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You searched for subject:(Markowitz Model). Showing records 1 – 21 of 21 total matches.

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EPFL

1. 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 13, 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. 13 Dec 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Dec 13]. 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 Debrecen

2. Talafha, Mohammad. Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange .

Degree: DE – Természettudományi és Technológiai Kar – Matematikai Intézet, University of Debrecen

 fitting mean variance model and see how the market is going in Jordan depends on data collected from Amman stock exchange (ASE) (2016-2018) year by… (more)

Subjects/Keywords: Mean Variance model; Markowitz

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APA (6th Edition):

Talafha, M. (n.d.). Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/267527

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Talafha, Mohammad. “Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange .” Thesis, University of Debrecen. Accessed December 13, 2019. http://hdl.handle.net/2437/267527.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Talafha, Mohammad. “Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange .” Web. 13 Dec 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Talafha M. Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange . [Internet] [Thesis]. University of Debrecen; [cited 2019 Dec 13]. Available from: http://hdl.handle.net/2437/267527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Talafha M. Empirical Test Of Mean-Variance Model In Jordan Amman Stock Exchange . [Thesis]. University of Debrecen; Available from: http://hdl.handle.net/2437/267527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Brno University of Technology

3. Freml, Josef. Modelování individuálních investičních rizik .

Degree: 2017, Brno University of Technology

 Diplomová práce se zabývá problematikou modelování individuálních investičních rizik. První část je věnována přiblížení základních pojmů v oblasti investičních rizik, aktiv, portfolia a jeho složek.… (more)

Subjects/Keywords: Riziko; aktiva; portfolio; optimalizace; Markowitzův model.; Risk; assets; portfolio; optimalization; Markowitz model.

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

APA (6th Edition):

Freml, J. (2017). Modelování individuálních investičních rizik . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/66420

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):

Freml, Josef. “Modelování individuálních investičních rizik .” 2017. Thesis, Brno University of Technology. Accessed December 13, 2019. http://hdl.handle.net/11012/66420.

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

MLA Handbook (7th Edition):

Freml, Josef. “Modelování individuálních investičních rizik .” 2017. Web. 13 Dec 2019.

Vancouver:

Freml J. Modelování individuálních investičních rizik . [Internet] [Thesis]. Brno University of Technology; 2017. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/11012/66420.

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

Council of Science Editors:

Freml J. Modelování individuálních investičních rizik . [Thesis]. Brno University of Technology; 2017. Available from: http://hdl.handle.net/11012/66420

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


Linköping University

4. Bjurgert, Johan. Forecasting the Equity Premium and Optimal Portfolios.

Degree: Mathematics, 2008, Linköping University

  The expected equity premium is an important parameter in many financial models, especially within portfolio optimization. A good forecast of the future equity premium… (more)

Subjects/Keywords: equity premium; Bayesian model averaging; linear prediction; estimation errors; Markowitz optimization; Business and economics; Ekonomi

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APA (6th Edition):

Bjurgert, J. (2008). Forecasting the Equity Premium and Optimal Portfolios. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-11795

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):

Bjurgert, Johan. “Forecasting the Equity Premium and Optimal Portfolios.” 2008. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-11795.

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

MLA Handbook (7th Edition):

Bjurgert, Johan. “Forecasting the Equity Premium and Optimal Portfolios.” 2008. Web. 13 Dec 2019.

Vancouver:

Bjurgert J. Forecasting the Equity Premium and Optimal Portfolios. [Internet] [Thesis]. Linköping University; 2008. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-11795.

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

Council of Science Editors:

Bjurgert J. Forecasting the Equity Premium and Optimal Portfolios. [Thesis]. Linköping University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-11795

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


Brno University of Technology

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

Degree: 2016, Brno University of Technology

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

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

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Řeháčková, Miroslava. “Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .” 2016. Thesis, Brno University of Technology. Accessed December 13, 2019. http://hdl.handle.net/11012/52030.

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

MLA Handbook (7th Edition):

Řeháčková, Miroslava. “Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .” 2016. Web. 13 Dec 2019.

Vancouver:

Řeháčková M. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . [Internet] [Thesis]. Brno University of Technology; 2016. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/11012/52030.

