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You searched for subject:(Downside Risk). Showing records 1 – 23 of 23 total matches.

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University of Georgia

1. Zhang, Rui (Carolyn). Hedging downside risk to farm income with futures and options: effects of government payment programs and federal crop insurance plans.

Degree: PhD, Agricultural Economics, 2007, University of Georgia

 The high proportion of government payments in total crop farm income and the purchase of subsidized crop insurance have changed the income distribution of U.S.… (more)

Subjects/Keywords: Downside risk

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APA (6th Edition):

Zhang, R. (. (2007). Hedging downside risk to farm income with futures and options: effects of government payment programs and federal crop insurance plans. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/zhang_rui_200705_phd

Chicago Manual of Style (16th Edition):

Zhang, Rui (Carolyn). “Hedging downside risk to farm income with futures and options: effects of government payment programs and federal crop insurance plans.” 2007. Doctoral Dissertation, University of Georgia. Accessed October 18, 2019. http://purl.galileo.usg.edu/uga_etd/zhang_rui_200705_phd.

MLA Handbook (7th Edition):

Zhang, Rui (Carolyn). “Hedging downside risk to farm income with futures and options: effects of government payment programs and federal crop insurance plans.” 2007. Web. 18 Oct 2019.

Vancouver:

Zhang R(. Hedging downside risk to farm income with futures and options: effects of government payment programs and federal crop insurance plans. [Internet] [Doctoral dissertation]. University of Georgia; 2007. [cited 2019 Oct 18]. Available from: http://purl.galileo.usg.edu/uga_etd/zhang_rui_200705_phd.

Council of Science Editors:

Zhang R(. Hedging downside risk to farm income with futures and options: effects of government payment programs and federal crop insurance plans. [Doctoral Dissertation]. University of Georgia; 2007. Available from: http://purl.galileo.usg.edu/uga_etd/zhang_rui_200705_phd


University of Manchester

2. Dai, Shiji. Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing.

Degree: 2015, University of Manchester

 The aim of this thesis is to extend the current research on portfolio investment and asset pricing under uncertainty with a special focus on partial… (more)

Subjects/Keywords: Partial Myopia; Downside Risk Aversion

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APA (6th Edition):

Dai, S. (2015). Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:260000

Chicago Manual of Style (16th Edition):

Dai, Shiji. “Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing.” 2015. Doctoral Dissertation, University of Manchester. Accessed October 18, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:260000.

MLA Handbook (7th Edition):

Dai, Shiji. “Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing.” 2015. Web. 18 Oct 2019.

Vancouver:

Dai S. Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2019 Oct 18]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:260000.

Council of Science Editors:

Dai S. Partial Myopia, Downside Risk Aversion and Its Application in Option Pricing. [Doctoral Dissertation]. University of Manchester; 2015. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:260000


University of Manchester

3. Dai, Shiji. Partial myopia, downside risk aversion and its application in option pricing.

Degree: PhD, 2015, University of Manchester

 The aim of this thesis is to extend the current research on portfolio investment and asset pricing under uncertainty with a special focus on partial… (more)

Subjects/Keywords: Partial Myopia; Downside Risk Aversion

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APA (6th Edition):

Dai, S. (2015). Partial myopia, downside risk aversion and its application in option pricing. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/partial-myopia-downside-risk-aversion-and-its-application-in-option-pricing(b5280b3e-3367-459b-97a7-3c74ec57154f).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.771319

Chicago Manual of Style (16th Edition):

Dai, Shiji. “Partial myopia, downside risk aversion and its application in option pricing.” 2015. Doctoral Dissertation, University of Manchester. Accessed October 18, 2019. https://www.research.manchester.ac.uk/portal/en/theses/partial-myopia-downside-risk-aversion-and-its-application-in-option-pricing(b5280b3e-3367-459b-97a7-3c74ec57154f).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.771319.

MLA Handbook (7th Edition):

Dai, Shiji. “Partial myopia, downside risk aversion and its application in option pricing.” 2015. Web. 18 Oct 2019.

