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You searched for subject:(Mean variance theory). Showing records 1 – 21 of 21 total matches.

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Texas A&M University

1. Zhou, Ying. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.

Degree: 2012, Texas A&M University

 MV is the traditional method to treat international portfolio selection problems, which bases its theory on the assumption of Normal Distribution. However, during economy recession… (more)

Subjects/Keywords: Safety First; Mean Variance; Hedging; Extreme Value Theory; Portfolio Selection

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APA (6th Edition):

Zhou, Y. (2012). Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

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):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Thesis, Texas A&M University. Accessed December 15, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

MLA Handbook (7th Edition):

Zhou, Ying. “Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis.” 2012. Web. 15 Dec 2019.

Vancouver:

Zhou Y. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974.

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

Council of Science Editors:

Zhou Y. Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2010-12-8974

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

2. Duggal, Rahul. Modern Portfolio Trading with Commodities.

Degree: Sustainable Development of Society and Technology, 2010, Mälardalen University

  There is a big interest for alternative investment strategies than investing in traditional asset classes. Commodities are having a boom dynamic with increasing prices.… (more)

Subjects/Keywords: Modern portfolio theory; Commodities; Mean-variance optimization; MATLAB; Economics; Nationalekonomi

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APA (6th Edition):

Duggal, R. (2010). Modern Portfolio Trading with Commodities. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990

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):

Duggal, Rahul. “Modern Portfolio Trading with Commodities.” 2010. Thesis, Mälardalen University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

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

MLA Handbook (7th Edition):

Duggal, Rahul. “Modern Portfolio Trading with Commodities.” 2010. Web. 15 Dec 2019.

Vancouver:

Duggal R. Modern Portfolio Trading with Commodities. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990.

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

Council of Science Editors:

Duggal R. Modern Portfolio Trading with Commodities. [Thesis]. Mälardalen University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9990

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

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

Degree: Culture and Communication, 2019, Mälardalen University

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Anane, Asomani Kwadwo. “Sustainability for Portfolio Optimization.” 2019. Thesis, Mälardalen University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560.

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

MLA Handbook (7th Edition):

Anane, Asomani Kwadwo. “Sustainability for Portfolio Optimization.” 2019. Web. 15 Dec 2019.

Vancouver:

Anane AK. Sustainability for Portfolio Optimization. [Internet] [Thesis]. Mälardalen University; 2019. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-44560.

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

Council of Science Editors:

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

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


Université Catholique de Louvain

4. Oger, Marie-Odile. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.

Degree: 2016, Université Catholique de Louvain

Over the past decades, assumptions related to modern portfolio theory such as investors‟ rationality, market efficiency and Gaussian returns have been challenged, namely through the… (more)

Subjects/Keywords: Behavioral portfolio theory; Mean-variance theory; Mental Account; Portfolio optimization; Decision making

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

APA (6th Edition):

Oger, M. (2016). Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:3983

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):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Thesis, Université Catholique de Louvain. Accessed December 15, 2019. http://hdl.handle.net/2078.1/thesis:3983.

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

MLA Handbook (7th Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Web. 15 Dec 2019.

Vancouver:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2078.1/thesis:3983.

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

Council of Science Editors:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:3983

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

5. Abdumuminov, Shuhrat. Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance.

Degree: Culture and Communication, 2016, Mälardalen University

  This paper consolidates and compares the applicability and practicality of Black-Litterman model versus traditional Markowitz Mean-Variance model. Although well-known model such as Mean-Variance is… (more)

Subjects/Keywords: Black-Litterman Model Practical Asset Allocation Model Beyond Traditional Mean-Variance Portfolio Theory

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APA (6th Edition):

Abdumuminov, S. (2016). Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-32427

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):

Abdumuminov, Shuhrat. “Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance.” 2016. Thesis, Mälardalen University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-32427.

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

MLA Handbook (7th Edition):

Abdumuminov, Shuhrat. “Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance.” 2016. Web. 15 Dec 2019.

Vancouver:

Abdumuminov S. Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance. [Internet] [Thesis]. Mälardalen University; 2016. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-32427.