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

Council of Science Editors:

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

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


Technical University of Lisbon

6. Barateiro, Ana Catarina Clemente. Fundo especial de investimento : commodities agrícolas.

Degree: 2010, Technical University of Lisbon

Mestrado em Finanças

O principal objectivo deste trabalho baseou-se na constituição de um Fundo Especial de Investimento composto por treze séries de futuros sobre commodities… (more)

Subjects/Keywords: Commodities Agrícolas; Fundo Especial de Investimento; Modelo de Markowitz; Medida de Sharpe; Medida de Jensen; Medida de Treynor; Agricultural Commodities;

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APA (6th Edition):

Barateiro, A. C. C. (2010). Fundo especial de investimento : commodities agrícolas. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/2097

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):

Barateiro, Ana Catarina Clemente. “Fundo especial de investimento : commodities agrícolas.” 2010. Thesis, Technical University of Lisbon. Accessed December 13, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/2097.

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

MLA Handbook (7th Edition):

Barateiro, Ana Catarina Clemente. “Fundo especial de investimento : commodities agrícolas.” 2010. Web. 13 Dec 2019.

Vancouver:

Barateiro ACC. Fundo especial de investimento : commodities agrícolas. [Internet] [Thesis]. Technical University of Lisbon; 2010. [cited 2019 Dec 13]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/2097.

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

Council of Science Editors:

Barateiro ACC. Fundo especial de investimento : commodities agrícolas. [Thesis]. Technical University of Lisbon; 2010. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/2097

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


Technical University of Lisbon

7. Oliveira, Vitor Manuel Branco. Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20.

Degree: 2009, Technical University of Lisbon

Mestrado em Finanças

Este trabalho visa avaliar o contributo de uma gestão activa comparativamente a uma gestão passiva no desempenho de determinado portfolio, composto por… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Carteira Óptima; Portfolio de Acções; Indice PSI 20; Modelo de Markowitz; Active Management Portfolio; Passive Management Portfolio; Optimised Portfolio; Equity Portfolio; PSI 20 Index; Markowitz Model

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

APA (6th Edition):

Oliveira, V. M. B. (2009). Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741

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):

Oliveira, Vitor Manuel Branco. “Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20.” 2009. Thesis, Technical University of Lisbon. Accessed December 13, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741.

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

MLA Handbook (7th Edition):

Oliveira, Vitor Manuel Branco. “Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20.” 2009. Web. 13 Dec 2019.

Vancouver:

Oliveira VMB. Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20. [Internet] [Thesis]. Technical University of Lisbon; 2009. [cited 2019 Dec 13]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741.

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

Council of Science Editors:

Oliveira VMB. Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20. [Thesis]. Technical University of Lisbon; 2009. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741

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


Pontifical Catholic University of Rio de Janeiro

8. THUENER ARMANDO DA SILVA. [en] EXPERIMENTAL STUDY OF TECHNIQUES FOR PORTFOLIO OPTIMIZATION.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] Markowitz em 1959 estruturou as bases da teoria moderna de seleção de carteiras através da análise do risco e do retorno de ativos. Mesmo… (more)

Subjects/Keywords: [pt] IBOVESPA; [en] IBOVESPA; [pt] MODELO DE MARKOWITZ; [en] MARKOWITZ MODEL; [pt] CARTEIRAS DE ACOES; [en] PORTFOLIOS; [pt] ANALISE DE INVESTIMENTO; [en] ANALYSIS OF INVESTMENT; [pt] BASE DE DADOS

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APA (6th Edition):

SILVA, T. A. D. (2011). [en] EXPERIMENTAL STUDY OF TECHNIQUES FOR PORTFOLIO OPTIMIZATION. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16807

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):

SILVA, THUENER ARMANDO DA. “[en] EXPERIMENTAL STUDY OF TECHNIQUES FOR PORTFOLIO OPTIMIZATION.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 13, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16807.

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

MLA Handbook (7th Edition):

SILVA, THUENER ARMANDO DA. “[en] EXPERIMENTAL STUDY OF TECHNIQUES FOR PORTFOLIO OPTIMIZATION.” 2011. Web. 13 Dec 2019.

Vancouver:

SILVA TAD. [en] EXPERIMENTAL STUDY OF TECHNIQUES FOR PORTFOLIO OPTIMIZATION. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2019 Dec 13]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16807.