Vancouver:

Dai S. Partial myopia, downside risk aversion and its application in option pricing. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2019 Oct 18]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/partial-myopia-downside-risk-aversion-and-its-application-in-option-pricing(b5280b3e-3367-459b-97a7-3c74ec57154f).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.771319.

Council of Science Editors:

Dai S. Partial myopia, downside risk aversion and its application in option pricing. [Doctoral Dissertation]. University of Manchester; 2015. Available from: https://www.research.manchester.ac.uk/portal/en/theses/partial-myopia-downside-risk-aversion-and-its-application-in-option-pricing(b5280b3e-3367-459b-97a7-3c74ec57154f).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.771319


Virginia Tech

4. Artavanis, Nikolaos. A Treatise on Downside Risk.

Degree: PhD, Finance, Insurance and Business Law, 2013, Virginia Tech

 This dissertation is comprised of two papers. The first paper (Chapter 1) provides the theoretical foundation for the estimation of systematic downside risk. Using a… (more)

Subjects/Keywords: downside risk; downside beta; asset pricing; stock reversals; contrarian effect; market efficiency

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APA (6th Edition):

Artavanis, N. (2013). A Treatise on Downside Risk. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/19345

Chicago Manual of Style (16th Edition):

Artavanis, Nikolaos. “A Treatise on Downside Risk.” 2013. Doctoral Dissertation, Virginia Tech. Accessed October 18, 2019. http://hdl.handle.net/10919/19345.

MLA Handbook (7th Edition):

Artavanis, Nikolaos. “A Treatise on Downside Risk.” 2013. Web. 18 Oct 2019.

Vancouver:

Artavanis N. A Treatise on Downside Risk. [Internet] [Doctoral dissertation]. Virginia Tech; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10919/19345.

Council of Science Editors:

Artavanis N. A Treatise on Downside Risk. [Doctoral Dissertation]. Virginia Tech; 2013. Available from: http://hdl.handle.net/10919/19345

5. Alexandrino, Thiago Basso. Risco downside e CoVaR no mercado brasileiro de ações.

Degree: Mestrado, Teoria Econômica, 2013, University of São Paulo

Um dos objetivos deste estudo é testar modelos de precificação de ativos financeiros, especialmente o de risco downside de Ang et al. (2006), em todas… (more)

Subjects/Keywords: Capital markets; CoVaR; CoVaR; Downside risk; Downside risk; Mercado de capitais; Risco; Risco sistemático; Risk; Systematic risk

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APA (6th Edition):

Alexandrino, T. B. (2013). Risco downside e CoVaR no mercado brasileiro de ações. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12138/tde-20022014-153352/ ;

Chicago Manual of Style (16th Edition):

Alexandrino, Thiago Basso. “Risco downside e CoVaR no mercado brasileiro de ações.” 2013. Masters Thesis, University of São Paulo. Accessed October 18, 2019. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-20022014-153352/ ;.

MLA Handbook (7th Edition):

Alexandrino, Thiago Basso. “Risco downside e CoVaR no mercado brasileiro de ações.” 2013. Web. 18 Oct 2019.

Vancouver:

Alexandrino TB. Risco downside e CoVaR no mercado brasileiro de ações. [Internet] [Masters thesis]. University of São Paulo; 2013. [cited 2019 Oct 18]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-20022014-153352/ ;.

Council of Science Editors:

Alexandrino TB. Risco downside e CoVaR no mercado brasileiro de ações. [Masters Thesis]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/12/12138/tde-20022014-153352/ ;


NSYSU

6. Tsai, Hsiu-Jung. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.

Degree: PhD, Finance, 2010, NSYSU

 This study tests whether contagion effects existed during the âsubprime mortgage crisisâ among the equity markets of the US, the EU, Asia and emerging markets.… (more)

Subjects/Keywords: downside risk; contagion effect; DCC; systematic risk; time-varying beta

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APA (6th Edition):

Tsai, H. (2010). An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318

Chicago Manual of Style (16th Edition):

Tsai, Hsiu-Jung. “An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.” 2010. Doctoral Dissertation, NSYSU. Accessed October 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318.

