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You searched for subject:(Risk Mathematical models). Showing records 1 – 30 of 143 total matches.

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University of Hong Kong

1. Rong, Yian. Applications of comonotonicity in risk-sharing and optimal allocation.

Degree: PhD, 2014, University of Hong Kong

Over the past decades, researchers in economics, financial mathematics and actuarial science have introduced results to the concept of comonotonicity in their respective fields of… (more)

Subjects/Keywords: Investments - Mathematical models; Risk management - Mathematical models

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APA (6th Edition):

Rong, Y. (2014). Applications of comonotonicity in risk-sharing and optimal allocation. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/207205

Chicago Manual of Style (16th Edition):

Rong, Yian. “Applications of comonotonicity in risk-sharing and optimal allocation.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/207205.

MLA Handbook (7th Edition):

Rong, Yian. “Applications of comonotonicity in risk-sharing and optimal allocation.” 2014. Web. 22 Aug 2017.

Vancouver:

Rong Y. Applications of comonotonicity in risk-sharing and optimal allocation. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/207205.

Council of Science Editors:

Rong Y. Applications of comonotonicity in risk-sharing and optimal allocation. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/207205


University of Hong Kong

2. Wei, Wei. Some actuarial problems on risk models with thinning dependence.

Degree: M. Phil., 2017, University of Hong Kong

The optimal reinsurance problem and the dividend problem are concerned in this thesis for some risk models with dependence. Specifically, the models of our study… (more)

Subjects/Keywords: Mathematical models - Risk (Insurance); Mathematical models - Reinsurance

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APA (6th Edition):

Wei, W. (2017). Some actuarial problems on risk models with thinning dependence. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/239946

Chicago Manual of Style (16th Edition):

Wei, Wei. “Some actuarial problems on risk models with thinning dependence.” 2017. Masters Thesis, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/239946.

MLA Handbook (7th Edition):

Wei, Wei. “Some actuarial problems on risk models with thinning dependence.” 2017. Web. 22 Aug 2017.

Vancouver:

Wei W. Some actuarial problems on risk models with thinning dependence. [Internet] [Masters thesis]. University of Hong Kong; 2017. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/239946.

Council of Science Editors:

Wei W. Some actuarial problems on risk models with thinning dependence. [Masters Thesis]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/239946


University of Hong Kong

3. Wang, Shuoyu. Optimal inventory strategies in supply chains under a value-at-risk constraint.

Degree: PhD, 2010, University of Hong Kong

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Mak, KL, Yiu, CKF.

Subjects/Keywords: Inventory control - Mathematical models.; Risk.

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APA (6th Edition):

Wang, S. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704

Chicago Manual of Style (16th Edition):

Wang, Shuoyu. “Optimal inventory strategies in supply chains under a value-at-risk constraint.” 2010. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704.

MLA Handbook (7th Edition):

Wang, Shuoyu. “Optimal inventory strategies in supply chains under a value-at-risk constraint.” 2010. Web. 22 Aug 2017.

Vancouver:

Wang S. Optimal inventory strategies in supply chains under a value-at-risk constraint. [Internet] [Doctoral dissertation]. University of Hong Kong; 2010. [cited 2017 Aug 22]. Available from: Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704.

Council of Science Editors:

Wang S. Optimal inventory strategies in supply chains under a value-at-risk constraint. [Doctoral Dissertation]. University of Hong Kong; 2010. Available from: Wang, S. [王硕玉]. (2010). Optimal inventory strategies in supply chains under a value-at-risk constraint. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4440704 ; http://dx.doi.org/10.5353/th_b4440704


University of Hong Kong

4. Qi, Xiaozhen. Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.

Degree: M. Phil., 2016, University of Hong Kong

There is a vast literature in the analysis of the insurer's surplus process under the Sparre Andersen risk model. Since it is cumbersome to calculate… (more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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APA (6th Edition):

Qi, X. (2016). Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/223621

Chicago Manual of Style (16th Edition):

Qi, Xiaozhen. “Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.” 2016. Masters Thesis, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/223621.

MLA Handbook (7th Edition):

Qi, Xiaozhen. “Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model.” 2016. Web. 22 Aug 2017.

Vancouver:

Qi X. Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. [Internet] [Masters thesis]. University of Hong Kong; 2016. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/223621.