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

Council of Science Editors:

Abdumuminov S. Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance. [Thesis]. Mälardalen University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-32427

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

6. Wu, Annie. Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden.

Degree: Business Studies, 2010, Södertörn University College

  Syfte: En komparativ studie och beskriva möjligheterna för att skapa en effektiv portfölj av olika aktieportföljer, där det undersöks om faktorerna som företagens omsättningsstorlek,… (more)

Subjects/Keywords: Effective portfolio; stock portfolio; CAPM; mean-variance portfolio theory & diversification opportunities; Effektiv portfölj; aktieportfölj; CAPM; portföljteori; diversifieringsmöjligheter; Business studies; Företagsekonomi

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APA (6th Edition):

Wu, A. (2010). Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden. (Thesis). Södertörn University College. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503

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):

Wu, Annie. “Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden.” 2010. Thesis, Södertörn University College. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503.

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

MLA Handbook (7th Edition):

Wu, Annie. “Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden.” 2010. Web. 15 Dec 2019.

Vancouver:

Wu A. Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden. [Internet] [Thesis]. Södertörn University College; 2010. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503.

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

Council of Science Editors:

Wu A. Att skapa en lyckad aktieportfölj : En komparativ uppsats om aktieportföljer och dess faktorer i den svenska marknaden. [Thesis]. Södertörn University College; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3503

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


University of the Western Cape

7. Seepi, Thoriso P.J. Methods of optimizing investment portfolios .

Degree: 2013, University of the Western Cape

 In this thesis, we discuss methods for optimising the expected rate of return of a portfolio with minimal risk. As part of the work we… (more)

Subjects/Keywords: Optimisation; Convex optimisation; Modern portfolio theory; Portfolio management; Quadratic programming; Markowitz mean variance optimisation; Capital asset pricing models; Value at risk

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APA (6th Edition):

Seepi, T. P. J. (2013). Methods of optimizing investment portfolios . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3883

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):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Thesis, University of the Western Cape. Accessed December 15, 2019. http://hdl.handle.net/11394/3883.

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

MLA Handbook (7th Edition):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Web. 15 Dec 2019.

Vancouver:

Seepi TPJ. Methods of optimizing investment portfolios . [Internet] [Thesis]. University of the Western Cape; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/11394/3883.

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

Council of Science Editors:

Seepi TPJ. Methods of optimizing investment portfolios . [Thesis]. University of the Western Cape; 2013. Available from: http://hdl.handle.net/11394/3883

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

8. Jonsson, Robin. Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap.

Degree: Culture and Communication, 2014, Mälardalen University

  This report covers a study testing the possibility of adding portfolio optimization by mean-variance analysis as a tool to extend the concept of momentum… (more)

Subjects/Keywords: Finance; Momentum Investments; Portfolio Theory; Portfolio Optimization; Naive Diversification; Asset Allocation; Mean-Variance Efficiency; Sharpe-Ratio Hypothesis Test

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APA (6th Edition):

Jonsson, R. (2014). Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-24848

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):

Jonsson, Robin. “Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap.” 2014. Thesis, Mälardalen University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-24848.

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

MLA Handbook (7th Edition):

Jonsson, Robin. “Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap.” 2014. Web. 15 Dec 2019.

Vancouver:

Jonsson R. Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap. [Internet] [Thesis]. Mälardalen University; 2014. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-24848.

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

Council of Science Editors:

Jonsson R. Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap. [Thesis]. Mälardalen University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-24848

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

9. Andre, Eric. Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté : Three essays on the generalisation of mean-variance preferences to ambiguity.

Degree: Docteur es, Sciences économiques, 2014, Aix Marseille Université

Cette thèse propose une généralisation des préférences moyenne-variance à l'ambiguïté, c'est-à-dire aux contextes dans lesquels l'investisseur ne peut pas, ou ne souhaite pas, décrire le… (more)

Subjects/Keywords: Théorie de la décision; Ambiguïté; Préférences moyenne-Variance; Choix de portefeuille; Puzzle de la préférence pour le pays d'origine; Decision theory; Ambiguity; Mean-Variance preferences; Portfolio choice; Home-Bias puzzle

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APA (6th Edition):

Andre, E. (2014). Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté : Three essays on the generalisation of mean-variance preferences to ambiguity. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2014AIXM2019

Chicago Manual of Style (16th Edition):

Andre, Eric. “Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté : Three essays on the generalisation of mean-variance preferences to ambiguity.” 2014. Doctoral Dissertation, Aix Marseille Université. Accessed December 15, 2019. http://www.theses.fr/2014AIXM2019.

