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You searched for subject:(Partial moments). Showing records 1 – 11 of 11 total matches.

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University of Toronto

1. Anis, Hassan. Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria.

Degree: 2018, University of Toronto

A quasi-multi-period model for optimal position liquidation in the presence of market impact is proposed. Two features distinguish the approach from alternatives. First, a shrinking… (more)

Subjects/Keywords: Intraday Trading; Lower Partial Moments; Optimal Liquidation; Shrinking Horizon; Stochastic Programming; 0796

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APA (6th Edition):

Anis, H. (2018). Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/91359

Chicago Manual of Style (16th Edition):

Anis, Hassan. “Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria.” 2018. Masters Thesis, University of Toronto. Accessed June 19, 2019. http://hdl.handle.net/1807/91359.

MLA Handbook (7th Edition):

Anis, Hassan. “Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria.” 2018. Web. 19 Jun 2019.

Vancouver:

Anis H. Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria. [Internet] [Masters thesis]. University of Toronto; 2018. [cited 2019 Jun 19]. Available from: http://hdl.handle.net/1807/91359.

Council of Science Editors:

Anis H. Shrinking Horizon, Scenario-based Optimal Liquidation with Lower Partial Moments Criteria. [Masters Thesis]. University of Toronto; 2018. Available from: http://hdl.handle.net/1807/91359

2. Tawil, Dima. Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille.

Degree: Docteur es, Sciences de gestion, 2015, Rennes 1

Cette thèse a pour objectif d’évaluer et de comparer la performance des stratégies d’assurance de portefeuille pour tenter de définir quelles stratégies doivent être privilégiées… (more)

Subjects/Keywords: Assurance de portefeuille; Cppi; Obpi; Dominance stochastique; VaR; CVaR; Moments partiels inférieurs; Théorie cumulative des perspectives.; Portfolio insurance; Cppi; Obpi; Stochastic dominance, VaR, CVaR; Lower partial moments; Cumulative prospect theory.

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APA (6th Edition):

Tawil, D. (2015). Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2015REN1G017

Chicago Manual of Style (16th Edition):

Tawil, Dima. “Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille.” 2015. Doctoral Dissertation, Rennes 1. Accessed June 19, 2019. http://www.theses.fr/2015REN1G017.

MLA Handbook (7th Edition):

Tawil, Dima. “Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille.” 2015. Web. 19 Jun 2019.

Vancouver:

Tawil D. Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille. [Internet] [Doctoral dissertation]. Rennes 1; 2015. [cited 2019 Jun 19]. Available from: http://www.theses.fr/2015REN1G017.

Council of Science Editors:

Tawil D. Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille. [Doctoral Dissertation]. Rennes 1; 2015. Available from: http://www.theses.fr/2015REN1G017

3. Priya,P Menon. Some concepts and models usefulninthe analysis of discrete life time data.

Degree: Statistics, 2013, Cochin University of Science and Technology

This thesis entitled Reliability Modelling and Analysis in Discrete time Some Concepts and Models Useful in the Analysis of discrete life time data.The present study… (more)

Subjects/Keywords: Reliability models in discrete time; Basic reliability concepts; Mixture models; Partial moments; Geometric mixture; Modelling lifetime data

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APA (6th Edition):

Menon, P. (2013). Some concepts and models usefulninthe analysis of discrete life time data. (Thesis). Cochin University of Science and Technology. Retrieved from http://dyuthi.cusat.ac.in/purl/3095

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):

Menon, Priya,P. “Some concepts and models usefulninthe analysis of discrete life time data.” 2013. Thesis, Cochin University of Science and Technology. Accessed June 19, 2019. http://dyuthi.cusat.ac.in/purl/3095.

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

MLA Handbook (7th Edition):

Menon, Priya,P. “Some concepts and models usefulninthe analysis of discrete life time data.” 2013. Web. 19 Jun 2019.

Vancouver:

Menon P. Some concepts and models usefulninthe analysis of discrete life time data. [Internet] [Thesis]. Cochin University of Science and Technology; 2013. [cited 2019 Jun 19]. Available from: http://dyuthi.cusat.ac.in/purl/3095.

