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You searched for subject:(Portfolio Optimization). Showing records 1 – 30 of 130 total matches.

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Cornell University

1. Mull-Osborn, Alexander. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .

Degree: 2014, Cornell University

 In this work, the effect an asset price bubble has on optimal portfolio allocations is investigated. A price bubble is an economic phenomenon that occurs… (more)

Subjects/Keywords: Portfolio Optimization; Price Bubbles

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APA (6th Edition):

Mull-Osborn, A. (2014). Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/37016

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):

Mull-Osborn, Alexander. “Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .” 2014. Thesis, Cornell University. Accessed November 15, 2019. http://hdl.handle.net/1813/37016.

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

MLA Handbook (7th Edition):

Mull-Osborn, Alexander. “Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles .” 2014. Web. 15 Nov 2019.

Vancouver:

Mull-Osborn A. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . [Internet] [Thesis]. Cornell University; 2014. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/1813/37016.

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

Council of Science Editors:

Mull-Osborn A. Portfolio Optimization In Incomplete Markets In The Presence Of Asset Price Bubbles . [Thesis]. Cornell University; 2014. Available from: http://hdl.handle.net/1813/37016

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


University of Waterloo

2. Agatonovic, Marko. Heavy-tail Sensitivity of Stable Portfolios.

Degree: 2010, University of Waterloo

 This thesis documents a heavy-tailed analysis of stable portfolios. Stock market crashes occur more often than is predicted by a normal distribution,which provides empirical evidence… (more)

Subjects/Keywords: Stable Portfolios; Portfolio Optimization

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APA (6th Edition):

Agatonovic, M. (2010). Heavy-tail Sensitivity of Stable Portfolios. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/5427

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):

Agatonovic, Marko. “Heavy-tail Sensitivity of Stable Portfolios.” 2010. Thesis, University of Waterloo. Accessed November 15, 2019. http://hdl.handle.net/10012/5427.

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

MLA Handbook (7th Edition):

Agatonovic, Marko. “Heavy-tail Sensitivity of Stable Portfolios.” 2010. Web. 15 Nov 2019.

Vancouver:

Agatonovic M. Heavy-tail Sensitivity of Stable Portfolios. [Internet] [Thesis]. University of Waterloo; 2010. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/10012/5427.

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

Council of Science Editors:

Agatonovic M. Heavy-tail Sensitivity of Stable Portfolios. [Thesis]. University of Waterloo; 2010. Available from: http://hdl.handle.net/10012/5427

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


Uppsala University

3. Barkino, Iliam. Enough is Enough : Sufficient number of securities in an optimal portfolio.

Degree: Business Studies, 2016, Uppsala University

This empirical study has shown that optimal portfolios need approximately 10 securities to diversify away the unsystematic risk. This challenges previous studies of randomly… (more)

Subjects/Keywords: Optimal Portfolio; Random Portfolio; Optimization; Modern Portfolio Theory; Variance; Covariance; Diversification; Relative Standard Deviation

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APA (6th Edition):

Barkino, I. (2016). Enough is Enough : Sufficient number of securities in an optimal portfolio. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

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):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Thesis, Uppsala University. Accessed November 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

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

MLA Handbook (7th Edition):

Barkino, Iliam. “Enough is Enough : Sufficient number of securities in an optimal portfolio.” 2016. Web. 15 Nov 2019.

Vancouver:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Nov 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462.

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

Council of Science Editors:

Barkino I. Enough is Enough : Sufficient number of securities in an optimal portfolio. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298462

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


McMaster University

4. Mbodji, Oumar. Time Consistent Behaviour and Discount Rates.

Degree: PhD, 2018, McMaster University

Decisions such as saving, investing, policymaking, have consequences in multiple time periods and are called intertemporal. These choices require decision-makers to trade-off costs and benefits… (more)

Subjects/Keywords: time consistent; portfolio; optimization; discount rates

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APA (6th Edition):

Mbodji, O. (2018). Time Consistent Behaviour and Discount Rates. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/23890

Chicago Manual of Style (16th Edition):

Mbodji, Oumar. “Time Consistent Behaviour and Discount Rates.” 2018. Doctoral Dissertation, McMaster University. Accessed November 15, 2019. http://hdl.handle.net/11375/23890.

