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You searched for subject:(capm cvar deviation risk). Showing records 1 – 30 of 22960 total matches.

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University of Florida

1. Kalinchenko, Konstantin P. Optimization with Generalized Deviation Measures in Risk Management.

Degree: PhD, Industrial and Systems Engineering, 2012, University of Florida

Our work provides an overview of the so-called generalized deviation measures and generalized risk measures, and develops stochastic optimization approaches Advisors/Committee Members: Uryasev, Stanislav (committee chair), Pardalos, Panagote M (committee member), Boginski, Vladimir L. (committee member), Yan, Liqing (committee member).

Subjects/Keywords: Connectivity; Financial portfolios; Investment risks; Investors; Linear regression; Market prices; Risk preferences; Scheduling; Sensors; Standard deviation; capm  – cvar  – deviation  – risk

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

APA (6th Edition):

Kalinchenko, K. P. (2012). Optimization with Generalized Deviation Measures in Risk Management. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0044163

Chicago Manual of Style (16th Edition):

Kalinchenko, Konstantin P. “Optimization with Generalized Deviation Measures in Risk Management.” 2012. Doctoral Dissertation, University of Florida. Accessed October 21, 2019. http://ufdc.ufl.edu/UFE0044163.

MLA Handbook (7th Edition):

Kalinchenko, Konstantin P. “Optimization with Generalized Deviation Measures in Risk Management.” 2012. Web. 21 Oct 2019.

Vancouver:

Kalinchenko KP. Optimization with Generalized Deviation Measures in Risk Management. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2019 Oct 21]. Available from: http://ufdc.ufl.edu/UFE0044163.

Council of Science Editors:

Kalinchenko KP. Optimization with Generalized Deviation Measures in Risk Management. [Doctoral Dissertation]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0044163

2. Elman, Beatrice. Corporate Social Responsibility och riskpåverkan : En studie av det sociala ansvarstagandets effekt på risk i Svenska börsbolag.

Degree: Social Sciences, 2016, Södertörn University

  This study uses a quantitative method that aims to investigate the relationship between corporate social responsibility (CSR) and firm risk within Swedish public companies.… (more)

Subjects/Keywords: CSR; CSR and risk; CAPM Beta; Standard deviation; Market risk; Risk reduction; CSR; CSR och risk; CAPM Beta; Standardavvikelse; Marknadsrisk; Riskreduktion

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APA (6th Edition):

Elman, B. (2016). Corporate Social Responsibility och riskpåverkan : En studie av det sociala ansvarstagandets effekt på risk i Svenska börsbolag. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30714

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):

Elman, Beatrice. “Corporate Social Responsibility och riskpåverkan : En studie av det sociala ansvarstagandets effekt på risk i Svenska börsbolag.” 2016. Thesis, Södertörn University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30714.

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

MLA Handbook (7th Edition):

Elman, Beatrice. “Corporate Social Responsibility och riskpåverkan : En studie av det sociala ansvarstagandets effekt på risk i Svenska börsbolag.” 2016. Web. 21 Oct 2019.

Vancouver:

Elman B. Corporate Social Responsibility och riskpåverkan : En studie av det sociala ansvarstagandets effekt på risk i Svenska börsbolag. [Internet] [Thesis]. Södertörn University; 2016. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30714.

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

Council of Science Editors:

Elman B. Corporate Social Responsibility och riskpåverkan : En studie av det sociala ansvarstagandets effekt på risk i Svenska börsbolag. [Thesis]. Södertörn University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30714

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

3. Moutáfov, Ernesto. Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation.

Degree: Business Studies, 2012, Södertörn University

Syfte: Studera sju portföljer och notera den bästa typen av portfölj med högst avkastning till lägst risk. Metod: Sekundärdata är grunden för uträkning av… (more)

Subjects/Keywords: share; return; risk; portfolio; beta; sharpe ratio; standard deviation; volatility; correlation; CAPM; modern portfolio theory; MPT; aktie; avkastning; risk; portfölj; beta; sharpekvot; standardavvikelse; volatilitet; korrelation; CAPM

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APA (6th Edition):

Moutáfov, E. (2012). Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863

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):

Moutáfov, Ernesto. “Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation.” 2012. Thesis, Södertörn University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863.