MLA Handbook (7th Edition):

Andre, Eric. “Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté : Three essays on the generalisation of mean-variance preferences to ambiguity.” 2014. Web. 15 Dec 2019.

Vancouver:

Andre E. Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté : Three essays on the generalisation of mean-variance preferences to ambiguity. [Internet] [Doctoral dissertation]. Aix Marseille Université 2014. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2014AIXM2019.

Council of Science Editors:

Andre E. Trois essais sur la généralisation des préférences moyenne-variance à l'ambiguïté : Three essays on the generalisation of mean-variance preferences to ambiguity. [Doctoral Dissertation]. Aix Marseille Université 2014. Available from: http://www.theses.fr/2014AIXM2019


Technical University of Lisbon

10. Ferreira, Valéria Andreia Reyes. Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008.

Degree: 2017, Technical University of Lisbon

Mestrado em Finanças

A Avaliação de carteiras é uma tarefa importante tendo em vista a alocação prudente dos activos, particularmente em períodos de crise. O… (more)

Subjects/Keywords: Teoria da Carteira de Markowitz; Teoria da Variance Média; Fronteira Eficiente; Linha de Mercado de Capitais; IBEX35; DAX30; Markowitz Portfolio Optimization; Mean Variance Theory; Efficient Frontier; Capital Market Line

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

APA (6th Edition):

Ferreira, V. A. R. (2017). Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14502

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):

Ferreira, Valéria Andreia Reyes. “Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008.” 2017. Thesis, Technical University of Lisbon. Accessed December 15, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14502.

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

MLA Handbook (7th Edition):

Ferreira, Valéria Andreia Reyes. “Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008.” 2017. Web. 15 Dec 2019.

Vancouver:

Ferreira VAR. Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008. [Internet] [Thesis]. Technical University of Lisbon; 2017. [cited 2019 Dec 15]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14502.

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

Council of Science Editors:

Ferreira VAR. Efficient frontier and the optimal risky portfolio : evidence from DAX30 and IBEX35 before and after the financial crisis of 2008. [Thesis]. Technical University of Lisbon; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14502

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

11. Jonsson, Robin. Optimal Linear Combinations of Portfolios Subject to Estimation Risk.

Degree: Culture and Communication, 2015, Mälardalen University

  The combination of two or more portfolio rules is theoretically convex in return-risk space, which provides for a new class of portfolio rules that… (more)

Subjects/Keywords: Markowitz; Portfolio Optimization; Diversification; Convex Optimums; Linear Combinations; Estimation Risk; Parameter Uncertainty; Global Minimum Variance; Mean-Variance Analysis; Naive Diversification; Modern Portfolio Theory; Allocation; Shrinkage; Covariance Estimation

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

APA (6th Edition):

Jonsson, R. (2015). Optimal Linear Combinations of Portfolios Subject to Estimation Risk. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524

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):

Jonsson, Robin. “Optimal Linear Combinations of Portfolios Subject to Estimation Risk.” 2015. Thesis, Mälardalen University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

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

MLA Handbook (7th Edition):

Jonsson, Robin. “Optimal Linear Combinations of Portfolios Subject to Estimation Risk.” 2015. Web. 15 Dec 2019.

Vancouver:

Jonsson R. Optimal Linear Combinations of Portfolios Subject to Estimation Risk. [Internet] [Thesis]. Mälardalen University; 2015. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.

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

Council of Science Editors:

Jonsson R. Optimal Linear Combinations of Portfolios Subject to Estimation Risk. [Thesis]. Mälardalen University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524

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


KTH

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

Degree: Mathematical Statistics, 2019, KTH

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

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

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

APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Häggbom, Marcus. “Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach.” 2019. Thesis, KTH. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299.

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

MLA Handbook (7th Edition):

Häggbom, Marcus. “Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach.” 2019. Web. 15 Dec 2019.

Vancouver:

Häggbom M. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach. [Internet] [Thesis]. KTH; 2019. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299.