MLA Handbook (7th Edition):

Mbodji, Oumar. “Time Consistent Behaviour and Discount Rates.” 2018. Web. 15 Nov 2019.

Vancouver:

Mbodji O. Time Consistent Behaviour and Discount Rates. [Internet] [Doctoral dissertation]. McMaster University; 2018. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/11375/23890.

Council of Science Editors:

Mbodji O. Time Consistent Behaviour and Discount Rates. [Doctoral Dissertation]. McMaster University; 2018. Available from: http://hdl.handle.net/11375/23890

5. Chan, Yuk Fung. Financial Models for Commodity, Energy and Equity Markets .

Degree: PhD, 2015, Princeton University

 In this thesis, we propose several financial models to better understand the dramatic price behavior observed in the commodity and energy markets over the past… (more)

Subjects/Keywords: Financialization; Mean Field Games; Portfolio Optimization

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APA (6th Edition):

Chan, Y. F. (2015). Financial Models for Commodity, Energy and Equity Markets . (Doctoral Dissertation). Princeton University. Retrieved from http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f

Chicago Manual of Style (16th Edition):

Chan, Yuk Fung. “Financial Models for Commodity, Energy and Equity Markets .” 2015. Doctoral Dissertation, Princeton University. Accessed November 15, 2019. http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f.

MLA Handbook (7th Edition):

Chan, Yuk Fung. “Financial Models for Commodity, Energy and Equity Markets .” 2015. Web. 15 Nov 2019.

Vancouver:

Chan YF. Financial Models for Commodity, Energy and Equity Markets . [Internet] [Doctoral dissertation]. Princeton University; 2015. [cited 2019 Nov 15]. Available from: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f.

Council of Science Editors:

Chan YF. Financial Models for Commodity, Energy and Equity Markets . [Doctoral Dissertation]. Princeton University; 2015. Available from: http://arks.princeton.edu/ark:/88435/dsp01pz50gz48f

6. Blom, Joakim. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.

Degree: Mathematics and Mathematical Statistics, 2016, Umeå University

  Modern portfolio theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize… (more)

Subjects/Keywords: Copula; Portfolio Optimization; Extreme Value Theory; CVaR Optimization

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APA (6th Edition):

Blom, J. (2016). Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

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):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Thesis, Umeå University. Accessed November 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

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

MLA Handbook (7th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Web. 15 Nov 2019.

Vancouver:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Nov 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

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

Council of Science Editors:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

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

7. Liagkouras, Konstantinos. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.

Degree: 2016, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

 Multiobjective optimization (MO) is the problem of simultaneously optimizing two or more conflicting objectives subject to certain constraints. Many real-world problems involve simultaneous optimization of… (more)

Subjects/Keywords: Πολυαντικειμενικοί Εξελικτικοί Αλγόριθμοι; Βελτιστοποίηση χαρτοφυλακίου; Multiobjective optimization; Evolutionary algorithms; Portfolio optimization

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APA (6th Edition):

Liagkouras, K. (2016). Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/37602

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):

Liagkouras, Konstantinos. “Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.” 2016. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed November 15, 2019. http://hdl.handle.net/10442/hedi/37602.

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

MLA Handbook (7th Edition):

Liagkouras, Konstantinos. “Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization.” 2016. Web. 15 Nov 2019.

Vancouver:

Liagkouras K. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2016. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/10442/hedi/37602.

