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You searched for subject:(Optimal portfolio choice). Showing records 1 – 5 of 5 total matches.

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University of Texas – Austin

1. Geng, Tianran. Essays on forward portfolio theory and financial time series modeling.

Degree: PhD, Mathematics, 2017, University of Texas – Austin

 This dissertation contains four self-contained essays that explore the application of stochastic and statistical modeling techniques to the problem of optimal portfolio choice and financial… (more)

Subjects/Keywords: Forward portfolio theory; Time series analysis; Optimal portfolio choice; Mathematical finance

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APA (6th Edition):

Geng, T. (2017). Essays on forward portfolio theory and financial time series modeling. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/63031

Chicago Manual of Style (16th Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Doctoral Dissertation, University of Texas – Austin. Accessed December 05, 2019. http://hdl.handle.net/2152/63031.

MLA Handbook (7th Edition):

Geng, Tianran. “Essays on forward portfolio theory and financial time series modeling.” 2017. Web. 05 Dec 2019.

Vancouver:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2019 Dec 05]. Available from: http://hdl.handle.net/2152/63031.

Council of Science Editors:

Geng T. Essays on forward portfolio theory and financial time series modeling. [Doctoral Dissertation]. University of Texas – Austin; 2017. Available from: http://hdl.handle.net/2152/63031


University of Rochester

2. Karamparmpounis, Marios (1981 - ); Chang, Yongsung (1966 - ). Essays on dynamic life cycle behavior with heterogeneous agents.

Degree: PhD, 2012, University of Rochester

 In each of the following chapters I employ macroeconomic models in order to analyze the life cycle dynamics of working and savings decisions. Chapter 1… (more)

Subjects/Keywords: Heterogeneous agents; Life cycle; Optimal taxation; Portfolio choice

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

APA (6th Edition):

Karamparmpounis, Marios (1981 - ); Chang, Y. (. -. ). (2012). Essays on dynamic life cycle behavior with heterogeneous agents. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/25550

Chicago Manual of Style (16th Edition):

Karamparmpounis, Marios (1981 - ); Chang, Yongsung (1966 - ). “Essays on dynamic life cycle behavior with heterogeneous agents.” 2012. Doctoral Dissertation, University of Rochester. Accessed December 05, 2019. http://hdl.handle.net/1802/25550.

MLA Handbook (7th Edition):

Karamparmpounis, Marios (1981 - ); Chang, Yongsung (1966 - ). “Essays on dynamic life cycle behavior with heterogeneous agents.” 2012. Web. 05 Dec 2019.

Vancouver:

Karamparmpounis, Marios (1981 - ); Chang Y(-). Essays on dynamic life cycle behavior with heterogeneous agents. [Internet] [Doctoral dissertation]. University of Rochester; 2012. [cited 2019 Dec 05]. Available from: http://hdl.handle.net/1802/25550.

Council of Science Editors:

Karamparmpounis, Marios (1981 - ); Chang Y(-). Essays on dynamic life cycle behavior with heterogeneous agents. [Doctoral Dissertation]. University of Rochester; 2012. Available from: http://hdl.handle.net/1802/25550


University of California – Berkeley

3. Wimonkittiwat, Poomyos. Topics in Dynamic Portfolio Choice Problems.

Degree: Industrial Engineering & Operations Research, 2013, University of California – Berkeley

 We study two important generalizations of dynamic portfolio choice problems: a portfolio choice problem with market impact costs and a portfolio choice problem under the… (more)

Subjects/Keywords: Operations research; Industrial engineering; Dynamic portfolio choice problem; Hidden Markov model; Illiquid market; Market impact; Regime switching narket; Stochastic optimal control

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APA (6th Edition):

Wimonkittiwat, P. (2013). Topics in Dynamic Portfolio Choice Problems. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/9fc8j8rz

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):

Wimonkittiwat, Poomyos. “Topics in Dynamic Portfolio Choice Problems.” 2013. Thesis, University of California – Berkeley. Accessed December 05, 2019. http://www.escholarship.org/uc/item/9fc8j8rz.

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

MLA Handbook (7th Edition):

Wimonkittiwat, Poomyos. “Topics in Dynamic Portfolio Choice Problems.” 2013. Web. 05 Dec 2019.