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

MLA Handbook (7th Edition):

Moutáfov, Ernesto. “Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation.” 2012. Web. 21 Oct 2019.

Vancouver:

Moutáfov E. Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation. [Internet] [Thesis]. Södertörn University; 2012. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863.

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

Council of Science Editors:

Moutáfov E. Hög avkastning till låg risk : En jämförande studie mellan aktieportföljers innehåll och prestation. [Thesis]. Södertörn University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16863

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


Technical University of Lisbon

4. Lázaro, Joana Inês Botelho. CAPM nos mercados Europeu e Português.

Degree: 2012, Technical University of Lisbon

Mestrado em Finanças

Este trabalho tem como objetivo fazer um estudo empírico de um dos maiores modelos no campo das Finanças: CAPM. Trata-se de um… (more)

Subjects/Keywords: CAPM; risco; rendibilidade; risk; return

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

APA (6th Edition):

Lázaro, J. I. B. (2012). CAPM nos mercados Europeu e Português. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10767

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):

Lázaro, Joana Inês Botelho. “CAPM nos mercados Europeu e Português.” 2012. Thesis, Technical University of Lisbon. Accessed October 21, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10767.

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

MLA Handbook (7th Edition):

Lázaro, Joana Inês Botelho. “CAPM nos mercados Europeu e Português.” 2012. Web. 21 Oct 2019.

Vancouver:

Lázaro JIB. CAPM nos mercados Europeu e Português. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2019 Oct 21]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10767.

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

Council of Science Editors:

Lázaro JIB. CAPM nos mercados Europeu e Português. [Thesis]. Technical University of Lisbon; 2012. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10767

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


University of Sydney

5. Wang, Zeya. Power System Risk Assessment in China Considering Carbon Emission Trading .

Degree: 2016, University of Sydney

 Carbon finance is a branch of modern financial technology, which aims promoting energy conservation, serving the development of modern real economy better. The centerpiece of… (more)

Subjects/Keywords: Power system; Risk Assesment; Emission Trading; VaR; CVaR

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APA (6th Edition):

Wang, Z. (2016). Power System Risk Assessment in China Considering Carbon Emission Trading . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/14993

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, Zeya. “Power System Risk Assessment in China Considering Carbon Emission Trading .” 2016. Thesis, University of Sydney. Accessed October 21, 2019. http://hdl.handle.net/2123/14993.

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

MLA Handbook (7th Edition):

Wang, Zeya. “Power System Risk Assessment in China Considering Carbon Emission Trading .” 2016. Web. 21 Oct 2019.

Vancouver:

Wang Z. Power System Risk Assessment in China Considering Carbon Emission Trading . [Internet] [Thesis]. University of Sydney; 2016. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/2123/14993.

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

Council of Science Editors:

Wang Z. Power System Risk Assessment in China Considering Carbon Emission Trading . [Thesis]. University of Sydney; 2016. Available from: http://hdl.handle.net/2123/14993

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


Uppsala University

6. Sandén, Mattias. Piotroski ur ett riskperspektiv : En empirisk studie av 3- samt 4-faktors CAPM.

Degree: Business Studies, 2010, Uppsala University

  An efficient market implies that the use of fundamental analysis should not result in excess return, and that any return exceeding the market average… (more)

Subjects/Keywords: Fundamental analys; 3-faktors CAPM; 4-faktors CAPM; risk; överavkastning; Business studies; Företagsekonomi

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APA (6th Edition):

Sandén, M. (2010). Piotroski ur ett riskperspektiv : En empirisk studie av 3- samt 4-faktors CAPM. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-129692

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):

Sandén, Mattias. “Piotroski ur ett riskperspektiv : En empirisk studie av 3- samt 4-faktors CAPM.” 2010. Thesis, Uppsala University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-129692.