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

Council of Science Editors:

Liagkouras K. Novel multiobjective evolutionary algorithm approaches with application in the constrained portfolio optimization. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2016. Available from: http://hdl.handle.net/10442/hedi/37602

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


Georgia Tech

8. Morris, Carl. Dynamic portfolio optimization using mean-semivariance.

Degree: PhD, Industrial and Systems Engineering, 2017, Georgia Tech

 This dissertation studies the mean-semivariance portfolio optimization problem. We describe the relationship of this kind of optimization in the context of other types of portfolio(more)

Subjects/Keywords: Multi-period stochastic optimization; Robust optimization; Portfolio optimization; Piecewise quadratic qptimization; Parametric qptimization

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APA (6th Edition):

Morris, C. (2017). Dynamic portfolio optimization using mean-semivariance. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59245

Chicago Manual of Style (16th Edition):

Morris, Carl. “Dynamic portfolio optimization using mean-semivariance.” 2017. Doctoral Dissertation, Georgia Tech. Accessed November 15, 2019. http://hdl.handle.net/1853/59245.

MLA Handbook (7th Edition):

Morris, Carl. “Dynamic portfolio optimization using mean-semivariance.” 2017. Web. 15 Nov 2019.

Vancouver:

Morris C. Dynamic portfolio optimization using mean-semivariance. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/1853/59245.

Council of Science Editors:

Morris C. Dynamic portfolio optimization using mean-semivariance. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59245


University of Arizona

9. Chernikov, Dmitry. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .

Degree: 2017, University of Arizona

 In this dissertation we investigate methods of solving various optimization problems with PDE constraints, i.e. optimization problems that have a system of partial differential equations… (more)

Subjects/Keywords: adjoint differentiation; automatic differentiation; multiphysics; nonlinear optimization; optimization of portfolio of options; PDE-constrained optimization

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APA (6th Edition):

Chernikov, D. (2017). PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/626368

Chicago Manual of Style (16th Edition):

Chernikov, Dmitry. “PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .” 2017. Doctoral Dissertation, University of Arizona. Accessed November 15, 2019. http://hdl.handle.net/10150/626368.

MLA Handbook (7th Edition):

Chernikov, Dmitry. “PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance .” 2017. Web. 15 Nov 2019.

Vancouver:

Chernikov D. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . [Internet] [Doctoral dissertation]. University of Arizona; 2017. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/10150/626368.

Council of Science Editors:

Chernikov D. PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance . [Doctoral Dissertation]. University of Arizona; 2017. Available from: http://hdl.handle.net/10150/626368


Université Catholique de Louvain

10. 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 (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 November 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 Nov 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 Nov 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


NSYSU

11. Chiang, Bing-Yang. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.

Degree: Master, Institute Of Computer Science And Engineering, 2018, NSYSU

 Investment is always an interesting and important issue for people since international financial crisis is hard to predict and governmentâs policy may have influence on… (more)

Subjects/Keywords: diverse group stock portfolio; fuzzy grouping genetic algorithm; grouping problem; individual repair mechanism; portfolio optimization

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APA (6th Edition):

Chiang, B. (2018). Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

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):

Chiang, Bing-Yang. “Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.” 2018. Thesis, NSYSU. Accessed November 15, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856.

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

MLA Handbook (7th Edition):

Chiang, Bing-Yang. “Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio.” 2018. Web. 15 Nov 2019.

Vancouver:

Chiang B. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Nov 15]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856.

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

Council of Science Editors:

Chiang B. Using Fuzzy Sets to Speed up the Optimization of Group Stock Portfolio. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727118-000856

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


Iowa State University

12. Lou, Chenlu. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.

Degree: 2011, Iowa State University

 In this thesis we construct and analyze a mean-variance utility maximization model for a risk-averse electric power generation company who wishes to determine the optimal… (more)

Subjects/Keywords: Generation expansion planning; Portfolio optimization; Production Tax Credit; Renewable energy; Renewable Portfolio Standard; Industrial Engineering

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APA (6th Edition):

Lou, C. (2011). Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/11202

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):

Lou, Chenlu. “Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.” 2011. Thesis, Iowa State University. Accessed November 15, 2019. https://lib.dr.iastate.edu/etd/11202.

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

MLA Handbook (7th Edition):

Lou, Chenlu. “Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard.” 2011. Web. 15 Nov 2019.

Vancouver:

Lou C. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. [Internet] [Thesis]. Iowa State University; 2011. [cited 2019 Nov 15]. Available from: https://lib.dr.iastate.edu/etd/11202.