Council of Science Editors:

Qi X. Analysis of the generalized Gerber-Shiu function in discrete-time dependent Sparre Andersen model. [Masters Thesis]. University of Hong Kong; 2016. Available from: http://hdl.handle.net/10722/223621


University of Hong Kong

5. Liu, Haibo. On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.

Degree: M. Phil., 2015, University of Hong Kong

In the context of classical ruin theory, ruin quantities (e.g. ruin probability and the time of ruin) are studied separately. It was not until the… (more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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APA (6th Edition):

Liu, H. (2015). On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/231097

Chicago Manual of Style (16th Edition):

Liu, Haibo. “On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.” 2015. Masters Thesis, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/231097.

MLA Handbook (7th Edition):

Liu, Haibo. “On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities.” 2015. Web. 22 Aug 2017.

Vancouver:

Liu H. On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. [Internet] [Masters thesis]. University of Hong Kong; 2015. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/231097.

Council of Science Editors:

Liu H. On the joint analysis of discounted aggregate claim costs until ruin and other ruin-related quantities. [Masters Thesis]. University of Hong Kong; 2015. Available from: http://hdl.handle.net/10722/231097


University of Hong Kong

6. Liu, Luyin. Analysis of some risk processes in ruin theory.

Degree: M. Phil., 2013, University of Hong Kong

In the literature of ruin theory, there have been extensive studies trying to generalize the classical insurance risk model. In this thesis, we look into… (more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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APA (6th Edition):

Liu, L. (2013). Analysis of some risk processes in ruin theory. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/195992

Chicago Manual of Style (16th Edition):

Liu, Luyin. “Analysis of some risk processes in ruin theory.” 2013. Masters Thesis, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/195992.

MLA Handbook (7th Edition):

Liu, Luyin. “Analysis of some risk processes in ruin theory.” 2013. Web. 22 Aug 2017.

Vancouver:

Liu L. Analysis of some risk processes in ruin theory. [Internet] [Masters thesis]. University of Hong Kong; 2013. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/195992.

Council of Science Editors:

Liu L. Analysis of some risk processes in ruin theory. [Masters Thesis]. University of Hong Kong; 2013. Available from: http://hdl.handle.net/10722/195992


University of Hong Kong

7. Wong, Tsun-yu, Jeff. On some Parisian problems in ruin theory.

Degree: M. Phil., 2014, University of Hong Kong

Traditionally, in the context of ruin theory, most judgements are made on an immediate sense. An example would be the determination of ruin, in which… (more)

Subjects/Keywords: Risk (Insurance) - Mathematical models

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APA (6th Edition):

Wong, Tsun-yu, J. (2014). On some Parisian problems in ruin theory. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/206448

Chicago Manual of Style (16th Edition):

Wong, Tsun-yu, Jeff. “On some Parisian problems in ruin theory.” 2014. Masters Thesis, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/206448.

MLA Handbook (7th Edition):

Wong, Tsun-yu, Jeff. “On some Parisian problems in ruin theory.” 2014. Web. 22 Aug 2017.

Vancouver:

Wong, Tsun-yu J. On some Parisian problems in ruin theory. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/206448.

Council of Science Editors:

Wong, Tsun-yu J. On some Parisian problems in ruin theory. [Masters Thesis]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/206448


Rutgers University

8. Miller, Naomi Liora. Mean-risk portfolio optimization problems with risk-adjusted measures:.

Degree: PhD, Operations Research, 2008, Rutgers University

We consider the problem of optimizing a portfolio of finitely many assets whose returns are described by a joint discrete distribution. We formulate the mean-risk(more)

Subjects/Keywords: Portfolio management – Mathematical models; Risk

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APA (6th Edition):

Miller, N. L. (2008). Mean-risk portfolio optimization problems with risk-adjusted measures:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460

Chicago Manual of Style (16th Edition):

Miller, Naomi Liora. “Mean-risk portfolio optimization problems with risk-adjusted measures:.” 2008. Doctoral Dissertation, Rutgers University. Accessed August 22, 2017. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460.

MLA Handbook (7th Edition):

Miller, Naomi Liora. “Mean-risk portfolio optimization problems with risk-adjusted measures:.” 2008. Web. 22 Aug 2017.

Vancouver:

Miller NL. Mean-risk portfolio optimization problems with risk-adjusted measures:. [Internet] [Doctoral dissertation]. Rutgers University; 2008. [cited 2017 Aug 22]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460.