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

Council of Science Editors:

SILVA TAD. [en] EXPERIMENTAL STUDY OF TECHNIQUES FOR PORTFOLIO OPTIMIZATION. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16807

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


Arizona State University

9. Flores, Hector M. Opportunistic Fresh-Produce Commercialization under Two-Market Disintegration.

Degree: MS, Industrial Engineering, 2011, Arizona State University

 This thesis develops a low-investment marketing strategy that allows low-to-mid level farmers extend their commercialization reach by strategically sending containers of fresh produce items to… (more)

Subjects/Keywords: Industrial Engineering; Marketing; Economics, Finance; arbitrage opportunity; Commercialization; fresh produce; market trends; Markowitz Model; shipment configuration

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APA (6th Edition):

Flores, H. M. (2011). Opportunistic Fresh-Produce Commercialization under Two-Market Disintegration. (Masters Thesis). Arizona State University. Retrieved from http://repository.asu.edu/items/9468

Chicago Manual of Style (16th Edition):

Flores, Hector M. “Opportunistic Fresh-Produce Commercialization under Two-Market Disintegration.” 2011. Masters Thesis, Arizona State University. Accessed December 13, 2019. http://repository.asu.edu/items/9468.

MLA Handbook (7th Edition):

Flores, Hector M. “Opportunistic Fresh-Produce Commercialization under Two-Market Disintegration.” 2011. Web. 13 Dec 2019.

Vancouver:

Flores HM. Opportunistic Fresh-Produce Commercialization under Two-Market Disintegration. [Internet] [Masters thesis]. Arizona State University; 2011. [cited 2019 Dec 13]. Available from: http://repository.asu.edu/items/9468.

Council of Science Editors:

Flores HM. Opportunistic Fresh-Produce Commercialization under Two-Market Disintegration. [Masters Thesis]. Arizona State University; 2011. Available from: http://repository.asu.edu/items/9468


Technical University of Lisbon

10. Monteiro, Pedro Matoso Coimbra Sacramento. A Gestão de Carteira de Acções aplicada ao mercado espanhol.

Degree: 2011, Technical University of Lisbon

Mestrado em Finanças

A presente dissertação teve como objetivo principal analisar e comparar a gestão ativa e passiva de um determinado portfolio constituído por ações… (more)

Subjects/Keywords: Gestão Ativa; Gestão Passiva; Índice Bolsista Espanhol (IBEX 35); Modelo de Markowitz; Modelo de Variância Mínima; Carteira de Ações com Pesos Iguais; Active Management; Passive Management; Spanish Stock Index (IBEX 35); Markowitz Model; Minimum Variance Model; Equity Portfolio with Equal Weights

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

APA (6th Edition):

Monteiro, P. M. C. S. (2011). A Gestão de Carteira de Acções aplicada ao mercado espanhol. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211

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):

Monteiro, Pedro Matoso Coimbra Sacramento. “A Gestão de Carteira de Acções aplicada ao mercado espanhol.” 2011. Thesis, Technical University of Lisbon. Accessed December 13, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211.

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

MLA Handbook (7th Edition):

Monteiro, Pedro Matoso Coimbra Sacramento. “A Gestão de Carteira de Acções aplicada ao mercado espanhol.” 2011. Web. 13 Dec 2019.

Vancouver:

Monteiro PMCS. A Gestão de Carteira de Acções aplicada ao mercado espanhol. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2019 Dec 13]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211.

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

Council of Science Editors:

Monteiro PMCS. A Gestão de Carteira de Acções aplicada ao mercado espanhol. [Thesis]. Technical University of Lisbon; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211

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


Technical University of Lisbon

11. Sousa, Júnior Gabriel Faria de. Active versus passive management : the case of BOVESPA.

Degree: 2016, Technical University of Lisbon

Mestrado em Finanças

O principal objetivo deste trabalho é analisar alguns modelos subjacente à gestão de carteiras ativa e passiva e qual seria seu impacto… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Portfolio de Acções; Modelo de Markowitz; Modelo de Variância Mínima; Carteira de Acções com Pesos Iguais; Rácio de Sharpe; Active Management; Passive Management; Portfolio Shares; Markowitz Model; Minimum Variance Model; Equity Portfolio with Equal Weights; Sharpe ratio

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

APA (6th Edition):

Sousa, J. G. F. d. (2016). Active versus passive management : the case of BOVESPA. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647

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):

Sousa, Júnior Gabriel Faria de. “Active versus passive management : the case of BOVESPA.” 2016. Thesis, Technical University of Lisbon. Accessed December 13, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647.