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

Council of Science Editors:

Lou C. Generation portfolio optimization under wind Production Tax Credit and Renewable Portfolio Standard. [Thesis]. Iowa State University; 2011. Available from: https://lib.dr.iastate.edu/etd/11202

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

13. Hirani, Shyam. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.

Degree: Faculty of Arts and Sciences, 2014, Linköping UniversityLinköping University

  Within the scope of this thesis, the Black-Litterman Asset Allocation Model (as presented in He & Litterman, 1999) is compared to the classical mean-variance… (more)

Subjects/Keywords: Black-Litterman mean-variance portfolio optimization efficient frontier sensitivity analysis high-yield strategy canonical reverse optimization equilibrium portfolio CAPM

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APA (6th Edition):

Hirani, S. (2014). The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

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):

Hirani, Shyam. “The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.” 2014. Thesis, Linköping UniversityLinköping University. Accessed November 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

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

MLA Handbook (7th Edition):

Hirani, Shyam. “The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework.” 2014. Web. 15 Nov 2019.

Vancouver:

Hirani S. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. [Internet] [Thesis]. Linköping UniversityLinköping University; 2014. [cited 2019 Nov 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570.

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

Council of Science Editors:

Hirani S. The Black-Litterman Asset Allocation Model : An Empirical Comparison to the Classical Mean-Variance Framework. [Thesis]. Linköping UniversityLinköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-111570

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


Anna University

14. Suganya N C. Studies on computational intelligence based strategies for financial portfolio optimization;.

Degree: 2014, Anna University

A financial portfolio is a basket of tradable assets such as stocks, bonds, commodities etc., that is held by an investor. Computational Intelligence (CI) is… (more)

Subjects/Keywords: Computation intelligence; financial portfolio optimization; wavelet networks; neural networks

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APA (6th Edition):

C, S. N. (2014). Studies on computational intelligence based strategies for financial portfolio optimization;. (Thesis). Anna University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/15032

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):

C, Suganya N. “Studies on computational intelligence based strategies for financial portfolio optimization;.” 2014. Thesis, Anna University. Accessed November 15, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/15032.

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

MLA Handbook (7th Edition):

C, Suganya N. “Studies on computational intelligence based strategies for financial portfolio optimization;.” 2014. Web. 15 Nov 2019.

Vancouver:

C SN. Studies on computational intelligence based strategies for financial portfolio optimization;. [Internet] [Thesis]. Anna University; 2014. [cited 2019 Nov 15]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15032.

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

Council of Science Editors:

C SN. Studies on computational intelligence based strategies for financial portfolio optimization;. [Thesis]. Anna University; 2014. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/15032

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


EPFL

15. 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 November 15, 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. 15 Nov 2019.

Vancouver:

Yap ZW. Robust Portfolio Optimization. [Internet] [Thesis]. EPFL; 2017. [cited 2019 Nov 15]. 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


Hong Kong University of Science and Technology

16. Feng, Yiyong. Convex optimization methods for financial engineering : portfolio design and order execution.

Degree: 2015, Hong Kong University of Science and Technology

Portfolio risk management and algorithmic trading are active research areas and have received extensive attention and interest. The former is attached of great importance after… (more)

Subjects/Keywords: Portfolio management; Mathematical models; Investments; Risk management; Mathematical optimization; Convex functions

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

APA (6th Edition):

Feng, Y. (2015). Convex optimization methods for financial engineering : portfolio design and order execution. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

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):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed November 15, 2019. https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Feng, Yiyong. “Convex optimization methods for financial engineering : portfolio design and order execution.” 2015. Web. 15 Nov 2019.

Vancouver:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2019 Nov 15]. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html.