MLA Handbook (7th Edition):

Tsai, Hsiu-Jung. “An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.” 2010. Web. 18 Oct 2019.

Vancouver:

Tsai H. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. [Internet] [Doctoral dissertation]. NSYSU; 2010. [cited 2019 Oct 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318.

Council of Science Editors:

Tsai H. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. [Doctoral Dissertation]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318


University of Exeter

7. Nguyen, Linh Hoang. Extreme downside risk : implications for asset pricing and portfolio management.

Degree: PhD, 2015, University of Exeter

 This thesis investigates different aspects of the impact of extreme downside risk on stock returns. We first investigate the impact at market level, where the… (more)

Subjects/Keywords: 658; Risk management; Asset pricing; Financial crisis; Portfolio management; Extreme downside risk; Tail risk

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APA (6th Edition):

Nguyen, L. H. (2015). Extreme downside risk : implications for asset pricing and portfolio management. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10871/18485

Chicago Manual of Style (16th Edition):

Nguyen, Linh Hoang. “Extreme downside risk : implications for asset pricing and portfolio management.” 2015. Doctoral Dissertation, University of Exeter. Accessed October 18, 2019. http://hdl.handle.net/10871/18485.

MLA Handbook (7th Edition):

Nguyen, Linh Hoang. “Extreme downside risk : implications for asset pricing and portfolio management.” 2015. Web. 18 Oct 2019.

Vancouver:

Nguyen LH. Extreme downside risk : implications for asset pricing and portfolio management. [Internet] [Doctoral dissertation]. University of Exeter; 2015. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/10871/18485.

Council of Science Editors:

Nguyen LH. Extreme downside risk : implications for asset pricing and portfolio management. [Doctoral Dissertation]. University of Exeter; 2015. Available from: http://hdl.handle.net/10871/18485


Rice University

8. Affinito, Ricardo. Identifying and Dealing with the Approach of Bears and their Departure.

Degree: PhD, Engineering, 2013, Rice University

 Based on the identification of market dynamics, capital allocation in long positions can be dynamically controlled by means of interrupting an otherwise strictly-long investment strategy… (more)

Subjects/Keywords: S&P 500; Switching rule; Downside-risk; Portfolios; Dynamics; Bears

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APA (6th Edition):

Affinito, R. (2013). Identifying and Dealing with the Approach of Bears and their Departure. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/75122

Chicago Manual of Style (16th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Doctoral Dissertation, Rice University. Accessed October 18, 2019. http://hdl.handle.net/1911/75122.

MLA Handbook (7th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Web. 18 Oct 2019.

Vancouver:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Internet] [Doctoral dissertation]. Rice University; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1911/75122.

Council of Science Editors:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Doctoral Dissertation]. Rice University; 2013. Available from: http://hdl.handle.net/1911/75122


Rice University

9. Affinito, Ricardo. Identifying and Dealing with the Approach of Bears and their Departure.

Degree: PhD, Engineering, 2013, Rice University

 Based on the identification of market dynamics, capital allocation in long positions can be dynamically controlled by means of interrupting an otherwise strictly-long investment strategy… (more)

Subjects/Keywords: S&P 500; Switching rule; Downside-risk; Portfolios; Dynamics; Bears

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

APA (6th Edition):

Affinito, R. (2013). Identifying and Dealing with the Approach of Bears and their Departure. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/77350

Chicago Manual of Style (16th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Doctoral Dissertation, Rice University. Accessed October 18, 2019. http://hdl.handle.net/1911/77350.

MLA Handbook (7th Edition):

Affinito, Ricardo. “Identifying and Dealing with the Approach of Bears and their Departure.” 2013. Web. 18 Oct 2019.

Vancouver:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Internet] [Doctoral dissertation]. Rice University; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1911/77350.