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

Council of Science Editors:

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

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

13. Arce, Paulo Eduardo Bassi. Aplicação da teoria do portfólio para otimização de carteiras de contratos de energia elétrica e gestão de risco.

Degree: Mestrado, Sistemas Elétricos de Potência, 2014, University of São Paulo

Com a crescente desregulamentação dos mercados de energia, os diferentes participantes dos mercados se deparam com a necessidade de gerenciar de maneira eficiente seus investimentos… (more)

Subjects/Keywords: ANDE; ANDE; Contratos de energia elétrica; Itaipu; Itaipu; Mean-variance; Média-variância; Otimização de carteiras de contrato; Portfolio optimization; Portfolio theory; Power contracts; Teoria do portfólio

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

APA (6th Edition):

Arce, P. E. B. (2014). Aplicação da teoria do portfólio para otimização de carteiras de contratos de energia elétrica e gestão de risco. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18154/tde-16072014-113229/ ;

Chicago Manual of Style (16th Edition):

Arce, Paulo Eduardo Bassi. “Aplicação da teoria do portfólio para otimização de carteiras de contratos de energia elétrica e gestão de risco.” 2014. Masters Thesis, University of São Paulo. Accessed December 15, 2019. http://www.teses.usp.br/teses/disponiveis/18/18154/tde-16072014-113229/ ;.

MLA Handbook (7th Edition):

Arce, Paulo Eduardo Bassi. “Aplicação da teoria do portfólio para otimização de carteiras de contratos de energia elétrica e gestão de risco.” 2014. Web. 15 Dec 2019.

Vancouver:

Arce PEB. Aplicação da teoria do portfólio para otimização de carteiras de contratos de energia elétrica e gestão de risco. [Internet] [Masters thesis]. University of São Paulo; 2014. [cited 2019 Dec 15]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-16072014-113229/ ;.

Council of Science Editors:

Arce PEB. Aplicação da teoria do portfólio para otimização de carteiras de contratos de energia elétrica e gestão de risco. [Masters Thesis]. University of São Paulo; 2014. Available from: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-16072014-113229/ ;


Technical University of Lisbon

14. Borrego, Daniel Alexandre Bourdain dos Santos. Efficient frontier and capital market line on PSI 20.

Degree: 2015, Technical University of Lisbon

Mestrado em Finanças

Este trabalho faz a estimativa da Fronteira Eficiente de Markowitz e da Linha de Mercados de Capital para o mercado bolsista Português,… (more)

Subjects/Keywords: Markowitz; Teoria da Média-Variância; Fronteira de Eficiência; Linha de Mercados de Capital; PSI20; Mean-variance theory; Efficient Frontier; Capital Market Line

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APA (6th Edition):

Borrego, D. A. B. d. S. (2015). Efficient frontier and capital market line on PSI 20. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462

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):

Borrego, Daniel Alexandre Bourdain dos Santos. “Efficient frontier and capital market line on PSI 20.” 2015. Thesis, Technical University of Lisbon. Accessed December 15, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462.

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

MLA Handbook (7th Edition):

Borrego, Daniel Alexandre Bourdain dos Santos. “Efficient frontier and capital market line on PSI 20.” 2015. Web. 15 Dec 2019.

Vancouver:

Borrego DABdS. Efficient frontier and capital market line on PSI 20. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2019 Dec 15]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462.

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

Council of Science Editors:

Borrego DABdS. Efficient frontier and capital market line on PSI 20. [Thesis]. Technical University of Lisbon; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10462

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

15. Burnett, Dougal James. Climate change and renewable energy portfolios.

Degree: PhD, 2012, University of Edinburgh

 The UK has a commitment to reduce greenhouse gases by at least 80% from 1990 levels by 2050. This will see the proportion of energy… (more)

Subjects/Keywords: 621.042; renewable energy; climate change; mean variance portfolio theory; MVPT

…169 Application of Mean Variance Portfolio Theory........................... 170 8.1… …174 Mean Variance Portfolio Theory Analysis for Baseline Climate… …Change MVPT Mean Variance Portfolio Theory MIDAS Met Office Integrated Data Archive System… …technologies. Mean Variance Portfolio Theory (MVPT) is a financial based approach that is… …the market s Sample standard deviation SE x Standard error of the mean tα T-value of… 

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APA (6th Edition):

Burnett, D. J. (2012). Climate change and renewable energy portfolios. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/6245

Chicago Manual of Style (16th Edition):

Burnett, Dougal James. “Climate change and renewable energy portfolios.” 2012. Doctoral Dissertation, University of Edinburgh. Accessed December 15, 2019. http://hdl.handle.net/1842/6245.