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

Council of Science Editors:

Feng Y. Convex optimization methods for financial engineering : portfolio design and order execution. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514525 ; http://repository.ust.hk/ir/bitstream/1783.1-81959/1/th_redirect.html

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


Hong Kong University of Science and Technology

17. Wang, Tian. Portfolio optimization based on random matrix theory.

Degree: 2010, Hong Kong University of Science and Technology

 In modern portfolio theory, the covariance matrices of portfolio asset returns are always needed for different reasons in the design process. Indeed, the problem of… (more)

Subjects/Keywords: Random matrices; Portfolio management  – Mathematical models; Mathematical optimization

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

APA (6th Edition):

Wang, T. (2010). Portfolio optimization based on random matrix theory. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

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):

Wang, Tian. “Portfolio optimization based on random matrix theory.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed November 15, 2019. https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Wang, Tian. “Portfolio optimization based on random matrix theory.” 2010. Web. 15 Nov 2019.

Vancouver:

Wang T. Portfolio optimization based on random matrix theory. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2019 Nov 15]. Available from: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html.

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

Council of Science Editors:

Wang T. Portfolio optimization based on random matrix theory. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106644 ; http://repository.ust.hk/ir/bitstream/1783.1-6761/1/th_redirect.html

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


Hong Kong University of Science and Technology

18. Wang, Dexin. Direct comparison approach to Markov systems and its application to portfolio management.

Degree: 2011, Hong Kong University of Science and Technology

 This thesis is devoted to the extension of the recently developed direct comparison approach from the performance optimization of finite Markov decision processes (MDPs) to… (more)

Subjects/Keywords: Portfolio management  – Mathematical models; Markov processes; Mathematical optimization

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

APA (6th Edition):

Wang, D. (2011). Direct comparison approach to Markov systems and its application to portfolio management. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1155534 ; http://repository.ust.hk/ir/bitstream/1783.1-7332/1/th_redirect.html

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):

Wang, Dexin. “Direct comparison approach to Markov systems and its application to portfolio management.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed November 15, 2019. https://doi.org/10.14711/thesis-b1155534 ; http://repository.ust.hk/ir/bitstream/1783.1-7332/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Wang, Dexin. “Direct comparison approach to Markov systems and its application to portfolio management.” 2011. Web. 15 Nov 2019.

Vancouver:

Wang D. Direct comparison approach to Markov systems and its application to portfolio management. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2019 Nov 15]. Available from: https://doi.org/10.14711/thesis-b1155534 ; http://repository.ust.hk/ir/bitstream/1783.1-7332/1/th_redirect.html.

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

Council of Science Editors:

Wang D. Direct comparison approach to Markov systems and its application to portfolio management. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: https://doi.org/10.14711/thesis-b1155534 ; http://repository.ust.hk/ir/bitstream/1783.1-7332/1/th_redirect.html

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


Hong Kong University of Science and Technology

19. Yu, Jian. Random matrix approach to minimum variance portfolio optimization with high frequency data.

Degree: 2013, Hong Kong University of Science and Technology

 In modern portfolio theory, the accuracy and robustness of the covariance estimator plays a critical role in defining the performance of the optimized portfolios. Traditional… (more)

Subjects/Keywords: Portfolio management; Mathematical models; Mathematical optimization; Random matrices

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

APA (6th Edition):

Yu, J. (2013). Random matrix approach to minimum variance portfolio optimization with high frequency data. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1255624 ; http://repository.ust.hk/ir/bitstream/1783.1-62650/1/th_redirect.html

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):

Yu, Jian. “Random matrix approach to minimum variance portfolio optimization with high frequency data.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed November 15, 2019. https://doi.org/10.14711/thesis-b1255624 ; http://repository.ust.hk/ir/bitstream/1783.1-62650/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Yu, Jian. “Random matrix approach to minimum variance portfolio optimization with high frequency data.” 2013. Web. 15 Nov 2019.

Vancouver:

Yu J. Random matrix approach to minimum variance portfolio optimization with high frequency data. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2019 Nov 15]. Available from: https://doi.org/10.14711/thesis-b1255624 ; http://repository.ust.hk/ir/bitstream/1783.1-62650/1/th_redirect.html.