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

MLA Handbook (7th Edition):

Sandén, Mattias. “Piotroski ur ett riskperspektiv : En empirisk studie av 3- samt 4-faktors CAPM.” 2010. Web. 21 Oct 2019.

Vancouver:

Sandén M. Piotroski ur ett riskperspektiv : En empirisk studie av 3- samt 4-faktors CAPM. [Internet] [Thesis]. Uppsala University; 2010. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-129692.

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

Council of Science Editors:

Sandén M. Piotroski ur ett riskperspektiv : En empirisk studie av 3- samt 4-faktors CAPM. [Thesis]. Uppsala University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-129692

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


University of Manchester

7. Wang, Jingya. Empirical studies on stock return predictability.

Degree: PhD, 2016, University of Manchester

 This thesis includes three essays on topics related to the predictability of market returns. I investigate i) the predictability of market returns from an adjusted… (more)

Subjects/Keywords: 332.64; stock return predictability; consumption-CAPM; conditional consumption-CAPM; commodity risk; consumption forecast

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

APA (6th Edition):

Wang, J. (2016). Empirical studies on stock return predictability. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/empirical-studies-on-stock-return-predictability(682e59f0-6a33-4c0e-b0ca-a7f1128b1f7d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680035

Chicago Manual of Style (16th Edition):

Wang, Jingya. “Empirical studies on stock return predictability.” 2016. Doctoral Dissertation, University of Manchester. Accessed October 21, 2019. https://www.research.manchester.ac.uk/portal/en/theses/empirical-studies-on-stock-return-predictability(682e59f0-6a33-4c0e-b0ca-a7f1128b1f7d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680035.

MLA Handbook (7th Edition):

Wang, Jingya. “Empirical studies on stock return predictability.” 2016. Web. 21 Oct 2019.

Vancouver:

Wang J. Empirical studies on stock return predictability. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Oct 21]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/empirical-studies-on-stock-return-predictability(682e59f0-6a33-4c0e-b0ca-a7f1128b1f7d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680035.

Council of Science Editors:

Wang J. Empirical studies on stock return predictability. [Doctoral Dissertation]. University of Manchester; 2016. Available from: https://www.research.manchester.ac.uk/portal/en/theses/empirical-studies-on-stock-return-predictability(682e59f0-6a33-4c0e-b0ca-a7f1128b1f7d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680035

8. Wang, Jingya. Empirical studies on stock return predictability.

Degree: 2016, University of Manchester

 This thesis includes three essays on topics related to the predictability of market returns. I investigate i) the predictability of market returns from an adjusted… (more)

Subjects/Keywords: stock return predictability; consumption-CAPM; conditional consumption-CAPM; commodity risk; consumption forecast

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

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

APA (6th Edition):

Wang, J. (2016). Empirical studies on stock return predictability. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:296140

Chicago Manual of Style (16th Edition):

Wang, Jingya. “Empirical studies on stock return predictability.” 2016. Doctoral Dissertation, University of Manchester. Accessed October 21, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:296140.

MLA Handbook (7th Edition):

Wang, Jingya. “Empirical studies on stock return predictability.” 2016. Web. 21 Oct 2019.

Vancouver:

Wang J. Empirical studies on stock return predictability. [Internet] [Doctoral dissertation]. University of Manchester; 2016. [cited 2019 Oct 21]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:296140.

Council of Science Editors:

Wang J. Empirical studies on stock return predictability. [Doctoral Dissertation]. University of Manchester; 2016. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:296140


University of Georgia

9. Mei, Bin. Assessing commercial timberland assets in the U.S.

Degree: PhD, Forest Resources, 2010, University of Georgia

 In the past several decades, timberland ownership in the United States has changed dramatically. Traditional vertically-integrated forest products firms have been divesting their timberlands, while… (more)

Subjects/Keywords: CAPM

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APA (6th Edition):

Mei, B. (2010). Assessing commercial timberland assets in the U.S. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/mei_bin_201005_phd

Chicago Manual of Style (16th Edition):

Mei, Bin. “Assessing commercial timberland assets in the U.S.” 2010. Doctoral Dissertation, University of Georgia. Accessed October 21, 2019. http://purl.galileo.usg.edu/uga_etd/mei_bin_201005_phd.