Council of Science Editors:

Miller NL. Mean-risk portfolio optimization problems with risk-adjusted measures:. [Doctoral Dissertation]. Rutgers University; 2008. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000050460


University of Hong Kong

9. Liu, Binbin. Some topics in risk theory and optimal capital allocation problems.

Degree: PhD, 2012, University of Hong Kong

In recent years, the Markov Regime-Switching model and the class of Archimedean copulas have been widely applied to a variety of finance-related fields. The Markov… (more)

Subjects/Keywords: Risk management - Mathematical models.; Investments - Mathematical models; Portfolio management - Mathematical models.

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APA (6th Edition):

Liu, B. (2012). Some topics in risk theory and optimal capital allocation problems. (Doctoral Dissertation). University of Hong Kong. Retrieved from Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929

Chicago Manual of Style (16th Edition):

Liu, Binbin. “Some topics in risk theory and optimal capital allocation problems.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929.

MLA Handbook (7th Edition):

Liu, Binbin. “Some topics in risk theory and optimal capital allocation problems.” 2012. Web. 22 Aug 2017.

Vancouver:

Liu B. Some topics in risk theory and optimal capital allocation problems. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2017 Aug 22]. Available from: Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929.

Council of Science Editors:

Liu B. Some topics in risk theory and optimal capital allocation problems. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Liu, B. [刘彬彬]. (2012). Some topics in risk theory and optimal capital allocation problems. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819929 ; http://dx.doi.org/10.5353/th_b4819929


University of California – San Diego

10. Sprenger, Charles. Essays in time and risk.

Degree: Economics, 2011, University of California – San Diego

 In this dissertation I focus on novel mechanisms for eliciting time and risk preferences and using these methods to test neoclassical and behavioral economic models.… (more)

Subjects/Keywords: Mathematical models Risk; Mathematical models Discount; Risk assessment Mathematical models Payment; Time-series analysis Mathematical models

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APA (6th Edition):

Sprenger, C. (2011). Essays in time and risk. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/05d2b1tq

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):

Sprenger, Charles. “Essays in time and risk.” 2011. Thesis, University of California – San Diego. Accessed August 22, 2017. http://www.escholarship.org/uc/item/05d2b1tq.

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

MLA Handbook (7th Edition):

Sprenger, Charles. “Essays in time and risk.” 2011. Web. 22 Aug 2017.

Vancouver:

Sprenger C. Essays in time and risk. [Internet] [Thesis]. University of California – San Diego; 2011. [cited 2017 Aug 22]. Available from: http://www.escholarship.org/uc/item/05d2b1tq.

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

Council of Science Editors:

Sprenger C. Essays in time and risk. [Thesis]. University of California – San Diego; 2011. Available from: http://www.escholarship.org/uc/item/05d2b1tq

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


University of Hong Kong

11. Gu, Jiawen. On credit risk modeling and credit derivatives pricing.

Degree: PhD, 2014, University of Hong Kong

 In this thesis, efforts are devoted to the stochastic modeling, measurement and evaluation of credit risks, the development of mathematical and statistical tools to estimate… (more)

Subjects/Keywords: Credit - Management - Mathematical models; Credit derivatives - Mathematical models; Risk management - Mathematical models

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APA (6th Edition):

Gu, J. (2014). On credit risk modeling and credit derivatives pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/202367

Chicago Manual of Style (16th Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/202367.

MLA Handbook (7th Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Web. 22 Aug 2017.

Vancouver:

Gu J. On credit risk modeling and credit derivatives pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/202367.

Council of Science Editors:

Gu J. On credit risk modeling and credit derivatives pricing. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/202367


Hong Kong University of Science and Technology

12. Wang, Yihua. Enhanced creditrisk+ : applications and comparison.

Degree: 2010, Hong Kong University of Science and Technology

 CreditRisk+ is one of the most widely implemented credit portfolio models. The independent factor assumption in the original model proposed by Credit Suisse First Boston… (more)

Subjects/Keywords: Credit  – Management  – Mathematical models; Risk management  – Mathematical models; Portfolio management  – Mathematical models

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APA (6th Edition):

Wang, Y. (2010). Enhanced creditrisk+ : applications and comparison. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/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, Yihua. “Enhanced creditrisk+ : applications and comparison.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed August 22, 2017. https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/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, Yihua. “Enhanced creditrisk+ : applications and comparison.” 2010. Web. 22 Aug 2017.