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

Council of Science Editors:

Yu J. Random matrix approach to minimum variance portfolio optimization with high frequency data. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: https://doi.org/10.14711/thesis-b1255624 ; http://repository.ust.hk/ir/bitstream/1783.1-62650/1/th_redirect.html

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


Université Catholique de Louvain

20. Loustaunau, Romain. Volatility as a Hedging Framework : Portfolio Analysis.

Degree: 2015, Université Catholique de Louvain

Volatility appears to be asymmetric to equities. We consider volatility as an asset and examine its benefits when allocated to a portfolio. The portfolio optimization(more)

Subjects/Keywords: volatility hedging; VIX index; portfolio optimization; tail hedge risk

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

APA (6th Edition):

Loustaunau, R. (2015). Volatility as a Hedging Framework : Portfolio Analysis. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:2719

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):

Loustaunau, Romain. “Volatility as a Hedging Framework : Portfolio Analysis.” 2015. Thesis, Université Catholique de Louvain. Accessed November 15, 2019. http://hdl.handle.net/2078.1/thesis:2719.

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

MLA Handbook (7th Edition):

Loustaunau, Romain. “Volatility as a Hedging Framework : Portfolio Analysis.” 2015. Web. 15 Nov 2019.

Vancouver:

Loustaunau R. Volatility as a Hedging Framework : Portfolio Analysis. [Internet] [Thesis]. Université Catholique de Louvain; 2015. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/2078.1/thesis:2719.

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

Council of Science Editors:

Loustaunau R. Volatility as a Hedging Framework : Portfolio Analysis. [Thesis]. Université Catholique de Louvain; 2015. Available from: http://hdl.handle.net/2078.1/thesis:2719

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

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

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 November 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 Nov 2019.

Vancouver:

Duggal R. Modern Portfolio Trading with Commodities. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2019 Nov 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

22. Jin, Hyunjong. Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates.

Degree: 2012, University of Waterloo

 The classical mean-variance model, proposed by Harry Markowitz in 1952, has been one of the most powerful tools in the field of portfolio optimization. In… (more)

Subjects/Keywords: Uncertainty; Ambiguity; Portfolio Optimization

portfolio optimization model to circumvent in the difficulty the pain of dealing with quadratic… …further discusses the behavioral aspects of portfolio optimization. In Chapter 3, we motivate… …assets in the portfolio. However, in practice, these parameters are typically estimated from a… …its effects on the choice of portfolio rules. The estimates are solely based on historical… …In addition, Michaud suggests that “MV optimization significantly overweights (… 

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

APA (6th Edition):

Jin, H. (2012). Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/6610

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):

Jin, Hyunjong. “Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates.” 2012. Thesis, University of Waterloo. Accessed November 15, 2019. http://hdl.handle.net/10012/6610.

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

MLA Handbook (7th Edition):

Jin, Hyunjong. “Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates.” 2012. Web. 15 Nov 2019.

Vancouver:

Jin H. Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates. [Internet] [Thesis]. University of Waterloo; 2012. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/10012/6610.

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

Council of Science Editors:

Jin H. Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates. [Thesis]. University of Waterloo; 2012. Available from: http://hdl.handle.net/10012/6610

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


University of New South Wales

23. Hu, Wei. VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION.

Degree: Banking & Finance, 2011, University of New South Wales

 As traditional contingent claims valuation methods do not apply to non-transferable and non-hedgeable contingent claims, recent proliferation of such claims creates the need for the… (more)

Subjects/Keywords: Stochastic discount factor; ESO; Constrained portfolio optimization; Credit risk; Reload option

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

APA (6th Edition):

Hu, W. (2011). VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Hu, Wei. “VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION.” 2011. Doctoral Dissertation, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true.

MLA Handbook (7th Edition):

Hu, Wei. “VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION.” 2011. Web. 15 Nov 2019.

Vancouver:

Hu W. VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true.

