December 09, 2019. http://www.escholarship.org/uc/item/4197h0m5.

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

MLA Handbook (7th Edition):

Vroomen, Paul. “Design, Development and Implementation of Decision Support Systems for Private Equity Investment.” 2017. Web. 09 Dec 2019.

Vancouver:

Vroomen P. Design, Development and Implementation of Decision Support Systems for Private Equity Investment. [Internet] [Thesis]. University of California – Santa Cruz; 2017. [cited 2019 Dec 09]. Available from: http://www.escholarship.org/uc/item/4197h0m5.

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

Council of Science Editors:

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

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

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