Council of Science Editors:

Affinito R. Identifying and Dealing with the Approach of Bears and their Departure. [Doctoral Dissertation]. Rice University; 2013. Available from: http://hdl.handle.net/1911/77350


University of Sydney

10. Gao, Yang. Momentum, Market States and Downside Risk .

Degree: 2018, University of Sydney

 This thesis investigates momentum trading strategies during times of market turbulence. Momentum strategies have been shown to be profitable during multiple time periods in various… (more)

Subjects/Keywords: Downside Risk; Market States; Momentum; Portfolio Management; Trading Strategies

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APA (6th Edition):

Gao, Y. (2018). Momentum, Market States and Downside Risk . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/20149

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):

Gao, Yang. “Momentum, Market States and Downside Risk .” 2018. Thesis, University of Sydney. Accessed October 18, 2019. http://hdl.handle.net/2123/20149.

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

MLA Handbook (7th Edition):

Gao, Yang. “Momentum, Market States and Downside Risk .” 2018. Web. 18 Oct 2019.

Vancouver:

Gao Y. Momentum, Market States and Downside Risk . [Internet] [Thesis]. University of Sydney; 2018. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2123/20149.

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

Council of Science Editors:

Gao Y. Momentum, Market States and Downside Risk . [Thesis]. University of Sydney; 2018. Available from: http://hdl.handle.net/2123/20149

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


KTH

11. Hamrin, Erik. A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory.

Degree: Building and Real Estate Economics, 2011, KTH

  Portfolio diversification has been a subject frequently addressed since the publications of Markowitz in 1952 and 1959. However, the Modern Portfolio Theory and its… (more)

Subjects/Keywords: Portfolio Optimization; Real Estate; Downside Risk; Mean Variance; MPT; PMPT; Semivariance; Standard Deviation.

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APA (6th Edition):

Hamrin, E. (2011). A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-89812

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):

Hamrin, Erik. “A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory.” 2011. Thesis, KTH. Accessed October 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-89812.

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

MLA Handbook (7th Edition):

Hamrin, Erik. “A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory.” 2011. Web. 18 Oct 2019.

Vancouver:

Hamrin E. A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory. [Internet] [Thesis]. KTH; 2011. [cited 2019 Oct 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-89812.

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

Council of Science Editors:

Hamrin E. A Heuristic Downside Risk Approach to Real Estate Portfolio Structuring : a Comparison Between Modern Portfolio Theory and Post Modern Portfolio Theory. [Thesis]. KTH; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-89812

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


University of New Orleans

12. Johnson, Mark Anthony. Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets.

Degree: PhD, Economics and Finance, 2010, University of New Orleans

 Consumer sentiment has the ability to provide researchers with many avenues to test existing Finance and Economic theories. Chapter 1 introduces the issues that I… (more)

Subjects/Keywords: Behavioral Finance; Consumer Sentiment; Asymmetric Response Modeling; Downside Risk; Housing Market; Home Sales; Home Prices

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APA (6th Edition):

Johnson, M. A. (2010). Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/1113

Chicago Manual of Style (16th Edition):

Johnson, Mark Anthony. “Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets.” 2010. Doctoral Dissertation, University of New Orleans. Accessed October 18, 2019. https://scholarworks.uno.edu/td/1113.

MLA Handbook (7th Edition):

Johnson, Mark Anthony. “Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets.” 2010. Web. 18 Oct 2019.

Vancouver:

Johnson MA. Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets. [Internet] [Doctoral dissertation]. University of New Orleans; 2010. [cited 2019 Oct 18]. Available from: https://scholarworks.uno.edu/td/1113.

Council of Science Editors:

Johnson MA. Studying How Changes in Consumer Sentiment Impact the Stock Markets and the Housing Markets. [Doctoral Dissertation]. University of New Orleans; 2010. Available from: https://scholarworks.uno.edu/td/1113

13. Zhang, Yun. ETG-ETL Portfolio Optimization.

Degree: PhD, 2013, University of Washington

 Modern Portfolio Theory dates back to 1950s, when Markowitz proposed mean-variance portfolio optimization to construct portfolios. It provided a systematic approach to determine portfolio allocation… (more)

Subjects/Keywords: coherent risk measure; downside risk; ETG; ETL; Portfolio optimization; upside return; Applied mathematics; Finance; Applied mathematics

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APA (6th Edition):

Zhang, Y. (2013). ETG-ETL Portfolio Optimization. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/21869

Chicago Manual of Style (16th Edition):

Zhang, Yun. “ETG-ETL Portfolio Optimization.” 2013. Doctoral Dissertation, University of Washington. Accessed October 18, 2019. http://hdl.handle.net/1773/21869.