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

Council of Science Editors:

Menon P. Some concepts and models usefulninthe analysis of discrete life time data. [Thesis]. Cochin University of Science and Technology; 2013. Available from: http://dyuthi.cusat.ac.in/purl/3095

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


University of Ottawa

4. Flaxman, Teresa. Neuromuscular Strategies for Regulating Knee Joint Moments in Healthy and Injured Populations .

Degree: 2017, University of Ottawa

 Background: Joint stability has been experimentally and clinically linked to mechanisms of knee injury and joint degeneration. The only dynamic, and perhaps most important, regulators… (more)

Subjects/Keywords: Knee; Electromyography; Muscle Activation; Motion Analysis; Internal Joint Moments; Muscle Pain; Joint Stability; Anterior Cruciate Ligament Injury; Muscle Synergies; Partial Least Squares Regression

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APA (6th Edition):

Flaxman, T. (2017). Neuromuscular Strategies for Regulating Knee Joint Moments in Healthy and Injured Populations . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/36102

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):

Flaxman, Teresa. “Neuromuscular Strategies for Regulating Knee Joint Moments in Healthy and Injured Populations .” 2017. Thesis, University of Ottawa. Accessed June 19, 2019. http://hdl.handle.net/10393/36102.

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

MLA Handbook (7th Edition):

Flaxman, Teresa. “Neuromuscular Strategies for Regulating Knee Joint Moments in Healthy and Injured Populations .” 2017. Web. 19 Jun 2019.

Vancouver:

Flaxman T. Neuromuscular Strategies for Regulating Knee Joint Moments in Healthy and Injured Populations . [Internet] [Thesis]. University of Ottawa; 2017. [cited 2019 Jun 19]. Available from: http://hdl.handle.net/10393/36102.

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

Council of Science Editors:

Flaxman T. Neuromuscular Strategies for Regulating Knee Joint Moments in Healthy and Injured Populations . [Thesis]. University of Ottawa; 2017. Available from: http://hdl.handle.net/10393/36102

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

5. Chouaba, Seif Eddine. Contribution à l'estimation des modèles linéaires à paramètres variants à temps continu. Application à la modélisation des échangeurs de chaleur : Contribution to the estimation of Linear Parameter Varying (LPV) models in continuous-time. Application in the modelling of heat exchangers.

Degree: Docteur es, Automatique, 2012, Poitiers

Le travail de recherche présenté dans ce mémoire est une contribution à l'estimation des modèles Linéaires à Paramètres Variants (LPV) à temps continu. Dans un… (more)

Subjects/Keywords: Modélisation LPV; Identification de systèmes; Échangeur de chaleur; Détection d'encrassement; Erreur de sortie; Erreur d'équation; Moments partiels réinitialisés; Interpolation; LPV modeling; Systems identification; Heat exchanger; Fouling detection; Output error; Equation error; Reinitialized partial moments; Interpolation; 629.8

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APA (6th Edition):

Chouaba, S. E. (2012). Contribution à l'estimation des modèles linéaires à paramètres variants à temps continu. Application à la modélisation des échangeurs de chaleur : Contribution to the estimation of Linear Parameter Varying (LPV) models in continuous-time. Application in the modelling of heat exchangers. (Doctoral Dissertation). Poitiers. Retrieved from http://www.theses.fr/2012POIT2257

Chicago Manual of Style (16th Edition):

Chouaba, Seif Eddine. “Contribution à l'estimation des modèles linéaires à paramètres variants à temps continu. Application à la modélisation des échangeurs de chaleur : Contribution to the estimation of Linear Parameter Varying (LPV) models in continuous-time. Application in the modelling of heat exchangers.” 2012. Doctoral Dissertation, Poitiers. Accessed June 19, 2019. http://www.theses.fr/2012POIT2257.