Council of Science Editors:

Hu W. VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION. [Doctoral Dissertation]. University of New South Wales; 2011. Available from: http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true


University of Waterloo

24. Bhowmick, Kaushiki. Inverse Problems in Portfolio Selection: Scenario Optimization Framework.

Degree: 2011, University of Waterloo

 A number of researchers have proposed several Bayesian methods for portfolio selection, which combine statistical information from financial time series with the prior beliefs of… (more)

Subjects/Keywords: Portfolio optimization; mathematical programming; Simulation; Finance; Statistics; Inverse problems

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

APA (6th Edition):

Bhowmick, K. (2011). Inverse Problems in Portfolio Selection: Scenario Optimization Framework. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/6371

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):

Bhowmick, Kaushiki. “Inverse Problems in Portfolio Selection: Scenario Optimization Framework.” 2011. Thesis, University of Waterloo. Accessed November 15, 2019. http://hdl.handle.net/10012/6371.

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

MLA Handbook (7th Edition):

Bhowmick, Kaushiki. “Inverse Problems in Portfolio Selection: Scenario Optimization Framework.” 2011. Web. 15 Nov 2019.

Vancouver:

Bhowmick K. Inverse Problems in Portfolio Selection: Scenario Optimization Framework. [Internet] [Thesis]. University of Waterloo; 2011. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/10012/6371.

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

Council of Science Editors:

Bhowmick K. Inverse Problems in Portfolio Selection: Scenario Optimization Framework. [Thesis]. University of Waterloo; 2011. Available from: http://hdl.handle.net/10012/6371

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


University of New South Wales

25. Wu, Hai. Essays on systematic risk in financial markets.

Degree: Banking & Finance, 2013, University of New South Wales

 This thesis analyzes three related topics in CAPM (Capital Asset Pricing Model) systemic risk (beta); estimation and evaluation of quarterly beta forecasting models, beta forecasting… (more)

Subjects/Keywords: Momentum; CAPM; Realized Beta; Portfolio Optimization; Systemic Risk; Beta Forecasting

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

APA (6th Edition):

Wu, H. (2013). Essays on systematic risk in financial markets. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/53060 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11738/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Wu, Hai. “Essays on systematic risk in financial markets.” 2013. Doctoral Dissertation, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/53060 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11738/SOURCE01?view=true.

MLA Handbook (7th Edition):

Wu, Hai. “Essays on systematic risk in financial markets.” 2013. Web. 15 Nov 2019.

Vancouver:

Wu H. Essays on systematic risk in financial markets. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/53060 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11738/SOURCE01?view=true.

Council of Science Editors:

Wu H. Essays on systematic risk in financial markets. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/53060 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11738/SOURCE01?view=true


University of Iowa

26. Rysz, Maciej Wladyslaw. Risk-averse optimization in networks.

Degree: PhD, Industrial Engineering, 2014, University of Iowa

  The primary goal of this research is to model and develop efficient solution techniques for graph theoretical problems with topologically stochastic information that manifests… (more)

Subjects/Keywords: clique; network; optimization; portfolio; risk; stochastic; Industrial Engineering

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

APA (6th Edition):

Rysz, M. W. (2014). Risk-averse optimization in networks. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/6494

Chicago Manual of Style (16th Edition):

Rysz, Maciej Wladyslaw. “Risk-averse optimization in networks.” 2014. Doctoral Dissertation, University of Iowa. Accessed November 15, 2019. https://ir.uiowa.edu/etd/6494.

MLA Handbook (7th Edition):

Rysz, Maciej Wladyslaw. “Risk-averse optimization in networks.” 2014. Web. 15 Nov 2019.

Vancouver:

Rysz MW. Risk-averse optimization in networks. [Internet] [Doctoral dissertation]. University of Iowa; 2014. [cited 2019 Nov 15]. Available from: https://ir.uiowa.edu/etd/6494.

Council of Science Editors:

Rysz MW. Risk-averse optimization in networks. [Doctoral Dissertation]. University of Iowa; 2014. Available from: https://ir.uiowa.edu/etd/6494

27. Liu, Jialin. Portfolio Methods in Uncertain Contexts : Méthodes de portefeuille en contexte incertain.

Degree: Docteur es, Informatique, 2015, Paris Saclay

Les problèmes d’investissements d’énergie sont difficiles à cause des incertitudes. Certaines incertitudes peuvent être modélisées par les probabilités. Mais il y a des problèmes difficiles… (more)