Vancouver:

Wang Y. Enhanced creditrisk+ : applications and comparison. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2017 Aug 22]. Available from: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/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 Y. Enhanced creditrisk+ : applications and comparison. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1106710 ; http://repository.ust.hk/ir/bitstream/1783.1-6763/1/th_redirect.html

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


University of Alberta

13. Wang, Xupeng. Risk measure estimation in finance.

Degree: MS, Department of Mathematical and Statistical Sciences, 2010, University of Alberta

 In financial market, risk management is very critical to a company. However, some risks in the market ( market risk) can not be controlled or… (more)

Subjects/Keywords: Financial futures  – Risk management  – Mathematical models; Financial risk management  – Mathematical models; Finance  – Risk management  – Mathematical models

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APA (6th Edition):

Wang, X. (2010). Risk measure estimation in finance. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/vx021f855

Chicago Manual of Style (16th Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Masters Thesis, University of Alberta. Accessed August 22, 2017. https://era.library.ualberta.ca/files/vx021f855.

MLA Handbook (7th Edition):

Wang, Xupeng. “Risk measure estimation in finance.” 2010. Web. 22 Aug 2017.

Vancouver:

Wang X. Risk measure estimation in finance. [Internet] [Masters thesis]. University of Alberta; 2010. [cited 2017 Aug 22]. Available from: https://era.library.ualberta.ca/files/vx021f855.

Council of Science Editors:

Wang X. Risk measure estimation in finance. [Masters Thesis]. University of Alberta; 2010. Available from: https://era.library.ualberta.ca/files/vx021f855


Hong Kong University of Science and Technology

14. Xie, Yapeng. Procurement risk management with capacitated option contracts and fixed ordering cost.

Degree: 2010, Hong Kong University of Science and Technology

 This article considers the single-period, multiple-supplier procurement problem using option contracts, with capacity constraints and fixed ordering costs. The buyer can procure from suppliers by… (more)

Subjects/Keywords: Industrial procurement  – Mathematical models; Risk management  – Mathematical models; Option (Contract)

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APA (6th Edition):

Xie, Y. (2010). Procurement risk management with capacitated option contracts and fixed ordering cost. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/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):

Xie, Yapeng. “Procurement risk management with capacitated option contracts and fixed ordering cost.” 2010. Thesis, Hong Kong University of Science and Technology. Accessed August 22, 2017. https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/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):

Xie, Yapeng. “Procurement risk management with capacitated option contracts and fixed ordering cost.” 2010. Web. 22 Aug 2017.

Vancouver:

Xie Y. Procurement risk management with capacitated option contracts and fixed ordering cost. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2010. [cited 2017 Aug 22]. Available from: https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/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:

Xie Y. Procurement risk management with capacitated option contracts and fixed ordering cost. [Thesis]. Hong Kong University of Science and Technology; 2010. Available from: https://doi.org/10.14711/thesis-b1115074 ; http://repository.ust.hk/ir/bitstream/1783.1-7059/1/th_redirect.html

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

15. Mohd. Ghazali bin Mohayidin. Risk in farm decision-making : a case of crop selection in two Malaysian districts.

Degree: PhD, 2009, University of Hawaii – Manoa

Bibliography: leaves 177-181.

Microfiche.

xvi, 181 leaves, bound ill., maps 29 cm

Efforts by the Malaysian government to increase fruit production over the last two… (more)

Subjects/Keywords: Agriculture  – Malaysia; Decision making  – Mathematical models; Risk  – Mathematical models

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Mohayidin, M. G. b. (2009). Risk in farm decision-making : a case of crop selection in two Malaysian districts. (Doctoral Dissertation). University of Hawaii – Manoa. Retrieved from http://hdl.handle.net/10125/9201

Chicago Manual of Style (16th Edition):

Mohayidin, Mohd. Ghazali bin. “Risk in farm decision-making : a case of crop selection in two Malaysian districts.” 2009. Doctoral Dissertation, University of Hawaii – Manoa. Accessed August 22, 2017. http://hdl.handle.net/10125/9201.

MLA Handbook (7th Edition):

Mohayidin, Mohd. Ghazali bin. “Risk in farm decision-making : a case of crop selection in two Malaysian districts.” 2009. Web. 22 Aug 2017.

Vancouver:

Mohayidin MGb. Risk in farm decision-making : a case of crop selection in two Malaysian districts. [Internet] [Doctoral dissertation]. University of Hawaii – Manoa; 2009. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10125/9201.

Council of Science Editors:

Mohayidin MGb. Risk in farm decision-making : a case of crop selection in two Malaysian districts. [Doctoral Dissertation]. University of Hawaii – Manoa; 2009. Available from: http://hdl.handle.net/10125/9201


University of Hong Kong

16. Shi, Yuan. A portfolio approach to procurement planning and risk hedging under uncertainty.

Degree: PhD, 2010, University of Hong Kong

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Chu, LK.