MLA Handbook (7th Edition):

Chouaba, Seif Eddine. “Contribution à l'estimation des modèles linéaires à paramètres variants à temps continu. Application à la modélisation des échangeurs de chaleur : Contribution to the estimation of Linear Parameter Varying (LPV) models in continuous-time. Application in the modelling of heat exchangers.” 2012. Web. 19 Jun 2019.

Vancouver:

Chouaba SE. Contribution à l'estimation des modèles linéaires à paramètres variants à temps continu. Application à la modélisation des échangeurs de chaleur : Contribution to the estimation of Linear Parameter Varying (LPV) models in continuous-time. Application in the modelling of heat exchangers. [Internet] [Doctoral dissertation]. Poitiers; 2012. [cited 2019 Jun 19]. Available from: http://www.theses.fr/2012POIT2257.

Council of Science Editors:

Chouaba SE. Contribution à l'estimation des modèles linéaires à paramètres variants à temps continu. Application à la modélisation des échangeurs de chaleur : Contribution to the estimation of Linear Parameter Varying (LPV) models in continuous-time. Application in the modelling of heat exchangers. [Doctoral Dissertation]. Poitiers; 2012. Available from: http://www.theses.fr/2012POIT2257

6. Breden, Maxime. Equations aux dérivées partielles et systèmes dynamiquesappliqués à des problèmes issus de la physique et de la biologie : Partial differential equations and dynamical systems applied to problems coming from physics and biology.

Degree: Docteur es, Mathématiques appliquées, 2017, Paris Saclay; Université Laval (Québec, Canada)

Cette thèse s'inscrit dans le vaste domaine des équations aux dérivées partielles et des systèmes dynamiques, et s'articule autour de deux sujets distincts. Le premier… (more)

Subjects/Keywords: Equations aux dérivées partielles; Systèmes dynamiques; Equations de coagulation-Fragmentation; Estimations de moments; Preuves assistées par ordinateur; Validation a posteriori; Partial differential equations; Dynamical systems; Coagulation-Fragmentation equations; Moments estimates; Computer-Assisted proofs; A posteriori validation

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APA (6th Edition):

Breden, M. (2017). Equations aux dérivées partielles et systèmes dynamiquesappliqués à des problèmes issus de la physique et de la biologie : Partial differential equations and dynamical systems applied to problems coming from physics and biology. (Doctoral Dissertation). Paris Saclay; Université Laval (Québec, Canada). Retrieved from http://www.theses.fr/2017SACLN031

Chicago Manual of Style (16th Edition):

Breden, Maxime. “Equations aux dérivées partielles et systèmes dynamiquesappliqués à des problèmes issus de la physique et de la biologie : Partial differential equations and dynamical systems applied to problems coming from physics and biology.” 2017. Doctoral Dissertation, Paris Saclay; Université Laval (Québec, Canada). Accessed June 19, 2019. http://www.theses.fr/2017SACLN031.

MLA Handbook (7th Edition):

Breden, Maxime. “Equations aux dérivées partielles et systèmes dynamiquesappliqués à des problèmes issus de la physique et de la biologie : Partial differential equations and dynamical systems applied to problems coming from physics and biology.” 2017. Web. 19 Jun 2019.

Vancouver:

Breden M. Equations aux dérivées partielles et systèmes dynamiquesappliqués à des problèmes issus de la physique et de la biologie : Partial differential equations and dynamical systems applied to problems coming from physics and biology. [Internet] [Doctoral dissertation]. Paris Saclay; Université Laval (Québec, Canada); 2017. [cited 2019 Jun 19]. Available from: http://www.theses.fr/2017SACLN031.