MLA Handbook (7th Edition):

Burnett, Dougal James. “Climate change and renewable energy portfolios.” 2012. Web. 15 Dec 2019.

Vancouver:

Burnett DJ. Climate change and renewable energy portfolios. [Internet] [Doctoral dissertation]. University of Edinburgh; 2012. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1842/6245.

Council of Science Editors:

Burnett DJ. Climate change and renewable energy portfolios. [Doctoral Dissertation]. University of Edinburgh; 2012. Available from: http://hdl.handle.net/1842/6245


Technical University of Lisbon

16. Santos, Maria Inês Valente Pereira Trindade. Evolution of tangent portfolios : an analysis of the european industries from 2000 to 2014.

Degree: 2015, Technical University of Lisbon

Mestrado em Finanças

O objetivo do presente estudo é analisar o impacto de quatro grandes choques financeiros no mercado europeu de ações, por setor. Em… (more)

Subjects/Keywords: Diversificação entre Setores; Índices Setoriais Suropeus; Crises Financeiras Globais; Seleção de Carteiras; Teoria Moderna da Carteira; Carteiras Tangentes; Diversification Across Sectors; European Sector Indices; Global Financial Crises; Mean-Variance Theory; Portfolio Selection; Tangent Portfolios

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APA (6th Edition):

Santos, M. I. V. P. T. (2015). Evolution of tangent portfolios : an analysis of the european industries from 2000 to 2014. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10704

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):

Santos, Maria Inês Valente Pereira Trindade. “Evolution of tangent portfolios : an analysis of the european industries from 2000 to 2014.” 2015. Thesis, Technical University of Lisbon. Accessed December 15, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10704.

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

MLA Handbook (7th Edition):

Santos, Maria Inês Valente Pereira Trindade. “Evolution of tangent portfolios : an analysis of the european industries from 2000 to 2014.” 2015. Web. 15 Dec 2019.

Vancouver:

Santos MIVPT. Evolution of tangent portfolios : an analysis of the european industries from 2000 to 2014. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2019 Dec 15]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10704.

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

Council of Science Editors:

Santos MIVPT. Evolution of tangent portfolios : an analysis of the european industries from 2000 to 2014. [Thesis]. Technical University of Lisbon; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10704

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


Technical University of Lisbon

17. Martins, Inês Andrade. The efficient frontier and the capital market line : the case of the Swiss stock market index.

Degree: 2017, Technical University of Lisbon

Mestrado em Finanças

A crise dos créditos hipotecários de alto risco, que terá levado os investidores a perderem a sua confiança tanto nos bancos e… (more)

Subjects/Keywords: Retorno; Risco; Beta; Teoria do Retorno-Variância; Fronteira Eficiente; Linha de Mercado de Capitais; CAPM; Markowitz; Índice do Mercado da Suíça; Return; Risk; Mean-Variance Theory; Efficient Frontier; Capital Market Line; Swiss Market Index.

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

APA (6th Edition):

Martins, I. A. (2017). The efficient frontier and the capital market line : the case of the Swiss stock market index. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14865

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, Inês Andrade. “The efficient frontier and the capital market line : the case of the Swiss stock market index.” 2017. Thesis, Technical University of Lisbon. Accessed December 15, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14865.

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

MLA Handbook (7th Edition):

Martins, Inês Andrade. “The efficient frontier and the capital market line : the case of the Swiss stock market index.” 2017. Web. 15 Dec 2019.

Vancouver:

Martins IA. The efficient frontier and the capital market line : the case of the Swiss stock market index. [Internet] [Thesis]. Technical University of Lisbon; 2017. [cited 2019 Dec 15]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14865.