Subjects/Keywords: Industrial procurement - Planning.; Risk management - Mathematical models.

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

APA (6th Edition):

Shi, Y. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Doctoral Dissertation). University of Hong Kong. Retrieved from Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505

Chicago Manual of Style (16th Edition):

Shi, Yuan. “A portfolio approach to procurement planning and risk hedging under uncertainty.” 2010. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505.

MLA Handbook (7th Edition):

Shi, Yuan. “A portfolio approach to procurement planning and risk hedging under uncertainty.” 2010. Web. 22 Aug 2017.

Vancouver:

Shi Y. A portfolio approach to procurement planning and risk hedging under uncertainty. [Internet] [Doctoral dissertation]. University of Hong Kong; 2010. [cited 2017 Aug 22]. Available from: Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505.

Council of Science Editors:

Shi Y. A portfolio approach to procurement planning and risk hedging under uncertainty. [Doctoral Dissertation]. University of Hong Kong; 2010. Available from: Shi, Y. [石园]. (2010). A portfolio approach to procurement planning and risk hedging under uncertainty. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4490505 ; http://dx.doi.org/10.5353/th_b4490505


University of Hong Kong

17. Ni, Jian. Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing.

Degree: PhD, 2011, University of Hong Kong

published_or_final_version

Industrial and Manufacturing Systems Engineering

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Chu, LK.

Subjects/Keywords: Industrial procurement - Planning.; Risk management - Mathematical models.

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

APA (6th Edition):

Ni, J. (2011). Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794

Chicago Manual of Style (16th Edition):

Ni, Jian. “Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing.” 2011. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794.

MLA Handbook (7th Edition):

Ni, Jian. “Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing.” 2011. Web. 22 Aug 2017.

Vancouver:

Ni J. Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2011. [cited 2017 Aug 22]. Available from: Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794.

Council of Science Editors:

Ni J. Commodity procurement risk management using futures contracts: a dynamic financial hedging approach withmultistage rebalancing. [Doctoral Dissertation]. University of Hong Kong; 2011. Available from: Ni, J. [倪剑]. (2011). Commodity procurement risk management using futures contracts : a dynamic financial hedging approach with multistage rebalancing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658794 ; http://dx.doi.org/10.5353/th_b4658794


University of Hong Kong

18. Shi, Li. Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach.

Degree: PhD, 2013, University of Hong Kong

 The procurement of commodity materials for production is an important issue in supply chain management. Effective procurement should consider both uncertain customer demand and fluctuating… (more)

Subjects/Keywords: Industrial procurement - Planning.; Risk management - Mathematical models.

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

APA (6th Edition):

Shi, L. (2013). Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach. (Doctoral Dissertation). University of Hong Kong. Retrieved from Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874

Chicago Manual of Style (16th Edition):

Shi, Li. “Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2017. Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874.

MLA Handbook (7th Edition):

Shi, Li. “Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach.” 2013. Web. 22 Aug 2017.

Vancouver:

Shi L. Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2017 Aug 22]. Available from: Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874.

Council of Science Editors:

Shi L. Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Shi, L. [时莉]. (2013). Long-term commodity procurement risk management using futures contracts : a dynamic stack-and-roll approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4985874 ; http://dx.doi.org/10.5353/th_b4985874


University of Hong Kong

19. Chau, Ki-wai. Fourier-cosine method for insurance risk theory.

Degree: M. Phil., 2014, University of Hong Kong

In this thesis, a systematic study is carried out for effectively approximating Gerber-Shiu functions under L´evy subordinator models. It is a hardly touched topic in… (more)

Subjects/Keywords: Fourier analysis; Risk (Insurance) - Mathematical models

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

APA (6th Edition):

Chau, K. (2014). Fourier-cosine method for insurance risk theory. (Masters Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/208586

Chicago Manual of Style (16th Edition):

Chau, Ki-wai. “Fourier-cosine method for insurance risk theory.” 2014. Masters Thesis, University of Hong Kong. Accessed August 22, 2017. http://hdl.handle.net/10722/208586.

MLA Handbook (7th Edition):

Chau, Ki-wai. “Fourier-cosine method for insurance risk theory.” 2014. Web. 22 Aug 2017.

Vancouver:

Chau K. Fourier-cosine method for insurance risk theory. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/10722/208586.