Council of Science Editors:

Breden M. Equations aux dérivées partielles et systèmes dynamiquesappliqués à des problèmes issus de la physique et de la biologie : Partial differential equations and dynamical systems applied to problems coming from physics and biology. [Doctoral Dissertation]. Paris Saclay; Université Laval (Québec, Canada); 2017. Available from: http://www.theses.fr/2017SACLN031

7. Maya, S S. Some Properties of Weighted Distributions for Truncated Random Variables.

Degree: Statistics, 2007, Cochin University of Science and Technology

The present study gave emphasis on characterizing continuous probability distributions and its weighted versions in univariate set up. Therefore a possible work in this direction… (more)

Subjects/Keywords: Truncation; Reliability; Weighted Distributions; Log Odds rate; Uncertainty; Lower partial moments; Truncated Random Variables; Statistics

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APA (6th Edition):

Maya, S. S. (2007). Some Properties of Weighted Distributions for Truncated Random Variables. (Thesis). Cochin University of Science and Technology. Retrieved from http://dyuthi.cusat.ac.in/purl/2745

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):

Maya, S S. “Some Properties of Weighted Distributions for Truncated Random Variables.” 2007. Thesis, Cochin University of Science and Technology. Accessed June 19, 2019. http://dyuthi.cusat.ac.in/purl/2745.

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

MLA Handbook (7th Edition):

Maya, S S. “Some Properties of Weighted Distributions for Truncated Random Variables.” 2007. Web. 19 Jun 2019.

Vancouver:

Maya SS. Some Properties of Weighted Distributions for Truncated Random Variables. [Internet] [Thesis]. Cochin University of Science and Technology; 2007. [cited 2019 Jun 19]. Available from: http://dyuthi.cusat.ac.in/purl/2745.

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

Council of Science Editors:

Maya SS. Some Properties of Weighted Distributions for Truncated Random Variables. [Thesis]. Cochin University of Science and Technology; 2007. Available from: http://dyuthi.cusat.ac.in/purl/2745

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


EPFL

8. Conus, Daniel. The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion.

Degree: 2008, EPFL

 The main topic of this thesis is the study of the non-linear stochastic wave equation in spatial dimension greater than 3 driven by spatially homogeneous… (more)

Subjects/Keywords: martingale measures; stochastic integration; stochastic wave equation; stochastic partial differential equations; moment formulae; Hölder continuity; iterated stochastic integrals; Itô-Taylor expansion; mesure martingale; intégration stochastique; équation des ondes stochastique; équation aux dérivées partielles stochastique; expression pour les moments; continuité hölderienne; intégrales stochastiques itérées; développement d'Itô-Taylor

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APA (6th Edition):

Conus, D. (2008). The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/128803

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):

Conus, Daniel. “The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion.” 2008. Thesis, EPFL. Accessed June 19, 2019. http://infoscience.epfl.ch/record/128803.

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

MLA Handbook (7th Edition):

Conus, Daniel. “The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion.” 2008. Web. 19 Jun 2019.

Vancouver:

Conus D. The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion. [Internet] [Thesis]. EPFL; 2008. [cited 2019 Jun 19]. Available from: http://infoscience.epfl.ch/record/128803.

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

Council of Science Editors:

Conus D. The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion. [Thesis]. EPFL; 2008. Available from: http://infoscience.epfl.ch/record/128803

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

9. Urošev Marko. Хидролошке суше у сливу Велике Мораве.

Degree: 2016, University of Novi Sad

  Хидролошке  суше  су  сложена  појава  како  у погледу  фактора  који  је   изазивају,  тако  и  у погледу  њеног  утицаја  на  екосистем  и друштво.  У  дисертацији … (more)

Subjects/Keywords: Хидролошке суше, метода прага,статистичка анализа, метода парцијалних серија, L- моменти, Велика Морава; Hidrološke suše, metoda praga,statistička analiza, metoda parcijalnih serija, L- momenti, Velika Morava; Hydrological droughts, threshold method, frequency analysis, partial duration series, L-moments, Velika Morava

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APA (6th Edition):

Marko, U. (2016). Хидролошке суше у сливу Велике Мораве. (Thesis). University of Novi Sad. Retrieved from https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija146960121905840.pdf?controlNumber=(BISIS)101616&fileName=146960121905840.pdf&id=6617&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=101616&source=OATD&language=en

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):

Marko, Urošev. “Хидролошке суше у сливу Велике Мораве.” 2016. Thesis, University of Novi Sad. Accessed June 19, 2019. https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija146960121905840.pdf?controlNumber=(BISIS)101616&fileName=146960121905840.pdf&id=6617&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=101616&source=OATD&language=en.