Subjects/Keywords: Portefeuille; Optimisation bruitée; Jeu; Nash; Portfolio; Noisy optimization; Game; Nash

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

APA (6th Edition):

Liu, J. (2015). Portfolio Methods in Uncertain Contexts : Méthodes de portefeuille en contexte incertain. (Doctoral Dissertation). Paris Saclay. Retrieved from http://www.theses.fr/2015SACLS220

Chicago Manual of Style (16th Edition):

Liu, Jialin. “Portfolio Methods in Uncertain Contexts : Méthodes de portefeuille en contexte incertain.” 2015. Doctoral Dissertation, Paris Saclay. Accessed November 15, 2019. http://www.theses.fr/2015SACLS220.

MLA Handbook (7th Edition):

Liu, Jialin. “Portfolio Methods in Uncertain Contexts : Méthodes de portefeuille en contexte incertain.” 2015. Web. 15 Nov 2019.

Vancouver:

Liu J. Portfolio Methods in Uncertain Contexts : Méthodes de portefeuille en contexte incertain. [Internet] [Doctoral dissertation]. Paris Saclay; 2015. [cited 2019 Nov 15]. Available from: http://www.theses.fr/2015SACLS220.

Council of Science Editors:

Liu J. Portfolio Methods in Uncertain Contexts : Méthodes de portefeuille en contexte incertain. [Doctoral Dissertation]. Paris Saclay; 2015. Available from: http://www.theses.fr/2015SACLS220

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

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 November 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 Nov 2019.

Vancouver:

Anane AK. Sustainability for Portfolio Optimization. [Internet] [Thesis]. Mälardalen University; 2019. [cited 2019 Nov 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

29. -9740-0742. Applications of forward performance processes in dynamic optimal portfolio management.

Degree: PhD, Information, Risk, and Operations Management, 2018, University of Texas – Austin

 The classical optimal investment models are cast in a finite or infinite horizon setting, assuming an a priori choice of a market model (or a… (more)

Subjects/Keywords: Forward performance; Portfolio optimization; Lifecycle fund; Mean-variance analysis

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

APA (6th Edition):

-9740-0742. (2018). Applications of forward performance processes in dynamic optimal portfolio management. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/63813

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Doctoral Dissertation, University of Texas – Austin. Accessed November 15, 2019. http://hdl.handle.net/2152/63813.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

-9740-0742. “Applications of forward performance processes in dynamic optimal portfolio management.” 2018. Web. 15 Nov 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2018. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/2152/63813.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

-9740-0742. Applications of forward performance processes in dynamic optimal portfolio management. [Doctoral Dissertation]. University of Texas – Austin; 2018. Available from: http://hdl.handle.net/2152/63813

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


University of Helsinki

30. Long, Feiran. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.

Degree: Department of Political and Economic Studies; Helsingfors universitet, Statsvetenskapliga fakulteten, Institutionen för politik och ekonomi, 2012, University of Helsinki

 Every since Harry Markowitz published his remarkable piece on portfolio diversification in the 50s which then evolved into Modern Portfolio Theory (MPT), the trade-off between… (more)

Subjects/Keywords: portfolio optimization; semimartingale; quadratic variation; Economics; Kansantaloustiede; Nationalekonomi

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

APA (6th Edition):

Long, F. (2012). Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/37148

Chicago Manual of Style (16th Edition):

Long, Feiran. “Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.” 2012. Masters Thesis, University of Helsinki. Accessed November 15, 2019. http://hdl.handle.net/10138/37148.

MLA Handbook (7th Edition):

Long, Feiran. “Portfolio selection formulated in terms of Semimartingales and Quadratic Variation.” 2012. Web. 15 Nov 2019.

Vancouver:

Long F. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. [Internet] [Masters thesis]. University of Helsinki; 2012. [cited 2019 Nov 15]. Available from: http://hdl.handle.net/10138/37148.

Council of Science Editors:

Long F. Portfolio selection formulated in terms of Semimartingales and Quadratic Variation. [Masters Thesis]. University of Helsinki; 2012. Available from: http://hdl.handle.net/10138/37148

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