Council of Science Editors:

Chau K. Fourier-cosine method for insurance risk theory. [Masters Thesis]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/208586

20. Fisher, Aaron J. Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal.

Degree: 2016, University of Tennessee – Chattanooga

 The problem of statistical inference of the reliability parameter Pr(Xk-s+1:k > Y ) of an s-out-of-k : G system with strength components X1,X2,…,Xk subjected to… (more)

Subjects/Keywords: Reliability (Engineering); Risk assessment  – Mathematical models

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APA (6th Edition):

Fisher, A. J. (2016). Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal. (Masters Thesis). University of Tennessee – Chattanooga. Retrieved from http://scholar.utc.edu/theses/493

Chicago Manual of Style (16th Edition):

Fisher, Aaron J. “Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal.” 2016. Masters Thesis, University of Tennessee – Chattanooga. Accessed August 22, 2017. http://scholar.utc.edu/theses/493.

MLA Handbook (7th Edition):

Fisher, Aaron J. “Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal.” 2016. Web. 22 Aug 2017.

Vancouver:

Fisher AJ. Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal. [Internet] [Masters thesis]. University of Tennessee – Chattanooga; 2016. [cited 2017 Aug 22]. Available from: http://scholar.utc.edu/theses/493.

Council of Science Editors:

Fisher AJ. Statistical inferences of Rs;k = Pr(Xk-s+1:k > Y ) for general class of exponentiated inverted exponential distribution with progressively type-II censored samples with uniformly distributed random removal. [Masters Thesis]. University of Tennessee – Chattanooga; 2016. Available from: http://scholar.utc.edu/theses/493


Hong Kong University of Science and Technology

21. Lu, Tao. Essays on risk management in logistics.

Degree: 2013, Hong Kong University of Science and Technology

 This thesis addresses two issues about risk management in ocean transport and manufacturing decisions, respectively. In the first essay, we study a retailer (shipper) who… (more)

Subjects/Keywords: Risk management; Mathematical models; Business logistics; Management

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

APA (6th Edition):

Lu, T. (2013). Essays on risk management in logistics. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/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):

Lu, Tao. “Essays on risk management in logistics.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed August 22, 2017. https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/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):

Lu, Tao. “Essays on risk management in logistics.” 2013. Web. 22 Aug 2017.

Vancouver:

Lu T. Essays on risk management in logistics. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2017 Aug 22]. Available from: https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/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:

Lu T. Essays on risk management in logistics. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: https://doi.org/10.14711/thesis-b1255576 ; http://repository.ust.hk/ir/bitstream/1783.1-62351/1/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

22. Wang, Shujing. Essays on the cross section of asset prices.

Degree: 2014, Hong Kong University of Science and Technology

 My dissertation attempts to understand the determinants of asset prices (returns) in the cross section. The thesis contains three chapters. Chapter 1 studies a unique… (more)

Subjects/Keywords: Bonds; Prices; Mathematical models; Stocks; Risk; Probabilities

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APA (6th Edition):

Wang, S. (2014). Essays on the cross section of asset prices. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/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, Shujing. “Essays on the cross section of asset prices.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed August 22, 2017. https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/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, Shujing. “Essays on the cross section of asset prices.” 2014. Web. 22 Aug 2017.

Vancouver:

Wang S. Essays on the cross section of asset prices. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2017 Aug 22]. Available from: https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/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 S. Essays on the cross section of asset prices. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: https://doi.org/10.14711/thesis-b1334528 ; http://repository.ust.hk/ir/bitstream/1783.1-71723/1/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

23. Fu, Miaoqi. Three research problems in financial risk management.

Degree: 2013, Hong Kong University of Science and Technology

 In this thesis, we study three different problems in financial risk management. The first one is to prove that the sample autocovariance with lag 1… (more)

Subjects/Keywords: Financial risk management; Mathematical models; Statistical methods

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APA (6th Edition):

Fu, M. (2013). Three research problems in financial risk management. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/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):

Fu, Miaoqi. “Three research problems in financial risk management.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed August 22, 2017. https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/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):

Fu, Miaoqi. “Three research problems in financial risk management.” 2013. Web. 22 Aug 2017.