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

MLA Handbook (7th Edition):

Sousa, Júnior Gabriel Faria de. “Active versus passive management : the case of BOVESPA.” 2016. Web. 13 Dec 2019.

Vancouver:

Sousa JGFd. Active versus passive management : the case of BOVESPA. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2019 Dec 13]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647.

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

Council of Science Editors:

Sousa JGFd. Active versus passive management : the case of BOVESPA. [Thesis]. Technical University of Lisbon; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647

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


Technical University of Lisbon

12. Martins, Luís Pedro Rosa. A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano.

Degree: 2014, Technical University of Lisbon

Mestrado em Finanças

O objectivo deste trabalho é verificar as possíveis vantagens da gestão activa face à gestão passiva de uma carteira de acções com… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Portfolio de Acções; Modelo de Markowitz; Modelo de Variância Mínima; Carteira de Acções com Pesos Iguais; Active Management; Passive Management; Portfolio Shares; Markowitz Model; Minimum Variance Model; Equity Portfolio with Equal Weights

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

APA (6th Edition):

Martins, L. P. R. (2014). A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198

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):

Martins, Luís Pedro Rosa. “A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano.” 2014. Thesis, Technical University of Lisbon. Accessed December 13, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198.

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

MLA Handbook (7th Edition):

Martins, Luís Pedro Rosa. “A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano.” 2014. Web. 13 Dec 2019.

Vancouver:

Martins LPR. A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2019 Dec 13]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198.

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

Council of Science Editors:

Martins LPR. A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano. [Thesis]. Technical University of Lisbon; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198

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

13. Dantas, Allan Leão. Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.

Degree: Mestrado, Engenharia de Sistemas, 2006, University of São Paulo

Inicialmente neste trabalho são apresentados os conceitos básicos de média e variância e como estes se aplicam na caracterização de um ativo ou carteira de… (more)

Subjects/Keywords: Markowitz model; Mean-variance; Média-variância; Modelo de Markowitz; Multiperiod; Multiperíodo; No-shorting constraints; Sem posições a descoberto

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

APA (6th Edition):

Dantas, A. L. (2006). Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;

Chicago Manual of Style (16th Edition):

Dantas, Allan Leão. “Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.” 2006. Masters Thesis, University of São Paulo. Accessed December 13, 2019. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;.

MLA Handbook (7th Edition):

Dantas, Allan Leão. “Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco.” 2006. Web. 13 Dec 2019.

Vancouver:

Dantas AL. Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco. [Internet] [Masters thesis]. University of São Paulo; 2006. [cited 2019 Dec 13]. Available from: http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;.

Council of Science Editors:

Dantas AL. Otimização multiperíodo por média-variância sem posições a descoberto em ativos de risco. [Masters Thesis]. University of São Paulo; 2006. Available from: http://www.teses.usp.br/teses/disponiveis/3/3139/tde-13122006-174247/ ;

14. Paulo Henrique Kaupa. Aplicação de técnicas da inteligência artificial na seleção de ações para investimento na bolsa de valores de São Paulo.

Degree: 2013, Universidade Nove de Julho

The Stock Exchanges are institutions that mediate the buying and selling of stocks and securities, acting as a link between companies and investors. Investing in… (more)

Subjects/Keywords: Bolsa de Valores; Teoria dos Rough Sets; Redes Neurais Artificiais; Modelo de Markowitz; Seleção de Carteiras de Ações; ENGENHARIA DE PRODUCAO; Stock Exchange; Investments; Rough Set Theory; Artificial Neural Networks; Markowitz Model; Portfolio Selection

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

APA (6th Edition):

Kaupa, P. H. (2013). Aplicação de técnicas da inteligência artificial na seleção de ações para investimento na bolsa de valores de São Paulo. (Thesis). Universidade Nove de Julho. Retrieved from http://www4.uninove.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=620

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):

Kaupa, Paulo Henrique. “Aplicação de técnicas da inteligência artificial na seleção de ações para investimento na bolsa de valores de São Paulo.” 2013. Thesis, Universidade Nove de Julho. Accessed December 13, 2019. http://www4.uninove.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=620.

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

MLA Handbook (7th Edition):

Kaupa, Paulo Henrique. “Aplicação de técnicas da inteligência artificial na seleção de ações para investimento na bolsa de valores de São Paulo.” 2013. Web. 13 Dec 2019.