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

MLA Handbook (7th Edition):

Marko, Urošev. “Хидролошке суше у сливу Велике Мораве.” 2016. Web. 19 Jun 2019.

Vancouver:

Marko U. Хидролошке суше у сливу Велике Мораве. [Internet] [Thesis]. University of Novi Sad; 2016. [cited 2019 Jun 19]. Available from: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija146960121905840.pdf?controlNumber=(BISIS)101616&fileName=146960121905840.pdf&id=6617&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=101616&source=OATD&language=en.

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

Council of Science Editors:

Marko U. Хидролошке суше у сливу Велике Мораве. [Thesis]. University of Novi Sad; 2016. Available from: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija146960121905840.pdf?controlNumber=(BISIS)101616&fileName=146960121905840.pdf&id=6617&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=101616&source=OATD&language=en

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


University of Exeter

10. Mazibas, Murat. Dynamic portfolio construction and portfolio risk measurement.

Degree: PhD, 2011, University of Exeter

 The research presented in this thesis addresses different aspects of dynamic portfolio construction and portfolio risk measurement. It brings the research on dynamic portfolio optimization,… (more)

Subjects/Keywords: 332; Hedge fund returns : funds of funds : multivariate conditional volatility : portfolio optimization : dynamic portfolio construction : hedge fund portfolio construction : intraday range : regime switching : component volatility : GARCH : Multiplicative Error Models : factor models : hedge fund replication : CVaR : CDaR : omega : upper and lower partial moments : Extreme Value Theory : copula : Monte Carlo simulation

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APA (6th Edition):

Mazibas, M. (2011). Dynamic portfolio construction and portfolio risk measurement. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10036/3297

Chicago Manual of Style (16th Edition):

Mazibas, Murat. “Dynamic portfolio construction and portfolio risk measurement.” 2011. Doctoral Dissertation, University of Exeter. Accessed June 19, 2019. http://hdl.handle.net/10036/3297.

MLA Handbook (7th Edition):

Mazibas, Murat. “Dynamic portfolio construction and portfolio risk measurement.” 2011. Web. 19 Jun 2019.

Vancouver:

Mazibas M. Dynamic portfolio construction and portfolio risk measurement. [Internet] [Doctoral dissertation]. University of Exeter; 2011. [cited 2019 Jun 19]. Available from: http://hdl.handle.net/10036/3297.

Council of Science Editors:

Mazibas M. Dynamic portfolio construction and portfolio risk measurement. [Doctoral Dissertation]. University of Exeter; 2011. Available from: http://hdl.handle.net/10036/3297


Penn State University

11. Otero, Karina Vanesa. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.

Degree: PhD, Economics, 2016, Penn State University

 Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign… (more)

Subjects/Keywords: Intensity of default; Sovereign bonds; Efficient Method of Moments (EMM); Semi-nonparametric (SNP) econometrics; Hermite; Latent variables; Estimation of stochastic differential equations; Estimation of diffusions; Asset pricing; Numerical methods for partial differential equations; Credit risk; Cox process; Credit derivatives; Credit Default Swaps (CDS); Nonparametric identification; dynamic multinomial choice games; Dynamic Markov game; Markov decision processes; Multiple choice models; Econometric Identification; Incomplete information; Dynamic discrete choice; Discrete decision process; Decision model.; Dynamic multinomial choice games; Decision model

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APA (6th Edition):

Otero, K. V. (2016). On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/b8515n370

Chicago Manual of Style (16th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Doctoral Dissertation, Penn State University. Accessed June 19, 2019. https://etda.libraries.psu.edu/catalog/b8515n370.

MLA Handbook (7th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Web. 19 Jun 2019.

Vancouver:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Internet] [Doctoral dissertation]. Penn State University; 2016. [cited 2019 Jun 19]. Available from: https://etda.libraries.psu.edu/catalog/b8515n370.

Council of Science Editors:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Doctoral Dissertation]. Penn State University; 2016. Available from: https://etda.libraries.psu.edu/catalog/b8515n370

.