MLA Handbook (7th Edition):

Zhang, Yun. “ETG-ETL Portfolio Optimization.” 2013. Web. 18 Oct 2019.

Vancouver:

Zhang Y. ETG-ETL Portfolio Optimization. [Internet] [Doctoral dissertation]. University of Washington; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1773/21869.

Council of Science Editors:

Zhang Y. ETG-ETL Portfolio Optimization. [Doctoral Dissertation]. University of Washington; 2013. Available from: http://hdl.handle.net/1773/21869


RMIT University

14. Perera, T. Forecasting commercial property market performance: beyond the primary reliance on econometric models.

Degree: 2018, RMIT University

 All commercial property stakeholders have a strong interest in forecasting as property market forecasts have become an integral part of the investment processes supporting asset… (more)

Subjects/Keywords: Fields of Research; Australian commercial property market; Downside risk; Forecasting; Forecast errors; Forecast accuracy measurement; Structural changes; Black Swan events

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APA (6th Edition):

Perera, T. (2018). Forecasting commercial property market performance: beyond the primary reliance on econometric models. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:162550

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):

Perera, T. “Forecasting commercial property market performance: beyond the primary reliance on econometric models.” 2018. Thesis, RMIT University. Accessed October 18, 2019. http://researchbank.rmit.edu.au/view/rmit:162550.

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

MLA Handbook (7th Edition):

Perera, T. “Forecasting commercial property market performance: beyond the primary reliance on econometric models.” 2018. Web. 18 Oct 2019.

Vancouver:

Perera T. Forecasting commercial property market performance: beyond the primary reliance on econometric models. [Internet] [Thesis]. RMIT University; 2018. [cited 2019 Oct 18]. Available from: http://researchbank.rmit.edu.au/view/rmit:162550.

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

Council of Science Editors:

Perera T. Forecasting commercial property market performance: beyond the primary reliance on econometric models. [Thesis]. RMIT University; 2018. Available from: http://researchbank.rmit.edu.au/view/rmit:162550

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


University of Lund

15. Liu, Lu. Essays on Financial Market Interdependence.

Degree: 2012, University of Lund

 This thesis aims at investigating the risk spillover and correlations among national stock markets, and the structure of dependence between stocks and commodity futures. It… (more)

Subjects/Keywords: Nationalekonomi; Stock markets; commodity futures; extreme downside risk; regime-switching; correlations; diversification; market linkages; heterogeneity; EMU stock markets; dynamic panel data

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APA (6th Edition):

Liu, L. (2012). Essays on Financial Market Interdependence. (Doctoral Dissertation). University of Lund. Retrieved from http://lup.lub.lu.se/record/2437256 ; http://portal.research.lu.se/ws/files/3897650/2437257.pdf

Chicago Manual of Style (16th Edition):

Liu, Lu. “Essays on Financial Market Interdependence.” 2012. Doctoral Dissertation, University of Lund. Accessed October 18, 2019. http://lup.lub.lu.se/record/2437256 ; http://portal.research.lu.se/ws/files/3897650/2437257.pdf.

MLA Handbook (7th Edition):

Liu, Lu. “Essays on Financial Market Interdependence.” 2012. Web. 18 Oct 2019.

Vancouver:

Liu L. Essays on Financial Market Interdependence. [Internet] [Doctoral dissertation]. University of Lund; 2012. [cited 2019 Oct 18]. Available from: http://lup.lub.lu.se/record/2437256 ; http://portal.research.lu.se/ws/files/3897650/2437257.pdf.