Vancouver:

Kaupa PH. Aplicação de técnicas da inteligência artificial na seleção de ações para investimento na bolsa de valores de São Paulo. [Internet] [Thesis]. Universidade Nove de Julho; 2013. [cited 2019 Dec 13]. Available from: http://www4.uninove.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=620.

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

Council of Science Editors:

Kaupa PH. Aplicação de técnicas da inteligência artificial na seleção de ações para investimento na bolsa de valores de São Paulo. [Thesis]. Universidade Nove de Julho; 2013. Available from: http://www4.uninove.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=620

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


Technical University of Lisbon

15. Félix, João Pedro Santos Silva. A gestão de carteira de acções aplicada ao mercado francês.

Degree: 2011, Technical University of Lisbon

Mestrado em Finanças

O principal objectivo deste estudo é avaliar as possíveis vantagens de uma carteira caracterizada por uma gestão activa face a uma carteira… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Carteira Óptima; Carteira de Variância Mínima; Modelo de Markowitz; Carteira de acções; Rácio de Sharpe; Active Management; Passive Management; Optimized Portfolio; Minimum Variance Portfolio; Markowitz Model; Equity Portfolio; Sharpe Ratio

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

APA (6th Edition):

Félix, J. P. S. S. (2011). A gestão de carteira de acções aplicada ao mercado francês. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263

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):

Félix, João Pedro Santos Silva. “A gestão de carteira de acções aplicada ao mercado francês.” 2011. Thesis, Technical University of Lisbon. Accessed December 13, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263.

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

MLA Handbook (7th Edition):

Félix, João Pedro Santos Silva. “A gestão de carteira de acções aplicada ao mercado francês.” 2011. Web. 13 Dec 2019.

Vancouver:

Félix JPSS. A gestão de carteira de acções aplicada ao mercado francês. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2019 Dec 13]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263.

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

Council of Science Editors:

Félix JPSS. A gestão de carteira de acções aplicada ao mercado francês. [Thesis]. Technical University of Lisbon; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263

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


KTH

16. Isaksson, Daniel. Robust portfolio optimization with Expected Shortfall.

Degree: Mathematical Statistics, 2016, KTH

This thesis project studies robust portfolio optimization with Expected Short-fall applied to a reference portfolio consisting of Swedish linear assets with stocks and a… (more)

Subjects/Keywords: Robust Portfolio Optimization; Risk Management; Expected Shortfall; Elliptical Distributions; GARCH model; Normal Copula; Hybrid Generalized Pareto-Empirical-Generalized Pareto Marginals; Markowitz Mean-Variance Optimization; Contribution Expected Shortfall

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

APA (6th Edition):

Isaksson, D. (2016). Robust portfolio optimization with Expected Shortfall. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

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):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Thesis, KTH. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

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

MLA Handbook (7th Edition):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Web. 13 Dec 2019.

Vancouver:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Internet] [Thesis]. KTH; 2016. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

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

Council of Science Editors:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

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


Pontifical Catholic University of Rio de Janeiro

17. ANDRE MACHADO CALDEIRA. [en] PORTFOLIO SELECTION USING NON PARAMETRIC TECHNIQUES.

Degree: 2005, Pontifical Catholic University of Rio de Janeiro

[pt] Nos anos 50, Henrry Markowitz criou um modelo que maximiza a razão entre a média e o desvio padrão [Markowitz, 1952 & 1959]. Esse… (more)

Subjects/Keywords: [pt] ENTROPIA; [en] ENTROPY; [pt] INDICE SHARPE; [en] SHARPE INDEX; [pt] JANELAS DE PARZEN; [en] PARZEN WINDOWS; [pt] MODELO DE MARKOWITZ; [en] MARKOWITZ MODEL

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

APA (6th Edition):

CALDEIRA, A. M. (2005). [en] PORTFOLIO SELECTION USING NON PARAMETRIC TECHNIQUES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6988

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):

CALDEIRA, ANDRE MACHADO. “[en] PORTFOLIO SELECTION USING NON PARAMETRIC TECHNIQUES.” 2005. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 13, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6988.

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

MLA Handbook (7th Edition):

CALDEIRA, ANDRE MACHADO. “[en] PORTFOLIO SELECTION USING NON PARAMETRIC TECHNIQUES.” 2005. Web. 13 Dec 2019.