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

Council of Science Editors:

Martins IA. The efficient frontier and the capital market line : the case of the Swiss stock market index. [Thesis]. Technical University of Lisbon; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14865

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


University of Waterloo

18. Alvarez Lopez, Juan. Risk Minimization in Power System Expansion and Power Pool Electricity Markets.

Degree: 2007, University of Waterloo

 Centralized power system planning covers time windows that range from ten to thirty years. Consequently, it is the longest and most uncertain part of power… (more)

Subjects/Keywords: Power System Planning; Risk Minimization; Mean-Variance Markowitz Theory; Random Supply Curves; Random Demand Curves

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

APA (6th Edition):

Alvarez Lopez, J. (2007). Risk Minimization in Power System Expansion and Power Pool Electricity Markets. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/3454

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):

Alvarez Lopez, Juan. “Risk Minimization in Power System Expansion and Power Pool Electricity Markets.” 2007. Thesis, University of Waterloo. Accessed December 15, 2019. http://hdl.handle.net/10012/3454.

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

MLA Handbook (7th Edition):

Alvarez Lopez, Juan. “Risk Minimization in Power System Expansion and Power Pool Electricity Markets.” 2007. Web. 15 Dec 2019.

Vancouver:

Alvarez Lopez J. Risk Minimization in Power System Expansion and Power Pool Electricity Markets. [Internet] [Thesis]. University of Waterloo; 2007. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10012/3454.

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

Council of Science Editors:

Alvarez Lopez J. Risk Minimization in Power System Expansion and Power Pool Electricity Markets. [Thesis]. University of Waterloo; 2007. Available from: http://hdl.handle.net/10012/3454

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


Queensland University of Technology

19. Bianchi, Robert John. Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk.

Degree: 2007, Queensland University of Technology

 Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal… (more)

Subjects/Keywords: autocorrelation; conditional value at risk (CVaR); heteroscedasticity; heteroscedasticity and autocorrelation consistent (HAC); linearity; mean-conditional value at risk (M-CVaR); mean-value at risk (M-VaR); mean variance analysis (MVA); modern portfolio theory (MPT); portfolio selection; tail-risk; value at risk (VaR); ODTA

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

APA (6th Edition):

Bianchi, R. J. (2007). Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/16477/

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):

Bianchi, Robert John. “Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk.” 2007. Thesis, Queensland University of Technology. Accessed December 15, 2019. https://eprints.qut.edu.au/16477/.

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

MLA Handbook (7th Edition):

Bianchi, Robert John. “Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk.” 2007. Web. 15 Dec 2019.

Vancouver:

Bianchi RJ. Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. [Internet] [Thesis]. Queensland University of Technology; 2007. [cited 2019 Dec 15]. Available from: https://eprints.qut.edu.au/16477/.

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

Council of Science Editors:

Bianchi RJ. Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk. [Thesis]. Queensland University of Technology; 2007. Available from: https://eprints.qut.edu.au/16477/

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

20. 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 15, 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. 15 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 15]. 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

21. MARAKBI, ZAKARIA. Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation.

Degree: Industrial Marketing and Entrepreneurship, 2016, KTH

  Ever since its introduction in 1952, the Mean-Variance (MV) portfolio selection theory has remained a centerpiece within the realm of e_cient asset allocation. However,… (more)

Subjects/Keywords: portfolio allocation; mean-variance optimization; efficient frontier; covariance ma- trix; estimation error; optimization enigma; random matrix theory; shrinking; robust statistics; Economics and Business; Ekonomi och näringsliv

…apply Markowitz’s mean-variance modern portfolio theory in their quantiative models. The… …protruding and prominent: Mean-Variance Optimization (MVO), introduced in a… …presents a corresponding optimization problem, with the following mean-variance (MV)… …Despite decades of research and debate, Markowitz’s mean-variance MPT has remained the… …many agree that Markowitz’s mean-variance MPT is an important theoretical advance, questions… 

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

APA (6th Edition):

MARAKBI, Z. (2016). Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-199185

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):

MARAKBI, ZAKARIA. “Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation.” 2016. Thesis, KTH. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-199185.

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

MLA Handbook (7th Edition):

MARAKBI, ZAKARIA. “Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation.” 2016. Web. 15 Dec 2019.

Vancouver:

MARAKBI Z. Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation. [Internet] [Thesis]. KTH; 2016. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-199185.

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

Council of Science Editors:

MARAKBI Z. Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-199185

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

.