Council of Science Editors:

Liu L. Essays on Financial Market Interdependence. [Doctoral Dissertation]. University of Lund; 2012. Available from: http://lup.lub.lu.se/record/2437256 ; http://portal.research.lu.se/ws/files/3897650/2437257.pdf

16. Ben Salah, Hanene. Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio.

Degree: Docteur es, Sciences de gestion, 2015, Université Claude Bernard – Lyon I

La méthode d'optimisation d'un portefeuille issue de la minimisation du DownSide Risk a été mise au point pour suppléer les carences de la méthode classique… (more)

Subjects/Keywords: Risque Conditionnel; DownSide Risk; Noyau; Estimation non paramétrique de la moyenne; Estimation non paramétrique de la médiane; Semivariance; Conditional Risk; DownSide Risk; Kernel Predictors; Nonparametric Mean Estimation; Nonparametric Median Estimation; Semivariance; 658.1

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

APA (6th Edition):

Ben Salah, H. (2015). Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio. (Doctoral Dissertation). Université Claude Bernard – Lyon I. Retrieved from http://www.theses.fr/2015LYO10249

Chicago Manual of Style (16th Edition):

Ben Salah, Hanene. “Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio.” 2015. Doctoral Dissertation, Université Claude Bernard – Lyon I. Accessed October 18, 2019. http://www.theses.fr/2015LYO10249.

MLA Handbook (7th Edition):

Ben Salah, Hanene. “Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio.” 2015. Web. 18 Oct 2019.

Vancouver:

Ben Salah H. Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio. [Internet] [Doctoral dissertation]. Université Claude Bernard – Lyon I; 2015. [cited 2019 Oct 18]. Available from: http://www.theses.fr/2015LYO10249.

Council of Science Editors:

Ben Salah H. Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio. [Doctoral Dissertation]. Université Claude Bernard – Lyon I; 2015. Available from: http://www.theses.fr/2015LYO10249

17. Morales Mahecha , Ridley Santiago. A location-allocation model under uncertainty applied to disasters .

Degree: 2013, Universidad de los Andes

 La ubicación estratégica de hangares y la cantidad de objetos en estas puede reducir el impacto negativo de un desastre. Nosotros modelamos el problema de… (more)

Subjects/Keywords: Disaster management; Stochastic program; Expected downside risk; Facility location; Inventory planning; Resource allocation

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

APA (6th Edition):

Morales Mahecha , R. S. (2013). A location-allocation model under uncertainty applied to disasters . (Thesis). Universidad de los Andes. Retrieved from http://documentodegrado.uniandes.edu.co/documentos/200622224_fecha_2013_07_24_hora_01_19_36_parte_1.pdf

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):

Morales Mahecha , Ridley Santiago. “A location-allocation model under uncertainty applied to disasters .” 2013. Thesis, Universidad de los Andes. Accessed October 18, 2019. http://documentodegrado.uniandes.edu.co/documentos/200622224_fecha_2013_07_24_hora_01_19_36_parte_1.pdf.

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

MLA Handbook (7th Edition):

Morales Mahecha , Ridley Santiago. “A location-allocation model under uncertainty applied to disasters .” 2013. Web. 18 Oct 2019.

Vancouver:

Morales Mahecha RS. A location-allocation model under uncertainty applied to disasters . [Internet] [Thesis]. Universidad de los Andes; 2013. [cited 2019 Oct 18]. Available from: http://documentodegrado.uniandes.edu.co/documentos/200622224_fecha_2013_07_24_hora_01_19_36_parte_1.pdf.

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

Council of Science Editors:

Morales Mahecha RS. A location-allocation model under uncertainty applied to disasters . [Thesis]. Universidad de los Andes; 2013. Available from: http://documentodegrado.uniandes.edu.co/documentos/200622224_fecha_2013_07_24_hora_01_19_36_parte_1.pdf

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

18. Shah, Payal. Three essays on conservation: policy design, risk management and impact evaluation.

Degree: PhD, 5273, 2013, University of Illinois – Urbana-Champaign

 In this dissertation, I use economic tools to address pressing issues associated with designing and managing conservation programs and evaluating the effectiveness of those programs.… (more)

Subjects/Keywords: deforestation; conservation; diversification; portfolio optimization; downside risk; uncertainty

…approach to manage downside risk that stems from climate change induced uncertainties in spatial… …for managing conservation projects. I use downside risk measures to balance the risk-reward… …from finance to identify efficient 2 risk-reducing diversified conservation portfolios… …target level, tools that minimize variance may fail to identify the best risk-reward tradeoffs… …use of one risk measure rather than the other. Based on a case study of the effects of… 

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

APA (6th Edition):

Shah, P. (2013). Three essays on conservation: policy design, risk management and impact evaluation. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/44262

Chicago Manual of Style (16th Edition):

Shah, Payal. “Three essays on conservation: policy design, risk management and impact evaluation.” 2013. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed October 18, 2019. http://hdl.handle.net/2142/44262.