Vancouver:

CALDEIRA AM. [en] PORTFOLIO SELECTION USING NON PARAMETRIC TECHNIQUES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2005. [cited 2019 Dec 13]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6988.

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

Council of Science Editors:

CALDEIRA AM. [en] PORTFOLIO SELECTION USING NON PARAMETRIC TECHNIQUES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2005. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6988

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

18. Cvörnjek, Nejc. Uporaba algoritmov po vzorih iz narave pri napovedovanju cene delnic in optimizaciji portfelja.

Degree: 2015, Univerza v Mariboru

V magistrskem delu smo uporabili algoritme po vzorih iz narave za finančna modeliranja. Najprej smo uporabili umetne nevronske mreže za napovedovanje cene delnice, nato pa… (more)

Subjects/Keywords: finančni trg; teorija upravljanja portfelja; umetne nevronske mreže; genetski algoritmi; Markowitzev model; optimizacija; večkriterijska optimizacija; financial market; portfolio theory; artificial neural networks; genetic algorithms; Markowitz model; optimization; multiobjective optimization; info:eu-repo/classification/udc/004.89.012:336.763(043.2)

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

APA (6th Edition):

Cvörnjek, N. (2015). Uporaba algoritmov po vzorih iz narave pri napovedovanju cene delnic in optimizaciji portfelja. (Masters Thesis). Univerza v Mariboru. Retrieved from https://dk.um.si/IzpisGradiva.php?id=47591 ; https://dk.um.si/Dokument.php?id=70923&dn= ; https://plus.si.cobiss.net/opac7/bib/18622742?lang=sl

Chicago Manual of Style (16th Edition):

Cvörnjek, Nejc. “Uporaba algoritmov po vzorih iz narave pri napovedovanju cene delnic in optimizaciji portfelja.” 2015. Masters Thesis, Univerza v Mariboru. Accessed December 13, 2019. https://dk.um.si/IzpisGradiva.php?id=47591 ; https://dk.um.si/Dokument.php?id=70923&dn= ; https://plus.si.cobiss.net/opac7/bib/18622742?lang=sl.

MLA Handbook (7th Edition):

Cvörnjek, Nejc. “Uporaba algoritmov po vzorih iz narave pri napovedovanju cene delnic in optimizaciji portfelja.” 2015. Web. 13 Dec 2019.

Vancouver:

Cvörnjek N. Uporaba algoritmov po vzorih iz narave pri napovedovanju cene delnic in optimizaciji portfelja. [Internet] [Masters thesis]. Univerza v Mariboru; 2015. [cited 2019 Dec 13]. Available from: https://dk.um.si/IzpisGradiva.php?id=47591 ; https://dk.um.si/Dokument.php?id=70923&dn= ; https://plus.si.cobiss.net/opac7/bib/18622742?lang=sl.

Council of Science Editors:

Cvörnjek N. Uporaba algoritmov po vzorih iz narave pri napovedovanju cene delnic in optimizaciji portfelja. [Masters Thesis]. Univerza v Mariboru; 2015. Available from: https://dk.um.si/IzpisGradiva.php?id=47591 ; https://dk.um.si/Dokument.php?id=70923&dn= ; https://plus.si.cobiss.net/opac7/bib/18622742?lang=sl

19. Tasios, Nikolaos. Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.

Degree: 2016, National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ)

 Companies operating in the electricity sector face difficult decisions about the type and size of the investment. The exposure in a competitive electricity market, the… (more)

Subjects/Keywords: Μοντέλο ενεργειακής οικονομίας; Λήψη απόφασης σε περιβάλλον με αβεβαιότητα; Αξιολόγηση ενεργειακών πολιτικών; Μοντέλο ολιγοπωλιακού ανταγωνισμού ηλεκτρικής αγοράς; Σύγχρονη θεωρία χαρτοφυλακίου(ανάλυση μέσου διακύμανσης-προσέγγιση Markowitz); Μεγιστοποίηση πιθανότητας αποφυγής ζημίας; Θεωρία δικαιωμάτων προαίρεσης; Στοχαστικός προγραμματισμός δύο σταδίων; Energy economy model; Evaluation of energy policy; Decision making under uncertainty; Oligopolistic power market model; Modern portfolio theory(mean-variance analysis-Markowitz approach); Failure avoidance; Real options theory; Two stage stochastic programming

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

APA (6th Edition):

Tasios, N. (2016). Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος. (Thesis). National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ). Retrieved from http://hdl.handle.net/10442/hedi/37266

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):

Tasios, Nikolaos. “Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.” 2016. Thesis, National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ). Accessed December 13, 2019. http://hdl.handle.net/10442/hedi/37266.