Vancouver:

Fu M. Three research problems in financial risk management. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2017 Aug 22]. Available from: https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/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:

Fu M. Three research problems in financial risk management. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: https://doi.org/10.14711/thesis-b1254372 ; http://repository.ust.hk/ir/bitstream/1783.1-73429/1/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

24. Hu, Zhaolin. Non-convex stochastic optimization and its application in environmental economics & risk management.

Degree: 2011, Hong Kong University of Science and Technology

 This thesis consists of three parts, which devote to three topics on optimization under uncertainty respectively. The first part studies robust simulation of the global… (more)

Subjects/Keywords: Environmental economics  – Mathematical models; Risk management  – Mathematical models; Mathematical optimization; Stochastic analysis

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

APA (6th Edition):

Hu, Z. (2011). Non-convex stochastic optimization and its application in environmental economics & risk management. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/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):

Hu, Zhaolin. “Non-convex stochastic optimization and its application in environmental economics & risk management.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed August 22, 2017. https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/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):

Hu, Zhaolin. “Non-convex stochastic optimization and its application in environmental economics & risk management.” 2011. Web. 22 Aug 2017.

Vancouver:

Hu Z. Non-convex stochastic optimization and its application in environmental economics & risk management. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2017 Aug 22]. Available from: https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/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:

Hu Z. Non-convex stochastic optimization and its application in environmental economics & risk management. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: https://doi.org/10.14711/thesis-b1155750 ; http://repository.ust.hk/ir/bitstream/1783.1-7345/1/th_redirect.html

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


Florida Atlantic University

25. Chung, Kyong. Revisiting the methodology and application of Value-at-Risk.

Degree: MS, 2012, Florida Atlantic University

Summary: The main objective of this thesis is to simulate, evaluate and discuss three standard methodologies of calculating Value-at-Risk (VaR) : Historical simulation, the Variance-covariance… (more)

Subjects/Keywords: Valuation – Econometric models; Prices – Econometric models; Financial risk management; Mathematical optimization; Finance – Mathematical models

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

APA (6th Edition):

Chung, K. (2012). Revisiting the methodology and application of Value-at-Risk. (Masters Thesis). Florida Atlantic University. Retrieved from http://purl.flvc.org/FAU/3358328

Chicago Manual of Style (16th Edition):

Chung, Kyong. “Revisiting the methodology and application of Value-at-Risk.” 2012. Masters Thesis, Florida Atlantic University. Accessed August 22, 2017. http://purl.flvc.org/FAU/3358328.

MLA Handbook (7th Edition):

Chung, Kyong. “Revisiting the methodology and application of Value-at-Risk.” 2012. Web. 22 Aug 2017.

Vancouver:

Chung K. Revisiting the methodology and application of Value-at-Risk. [Internet] [Masters thesis]. Florida Atlantic University; 2012. [cited 2017 Aug 22]. Available from: http://purl.flvc.org/FAU/3358328.

Council of Science Editors:

Chung K. Revisiting the methodology and application of Value-at-Risk. [Masters Thesis]. Florida Atlantic University; 2012. Available from: http://purl.flvc.org/FAU/3358328


Hong Kong University of Science and Technology

26. 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 (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 August 22, 2017. 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. 22 Aug 2017.

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 2017 Aug 22]. 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

27. Choo, Weihao. Novel tools in quantitative risk management.

Degree: 2015, Macquarie University; ©2015

Thesis by publication.

Bibliography: pages 116-121.

1. Thesis contributions and the literature  – 2. Layer dependence  – 3. Mean and risk densities  – 4. Analyzing… (more)

Subjects/Keywords: Financial risk management  – Mathematical models; dependence; risk; distortion; diversification

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APA (6th Edition):

Choo, W. (2015). Novel tools in quantitative risk management. (Doctoral Dissertation). Macquarie University; ©2015. Retrieved from http://hdl.handle.net/1959.14/1068258

Chicago Manual of Style (16th Edition):

Choo, Weihao. “Novel tools in quantitative risk management.” 2015. Doctoral Dissertation, Macquarie University; ©2015. Accessed August 22, 2017. http://hdl.handle.net/1959.14/1068258.

MLA Handbook (7th Edition):

Choo, Weihao. “Novel tools in quantitative risk management.” 2015. Web. 22 Aug 2017.

Vancouver:

Choo W. Novel tools in quantitative risk management. [Internet] [Doctoral dissertation]. Macquarie University; ©2015; 2015. [cited 2017 Aug 22]. Available from: http://hdl.handle.net/1959.14/1068258.