MLA Handbook (7th Edition):

Mei, Bin. “Assessing commercial timberland assets in the U.S.” 2010. Web. 21 Oct 2019.

Vancouver:

Mei B. Assessing commercial timberland assets in the U.S. [Internet] [Doctoral dissertation]. University of Georgia; 2010. [cited 2019 Oct 21]. Available from: http://purl.galileo.usg.edu/uga_etd/mei_bin_201005_phd.

Council of Science Editors:

Mei B. Assessing commercial timberland assets in the U.S. [Doctoral Dissertation]. University of Georgia; 2010. Available from: http://purl.galileo.usg.edu/uga_etd/mei_bin_201005_phd


University of Houston

10. Banerjee, Anandi. Essays on Liquidity Risk and Asset Pricing.

Degree: Finance, Department of, 2017, University of Houston

 This dissertation consists of two essays on liquidity risk and asset pricing. In the first essay, I diagnose the impact of error-in-variables (EIV) on inferences… (more)

Subjects/Keywords: Liquidity risk; Idiosyncratic volatility; Systematic risk; CAPM; LCAPM; Forecasted idiosyncratic volatility

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APA (6th Edition):

Banerjee, A. (2017). Essays on Liquidity Risk and Asset Pricing. (Thesis). University of Houston. Retrieved from http://hdl.handle.net/10657/3692

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):

Banerjee, Anandi. “Essays on Liquidity Risk and Asset Pricing.” 2017. Thesis, University of Houston. Accessed October 21, 2019. http://hdl.handle.net/10657/3692.

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

MLA Handbook (7th Edition):

Banerjee, Anandi. “Essays on Liquidity Risk and Asset Pricing.” 2017. Web. 21 Oct 2019.

Vancouver:

Banerjee A. Essays on Liquidity Risk and Asset Pricing. [Internet] [Thesis]. University of Houston; 2017. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10657/3692.

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

Council of Science Editors:

Banerjee A. Essays on Liquidity Risk and Asset Pricing. [Thesis]. University of Houston; 2017. Available from: http://hdl.handle.net/10657/3692

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


University of Manitoba

11. Liang, You. Risk management by Markov decision processes.

Degree: Statistics, 2015, University of Manitoba

 A very important and powerful tool in the study of mathematical finance including risk management is the model of Markov decision processes. My PhD research… (more)

Subjects/Keywords: Markov decision processes; Risk measures; Deviation measures

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APA (6th Edition):

Liang, Y. (2015). Risk management by Markov decision processes. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/30829

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):

Liang, You. “Risk management by Markov decision processes.” 2015. Thesis, University of Manitoba. Accessed October 21, 2019. http://hdl.handle.net/1993/30829.

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

MLA Handbook (7th Edition):

Liang, You. “Risk management by Markov decision processes.” 2015. Web. 21 Oct 2019.

Vancouver:

Liang Y. Risk management by Markov decision processes. [Internet] [Thesis]. University of Manitoba; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1993/30829.

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

Council of Science Editors:

Liang Y. Risk management by Markov decision processes. [Thesis]. University of Manitoba; 2015. Available from: http://hdl.handle.net/1993/30829

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


Universidade Estadual de Campinas

12. Kazama, Fernanda Nakano, 1992-. Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP .

Degree: 2017, Universidade Estadual de Campinas

 Resumo: O planejamento da operação de sistemas hidrotérmicos de geração de energia elétrica no Brasil utiliza modelos computacionais de otimização (NEWAVE e DECOMP) para determinar… (more)

Subjects/Keywords: Otimização; Sistemas de energia elétrica hidrotérmica; Programação estocástica; Programação dinâmica; Conditional value at risk (CVaR)

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APA (6th Edition):

Kazama, Fernanda Nakano, 1. (2017). Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP . (Thesis). Universidade Estadual de Campinas. Retrieved from http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436

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):

Kazama, Fernanda Nakano, 1992-. “Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP .” 2017. Thesis, Universidade Estadual de Campinas. Accessed October 21, 2019. http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436.