MLA Handbook (7th Edition):

Shah, Payal. “Three essays on conservation: policy design, risk management and impact evaluation.” 2013. Web. 18 Oct 2019.

Vancouver:

Shah P. Three essays on conservation: policy design, risk management and impact evaluation. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2013. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/2142/44262.

Council of Science Editors:

Shah P. Three essays on conservation: policy design, risk management and impact evaluation. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2013. Available from: http://hdl.handle.net/2142/44262


University of New Orleans

19. Wang, Yunqing. Essays on Real Estate Investment Trusts.

Degree: PhD, Economics and Finance, 2007, University of New Orleans

 The first essay of this dissertation investigates the relationship between downside risk and returns of real estate investment trusts (REITs) and assesses the performance of… (more)

Subjects/Keywords: Real Estate Investment Trusts; REITs; Mutual Funds; Downside Risk; Liquidity

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

APA (6th Edition):

Wang, Y. (2007). Essays on Real Estate Investment Trusts. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/589

Chicago Manual of Style (16th Edition):

Wang, Yunqing. “Essays on Real Estate Investment Trusts.” 2007. Doctoral Dissertation, University of New Orleans. Accessed October 18, 2019. https://scholarworks.uno.edu/td/589.

MLA Handbook (7th Edition):

Wang, Yunqing. “Essays on Real Estate Investment Trusts.” 2007. Web. 18 Oct 2019.

Vancouver:

Wang Y. Essays on Real Estate Investment Trusts. [Internet] [Doctoral dissertation]. University of New Orleans; 2007. [cited 2019 Oct 18]. Available from: https://scholarworks.uno.edu/td/589.

Council of Science Editors:

Wang Y. Essays on Real Estate Investment Trusts. [Doctoral Dissertation]. University of New Orleans; 2007. Available from: https://scholarworks.uno.edu/td/589


Queensland University of Technology

20. Basu, Anup K. Essays on asset allocation strategies for defined contribution plans.

Degree: 2008, Queensland University of Technology

 Asset allocation is the most influential factor driving investment performance. While researchers have made substantial progress in the field of asset allocation since the introduction… (more)

Subjects/Keywords: asset allocation, bootstrap resampling, defined contribution (DC) plan, downside risk, dynamic lifecycle strategy, expected tail loss (ETL), lifecycle fund, lower partial moment (LPM), monte carlo simulation (MCS), stochastic dominance (SD); tail risk, terminal wealth, value at risk (VaR)

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

APA (6th Edition):

Basu, A. K. (2008). Essays on asset allocation strategies for defined contribution plans. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/16992/

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):

Basu, Anup K. “Essays on asset allocation strategies for defined contribution plans.” 2008. Thesis, Queensland University of Technology. Accessed October 18, 2019. https://eprints.qut.edu.au/16992/.

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

MLA Handbook (7th Edition):

Basu, Anup K. “Essays on asset allocation strategies for defined contribution plans.” 2008. Web. 18 Oct 2019.

Vancouver:

Basu AK. Essays on asset allocation strategies for defined contribution plans. [Internet] [Thesis]. Queensland University of Technology; 2008. [cited 2019 Oct 18]. Available from: https://eprints.qut.edu.au/16992/.

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

Council of Science Editors:

Basu AK. Essays on asset allocation strategies for defined contribution plans. [Thesis]. Queensland University of Technology; 2008. Available from: https://eprints.qut.edu.au/16992/

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

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

Degree: 2004, Erasmus Research Institute of Management

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

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

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Vliet, Pim. “Downside Risk And Empirical Asset Pricing.” 2004. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed October 18, 2019. http://hdl.handle.net/1765/1819.