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

MLA Handbook (7th Edition):

Tasios, Nikolaos. “Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος.” 2016. Web. 13 Dec 2019.

Vancouver:

Tasios N. Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος. [Internet] [Thesis]. National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); 2016. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10442/hedi/37266.

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

Council of Science Editors:

Tasios N. Στοχαστική μοντελοποίηση επενδυτικών αποφάσεων ηλεκτροπαραγωγής και προσομοίωση ανάπτυξης συστήματος. [Thesis]. National Technical University of Athens (NTUA); Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); 2016. Available from: http://hdl.handle.net/10442/hedi/37266

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

20. Allergren, Fredrik. CAPM - i tid och otid : En portföljbaserad studie av CAPM på den svenska aktiemarknaden.

Degree: Umeå School of Business, 2007, Umeå University

  Capital Asset Pricing Model (CAPM) är den prissättningsmodell som mest frekvent används av aktörer på den finansiella marknaden samt i litteratur för att förklara… (more)

Subjects/Keywords: CAPM; Aktier; riskhantering; Finansiering; Portföljvalsteori; effektiva marknadshypotesen; EMH; Markowitz; Sharpe; aktiemarknad; Capital Asset Pricing Model; Business studies; Företagsekonomi

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

APA (6th Edition):

Allergren, F. (2007). CAPM - i tid och otid : En portföljbaserad studie av CAPM på den svenska aktiemarknaden. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1081

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):

Allergren, Fredrik. “CAPM - i tid och otid : En portföljbaserad studie av CAPM på den svenska aktiemarknaden.” 2007. Thesis, Umeå University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1081.

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

MLA Handbook (7th Edition):

Allergren, Fredrik. “CAPM - i tid och otid : En portföljbaserad studie av CAPM på den svenska aktiemarknaden.” 2007. Web. 13 Dec 2019.

Vancouver:

Allergren F. CAPM - i tid och otid : En portföljbaserad studie av CAPM på den svenska aktiemarknaden. [Internet] [Thesis]. Umeå University; 2007. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1081.

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

Council of Science Editors:

Allergren F. CAPM - i tid och otid : En portföljbaserad studie av CAPM på den svenska aktiemarknaden. [Thesis]. Umeå University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1081

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

21. Nylen, Emil. CAPM - en vingklippt modell? : En kvantitativ studie om betavärdets påverkan på Sverigefonders avkastning.

Degree: Business Administration, 2015, Umeå University

  Idag äger många svenskar andelar i olika fonder. Detta beror delvis på att det allmänna pensionssystemet i Sverige idag består av en premiepensionsdel, där… (more)

Subjects/Keywords: Capital asset pricing model; CAPM; mutual fund; fonder; sverigefonder; avkastning; finanskris; black swan; svart svan; Markowitz; Taleb; beta; betavärde; aktiemarknadslinje; kapitalmarknadslinje; riskpremie; riskfri ränta; it-bubblan; gray swan; modern portföljsvalsteori; effektiva fronten; kris; linjär regression; regression

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

APA (6th Edition):

Nylen, E. (2015). CAPM - en vingklippt modell? : En kvantitativ studie om betavärdets påverkan på Sverigefonders avkastning. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-105910

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):

Nylen, Emil. “CAPM - en vingklippt modell? : En kvantitativ studie om betavärdets påverkan på Sverigefonders avkastning.” 2015. Thesis, Umeå University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-105910.

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

MLA Handbook (7th Edition):

Nylen, Emil. “CAPM - en vingklippt modell? : En kvantitativ studie om betavärdets påverkan på Sverigefonders avkastning.” 2015. Web. 13 Dec 2019.

Vancouver:

Nylen E. CAPM - en vingklippt modell? : En kvantitativ studie om betavärdets påverkan på Sverigefonders avkastning. [Internet] [Thesis]. Umeå University; 2015. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-105910.

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

Council of Science Editors:

Nylen E. CAPM - en vingklippt modell? : En kvantitativ studie om betavärdets påverkan på Sverigefonders avkastning. [Thesis]. Umeå University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-105910

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

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