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

MLA Handbook (7th Edition):

Kazama, Fernanda Nakano, 1992-. “Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP .” 2017. Web. 21 Oct 2019.

Vancouver:

Kazama, Fernanda Nakano 1. Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP . [Internet] [Thesis]. Universidade Estadual de Campinas; 2017. [cited 2019 Oct 21]. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436.

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

Council of Science Editors:

Kazama, Fernanda Nakano 1. Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP . [Thesis]. Universidade Estadual de Campinas; 2017. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436

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


McMaster University

13. Khodabakhsh, Raheleh. Energy Management in Grid-connected Microgrids with On-site Storage Devices.

Degree: MASc, 2015, McMaster University

A growing need for clean and sustainable energy is causing a significant shift in the electricity generation paradigm. In the electricity system of the future,… (more)

Subjects/Keywords: Energy Management; Microgrids; Rolling Horizon; MILP; LP; Conditional Value at Risk; Worst-case CVaR

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APA (6th Edition):

Khodabakhsh, R. (2015). Energy Management in Grid-connected Microgrids with On-site Storage Devices. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/18283

Chicago Manual of Style (16th Edition):

Khodabakhsh, Raheleh. “Energy Management in Grid-connected Microgrids with On-site Storage Devices.” 2015. Masters Thesis, McMaster University. Accessed October 21, 2019. http://hdl.handle.net/11375/18283.

MLA Handbook (7th Edition):

Khodabakhsh, Raheleh. “Energy Management in Grid-connected Microgrids with On-site Storage Devices.” 2015. Web. 21 Oct 2019.

Vancouver:

Khodabakhsh R. Energy Management in Grid-connected Microgrids with On-site Storage Devices. [Internet] [Masters thesis]. McMaster University; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/11375/18283.

Council of Science Editors:

Khodabakhsh R. Energy Management in Grid-connected Microgrids with On-site Storage Devices. [Masters Thesis]. McMaster University; 2015. Available from: http://hdl.handle.net/11375/18283

14. Hussain, Jamshed. Risk och avkastning för tre portföljer på Stockholmsbörsen 2006-2010.

Degree: Business Studies, 2011, Södertörn University College

Analys av portföljer, sammansatta av hög-, mellan- och lågrisk aktier.

Subjects/Keywords: Capm; högrisk; medelrisk och lågrisk portfölj; betavärde; avkastning; risk

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

APA (6th Edition):

Hussain, J. (2011). Risk och avkastning för tre portföljer på Stockholmsbörsen 2006-2010. (Thesis). Södertörn University College. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-9073

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):

Hussain, Jamshed. “Risk och avkastning för tre portföljer på Stockholmsbörsen 2006-2010.” 2011. Thesis, Södertörn University College. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-9073.

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

MLA Handbook (7th Edition):

Hussain, Jamshed. “Risk och avkastning för tre portföljer på Stockholmsbörsen 2006-2010.” 2011. Web. 21 Oct 2019.

Vancouver:

Hussain J. Risk och avkastning för tre portföljer på Stockholmsbörsen 2006-2010. [Internet] [Thesis]. Södertörn University College; 2011. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-9073.

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

Council of Science Editors:

Hussain J. Risk och avkastning för tre portföljer på Stockholmsbörsen 2006-2010. [Thesis]. Södertörn University College; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-9073

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


KTH

15. Cervin, Johan. Portföljteori : Studie av en uppskattad medelriskportfölj ur ett ekonomiskt - matematiskt perspektiv.

Degree: Real Estate and Construction Management, 2011, KTH

  Det råder en ökad tendens för den svenska småspararen att diversifiera sin aktieportfölj efter eget behag så att andelen obligationer och aktier tillsammans med… (more)

Subjects/Keywords: Portföljteori; CAPM; beta; derivatkovarians; korrelation; effektivitet; risk; volatilitet; TECHNOLOGY; TEKNIKVETENSKAP

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

APA (6th Edition):

Cervin, J. (2011). Portföljteori : Studie av en uppskattad medelriskportfölj ur ett ekonomiskt - matematiskt perspektiv. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-38465

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):

Cervin, Johan. “Portföljteori : Studie av en uppskattad medelriskportfölj ur ett ekonomiskt - matematiskt perspektiv.” 2011. Thesis, KTH. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-38465.