Vancouver:

Wimonkittiwat P. Topics in Dynamic Portfolio Choice Problems. [Internet] [Thesis]. University of California – Berkeley; 2013. [cited 2019 Dec 05]. Available from: http://www.escholarship.org/uc/item/9fc8j8rz.

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

Council of Science Editors:

Wimonkittiwat P. Topics in Dynamic Portfolio Choice Problems. [Thesis]. University of California – Berkeley; 2013. Available from: http://www.escholarship.org/uc/item/9fc8j8rz

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

4. Gutkowska, A.B. Essays on the Dynamic Portfolio Choice.

Degree: 2006, Erasmus Research Institute of Management

 textabstractHet onderwerp van dit proefschrift is dynamische portfoliokeuze. In de eerste twee hoofdstukken behandelen we het probleem dat vaak bij portfoliokeuze zonder beperkingen een rol… (more)

Subjects/Keywords: Dynamic optimal portfolio choice; Malliavin calculus; asset liability management; constant proportion portfolio insurance; interest rate risk hedging; martingale approach; pension schemes

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

APA (6th Edition):

Gutkowska, A. B. (2006). Essays on the Dynamic Portfolio Choice. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/7994

Chicago Manual of Style (16th Edition):

Gutkowska, A B. “Essays on the Dynamic Portfolio Choice.” 2006. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed December 05, 2019. http://hdl.handle.net/1765/7994.

MLA Handbook (7th Edition):

Gutkowska, A B. “Essays on the Dynamic Portfolio Choice.” 2006. Web. 05 Dec 2019.

Vancouver:

Gutkowska AB. Essays on the Dynamic Portfolio Choice. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2006. [cited 2019 Dec 05]. Available from: http://hdl.handle.net/1765/7994.

Council of Science Editors:

Gutkowska AB. Essays on the Dynamic Portfolio Choice. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2006. Available from: http://hdl.handle.net/1765/7994

5. Zogopoulos, Anthis. Μικροδομή και ρευστότητα χρηματιστηριακών αγορών: μεθοδολογικό πλαίσιο εκτίμησης και εφαρμογές.

Degree: 2013, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

Subjects/Keywords: Μικροδομή χρηματιστηριακής αγοράς; Ρευστότητα αγοράς; Βέλτιστη εκτέλεση εντολών; Αποφάσεις επιλογής τύπου εντολών; Ανάλυση κόστους συναλλαγών; Αναπροσαρμοσμένη ως προς την ρευστότητα διαχείριση κινδύνων; Αναπροσαρμοσμένη ως προς την ρευστότητα επιλογή χαρτοφυλακίου; Market microstructure; Market liquidity; Optimal execution; Order choice decision; Transaction costs analysis; Liquidity-adjusted risk management; Liquidity-adjusted portfolio selection

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

APA (6th Edition):

Zogopoulos, A. (2013). Μικροδομή και ρευστότητα χρηματιστηριακών αγορών: μεθοδολογικό πλαίσιο εκτίμησης και εφαρμογές. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/29349

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):

Zogopoulos, Anthis. “Μικροδομή και ρευστότητα χρηματιστηριακών αγορών: μεθοδολογικό πλαίσιο εκτίμησης και εφαρμογές.” 2013. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed December 05, 2019. http://hdl.handle.net/10442/hedi/29349.

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

MLA Handbook (7th Edition):

Zogopoulos, Anthis. “Μικροδομή και ρευστότητα χρηματιστηριακών αγορών: μεθοδολογικό πλαίσιο εκτίμησης και εφαρμογές.” 2013. Web. 05 Dec 2019.

Vancouver:

Zogopoulos A. Μικροδομή και ρευστότητα χρηματιστηριακών αγορών: μεθοδολογικό πλαίσιο εκτίμησης και εφαρμογές. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2013. [cited 2019 Dec 05]. Available from: http://hdl.handle.net/10442/hedi/29349.

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

Council of Science Editors:

Zogopoulos A. Μικροδομή και ρευστότητα χρηματιστηριακών αγορών: μεθοδολογικό πλαίσιο εκτίμησης και εφαρμογές. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2013. Available from: http://hdl.handle.net/10442/hedi/29349

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

.