MLA Handbook (7th Edition):

Vliet, Pim. “Downside Risk And Empirical Asset Pricing.” 2004. Web. 18 Oct 2019.

Vancouver:

Vliet P. Downside Risk And Empirical Asset Pricing. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2004. [cited 2019 Oct 18]. Available from: http://hdl.handle.net/1765/1819.

Council of Science Editors:

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


Pontifical Catholic University of Rio de Janeiro

22. LUIS ANTONIO GUIMARAES BENEGAS. [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS.

Degree: 2002, Pontifical Catholic University of Rio de Janeiro

[pt] O conceito de risco é definido como a distribuição de resultados inesperados devido a alterações nos valores das variáveis que descrevem o mercado. Entretanto,… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] RISCO; [en] RISK; [pt] GARCH; [en] GARCH; [pt] MODELOS DE ESTIMACAO; [en] ESTIMATING MODELS; [pt] MEDIDAS DE RISCO; [en] RISK MEASURES; [pt] VARIANCIA; [en] VARIANCE; [pt] SEMIVARIANCIA; [en] SEMIVARIANCE; [pt] DOWNSIDE RISK; [en] DOWNSIDE RISK; [pt] MODELOS DE PREVISAO; [en] FORECASTING MODELS

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APA (6th Edition):

BENEGAS, L. A. G. (2002). [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213

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):

BENEGAS, LUIS ANTONIO GUIMARAES. “[en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS.” 2002. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 18, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213.

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

MLA Handbook (7th Edition):

BENEGAS, LUIS ANTONIO GUIMARAES. “[en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS.” 2002. Web. 18 Oct 2019.

Vancouver:

BENEGAS LAG. [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. [cited 2019 Oct 18]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213.

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

Council of Science Editors:

BENEGAS LAG. [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213

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

23. Kato, Fernando Hideki. Análise de carteiras em tempo discreto.

Degree: Mestrado, Administração, 2004, University of São Paulo

Nesta dissertação, o modelo de seleção de carteiras de Markowitz será estendido com uma análise em tempo discreto e hipóteses mais realísticas. Um produto tensorial… (more)

Subjects/Keywords: additive and multiplicative returns; additive convolution; approximation of the multivariate probability density function; aproximação da densidade de probabilidade multivariada; coherent risk measures; convexidade; convexity; convolução aditiva; convolução multiplicativa; critério de Kelly; default risk; distribuição Gama Generalizada; Downside Risk; Downside Risk; estratégia multiperiódica; finite mixture of Erlang distributions; Fox H function; função Fox H; função Meijer G; Generalized Gamma distribution; Kelly’s criterion; Laplace transform; large-scale optimization; Lower Partial Moment; Lower Partial Moment; medidas coerentes de risco; Meijer G function; Mellin transform; mistura finita de distribuições Erlang; model selection; multiperiod; multiperiodic strategy; multiperíodo; multiplicative convolution; mundos de retornos discretos e contínuos; otimização de carteiras; otimização em larga escala; portfolio optimization; portfolio selection; produto tensorial; retornos aditivos e multiplicativos; risco de falência; seleção de carteiras; seleção de modelo; tensor product; transformada de Laplace; transformada de Mellin; worlds of discrete and continuous returns

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

APA (6th Edition):

Kato, F. H. (2004). Análise de carteiras em tempo discreto. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;

Chicago Manual of Style (16th Edition):

Kato, Fernando Hideki. “Análise de carteiras em tempo discreto.” 2004. Masters Thesis, University of São Paulo. Accessed October 18, 2019. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;.

MLA Handbook (7th Edition):

Kato, Fernando Hideki. “Análise de carteiras em tempo discreto.” 2004. Web. 18 Oct 2019.

Vancouver:

Kato FH. Análise de carteiras em tempo discreto. [Internet] [Masters thesis]. University of São Paulo; 2004. [cited 2019 Oct 18]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;.

Council of Science Editors:

Kato FH. Análise de carteiras em tempo discreto. [Masters Thesis]. University of São Paulo; 2004. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;

.