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

MLA Handbook (7th Edition):

Cervin, Johan. “Portföljteori : Studie av en uppskattad medelriskportfölj ur ett ekonomiskt - matematiskt perspektiv.” 2011. Web. 21 Oct 2019.

Vancouver:

Cervin J. Portföljteori : Studie av en uppskattad medelriskportfölj ur ett ekonomiskt - matematiskt perspektiv. [Internet] [Thesis]. KTH; 2011. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-38465.

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

Council of Science Editors:

Cervin J. Portföljteori : Studie av en uppskattad medelriskportfölj ur ett ekonomiskt - matematiskt perspektiv. [Thesis]. KTH; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-38465

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


Uppsala University

16. Halvorsen, Harald. ALTERNATIV INDEXERING : En studie över alternativa viktningsmetoder av OMXS30 under tidsperioden 2004-2010.

Degree: Business Studies, 2012, Uppsala University

  I denna uppsats undersöks hur alternativa viktningsmetoder av OMXS30 har presterat mellan 2004-2010. Studien har sin utgångspunkt i teorierna kring Capital Asset Pricing Model… (more)

Subjects/Keywords: index; alternativ; viktning; CAPM; EMH; effektivt; risk; fundamental; avkastning

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

APA (6th Edition):

Halvorsen, H. (2012). ALTERNATIV INDEXERING : En studie över alternativa viktningsmetoder av OMXS30 under tidsperioden 2004-2010. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-167368

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):

Halvorsen, Harald. “ALTERNATIV INDEXERING : En studie över alternativa viktningsmetoder av OMXS30 under tidsperioden 2004-2010.” 2012. Thesis, Uppsala University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-167368.

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

MLA Handbook (7th Edition):

Halvorsen, Harald. “ALTERNATIV INDEXERING : En studie över alternativa viktningsmetoder av OMXS30 under tidsperioden 2004-2010.” 2012. Web. 21 Oct 2019.

Vancouver:

Halvorsen H. ALTERNATIV INDEXERING : En studie över alternativa viktningsmetoder av OMXS30 under tidsperioden 2004-2010. [Internet] [Thesis]. Uppsala University; 2012. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-167368.

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

Council of Science Editors:

Halvorsen H. ALTERNATIV INDEXERING : En studie över alternativa viktningsmetoder av OMXS30 under tidsperioden 2004-2010. [Thesis]. Uppsala University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-167368

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


Uppsala University

17. Jiayi, Li. Systematic Risk, Financial Indicators and the Financial Crisis: A Risk Study on International Airlines.

Degree: Business Studies, 2016, Uppsala University

  This thesis studies the relationships between systematic risk, financial indicators and the financial crisis from the perspective of international airlines. The thesis uses the… (more)

Subjects/Keywords: international airlines; systematic risk; the CAPM; financial indicators; the financial crisis

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

APA (6th Edition):

Jiayi, L. (2016). Systematic Risk, Financial Indicators and the Financial Crisis: A Risk Study on International Airlines. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-279377

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):

Jiayi, Li. “Systematic Risk, Financial Indicators and the Financial Crisis: A Risk Study on International Airlines.” 2016. Thesis, Uppsala University. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-279377.

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

MLA Handbook (7th Edition):

Jiayi, Li. “Systematic Risk, Financial Indicators and the Financial Crisis: A Risk Study on International Airlines.” 2016. Web. 21 Oct 2019.

Vancouver:

Jiayi L. Systematic Risk, Financial Indicators and the Financial Crisis: A Risk Study on International Airlines. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-279377.