Council of Science Editors:

Choo W. Novel tools in quantitative risk management. [Doctoral Dissertation]. Macquarie University; ©2015; 2015. Available from: http://hdl.handle.net/1959.14/1068258


Ryerson University

28. Triloke Rajbhandary. Piecewise Constant Modeling and Tracking of Systematic Risk in Financial Market.

Degree: MASc, Signal Processing, 2013, Ryerson University

 The objective of this thesis is to study the time-varying systematic risk in capital market represented by beta. By using statistical hypothesis testing, we show… (more)

Subjects/Keywords: Financial risk management  – Mathematical models; Investment analysis; Risk assessment  – Econometric models; Statistical hypothesis testing  – Mathematical models; Poisson processes; Stochastic processes

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APA (6th Edition):

Rajbhandary, T. (2013). Piecewise Constant Modeling and Tracking of Systematic Risk in Financial Market. (Masters Thesis). Ryerson University. Retrieved from http://digital.library.ryerson.ca/islandora/object/RULA%3A2199 ;

Chicago Manual of Style (16th Edition):

Rajbhandary, Triloke. “Piecewise Constant Modeling and Tracking of Systematic Risk in Financial Market.” 2013. Masters Thesis, Ryerson University. Accessed August 22, 2017. http://digital.library.ryerson.ca/islandora/object/RULA%3A2199 ;.

MLA Handbook (7th Edition):

Rajbhandary, Triloke. “Piecewise Constant Modeling and Tracking of Systematic Risk in Financial Market.” 2013. Web. 22 Aug 2017.

Vancouver:

Rajbhandary T. Piecewise Constant Modeling and Tracking of Systematic Risk in Financial Market. [Internet] [Masters thesis]. Ryerson University; 2013. [cited 2017 Aug 22]. Available from: http://digital.library.ryerson.ca/islandora/object/RULA%3A2199 ;.

Council of Science Editors:

Rajbhandary T. Piecewise Constant Modeling and Tracking of Systematic Risk in Financial Market. [Masters Thesis]. Ryerson University; 2013. Available from: http://digital.library.ryerson.ca/islandora/object/RULA%3A2199 ;


Edith Cowan University

29. Powell, Robert. Industry value at risk in Australia.

Degree: 2007, Edith Cowan University

 Value at Risk (VaR) models have gained increasing momentum in recent years. Market VaR is an important issue for banks since its adoption as a… (more)

Subjects/Keywords: Risk management; Mathematical models; Credit; Management; Mathematical models.; Banking and Finance Law

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

APA (6th Edition):

Powell, R. (2007). Industry value at risk in Australia. (Thesis). Edith Cowan University. Retrieved from http://ro.ecu.edu.au/theses/297

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):

Powell, Robert. “Industry value at risk in Australia.” 2007. Thesis, Edith Cowan University. Accessed August 22, 2017. http://ro.ecu.edu.au/theses/297.

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

MLA Handbook (7th Edition):

Powell, Robert. “Industry value at risk in Australia.” 2007. Web. 22 Aug 2017.

Vancouver:

Powell R. Industry value at risk in Australia. [Internet] [Thesis]. Edith Cowan University; 2007. [cited 2017 Aug 22]. Available from: http://ro.ecu.edu.au/theses/297.

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

Council of Science Editors:

Powell R. Industry value at risk in Australia. [Thesis]. Edith Cowan University; 2007. Available from: http://ro.ecu.edu.au/theses/297

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


Ryerson University

30. Jiayin Liu. Short term stock price forecasting with application of neural network.

Degree: MEng, 2015, Ryerson University

 With the world’s rapid economic growth and the expansion of stock market, it produced a large amount of valuable data information. That data become an… (more)

Subjects/Keywords: Stock price forecasting; Neural networks (Computer science); Financial risk  – Mathematical models; Decision making  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Liu, J. (2015). Short term stock price forecasting with application of neural network. (Thesis). Ryerson University. Retrieved from http://digital.library.ryerson.ca/islandora/object/RULA%3A3758 ;

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):

Liu, Jiayin. “Short term stock price forecasting with application of neural network.” 2015. Thesis, Ryerson University. Accessed August 22, 2017. http://digital.library.ryerson.ca/islandora/object/RULA%3A3758 ;.

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

MLA Handbook (7th Edition):

Liu, Jiayin. “Short term stock price forecasting with application of neural network.” 2015. Web. 22 Aug 2017.

Vancouver:

Liu J. Short term stock price forecasting with application of neural network. [Internet] [Thesis]. Ryerson University; 2015. [cited 2017 Aug 22]. Available from: http://digital.library.ryerson.ca/islandora/object/RULA%3A3758 ;.

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

Council of Science Editors:

Liu J. Short term stock price forecasting with application of neural network. [Thesis]. Ryerson University; 2015. Available from: http://digital.library.ryerson.ca/islandora/object/RULA%3A3758 ;

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

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