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

Council of Science Editors:

Jiayi L. Systematic Risk, Financial Indicators and the Financial Crisis: A Risk Study on International Airlines. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-279377

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

18. Thompson, Richard Clemens. Risk Measurement, Allocation, and Pricing in Network Schedule Systems.

Degree: PhD, Civil Engineering, 2012, The Catholic University of America

Degree awarded: Ph.D. Civil Engineering. The Catholic University of America

Construction risk management, controlling the probability and/or severity of potential adverse events so that the… (more)

Subjects/Keywords: Civil engineering; CAPM; Float; Options; Penrose; Risk; Schedule

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APA (6th Edition):

Thompson, R. C. (2012). Risk Measurement, Allocation, and Pricing in Network Schedule Systems. (Doctoral Dissertation). The Catholic University of America. Retrieved from http://hdl.handle.net/1961/10291

Chicago Manual of Style (16th Edition):

Thompson, Richard Clemens. “Risk Measurement, Allocation, and Pricing in Network Schedule Systems.” 2012. Doctoral Dissertation, The Catholic University of America. Accessed October 21, 2019. http://hdl.handle.net/1961/10291.

MLA Handbook (7th Edition):

Thompson, Richard Clemens. “Risk Measurement, Allocation, and Pricing in Network Schedule Systems.” 2012. Web. 21 Oct 2019.

Vancouver:

Thompson RC. Risk Measurement, Allocation, and Pricing in Network Schedule Systems. [Internet] [Doctoral dissertation]. The Catholic University of America; 2012. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1961/10291.

Council of Science Editors:

Thompson RC. Risk Measurement, Allocation, and Pricing in Network Schedule Systems. [Doctoral Dissertation]. The Catholic University of America; 2012. Available from: http://hdl.handle.net/1961/10291


University of New South Wales

19. 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 October 21, 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. 21 Oct 2019.

Vancouver:

Wu H. Essays on systematic risk in financial markets. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2019 Oct 21]. 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 Helsinki

20. Cheng, Zhuo. Application of Conditional Value-at-Risk in Forest Management Planning.

Degree: Department of Forest Sciences; Helsingfors universitet, Agrikultur- och forstvetenskapliga fakulteten, Institutionen för skogsvetenskaper, 2015, University of Helsinki

Risk management is essential in forest management planning. However, decision making with risk analysis is rarely done in forestry. This study presents an example of… (more)

Subjects/Keywords: Conditional Value-at-Risk; CVaR; Stochastic programming; forest management planning; risk management; Skogsekonomi; Forest Economics; Metsäekonomia

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

APA (6th Edition):

Cheng, Z. (2015). Application of Conditional Value-at-Risk in Forest Management Planning. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/155800

Chicago Manual of Style (16th Edition):

Cheng, Zhuo. “Application of Conditional Value-at-Risk in Forest Management Planning.” 2015. Masters Thesis, University of Helsinki. Accessed October 21, 2019. http://hdl.handle.net/10138/155800.

MLA Handbook (7th Edition):

Cheng, Zhuo. “Application of Conditional Value-at-Risk in Forest Management Planning.” 2015. Web. 21 Oct 2019.

Vancouver:

Cheng Z. Application of Conditional Value-at-Risk in Forest Management Planning. [Internet] [Masters thesis]. University of Helsinki; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10138/155800.

Council of Science Editors:

Cheng Z. Application of Conditional Value-at-Risk in Forest Management Planning. [Masters Thesis]. University of Helsinki; 2015. Available from: http://hdl.handle.net/10138/155800


University of Florida

21. Mafusalov, Aleksandr. Risk Management Approaches in Distribution Approximation, Regression, and Classification.

Degree: PhD, Industrial and Systems Engineering, 2017, University of Florida

 One chapter of this study targets regression as a potential application. The concept of Conditional Value-at-Risk (CVaR) is used in various applications in uncertain environment.… (more)

Subjects/Keywords: buffered-probability-of-exceedance  – conditional-value-at-risk  – cvar-norm  – density-estimation  – regression  – risk-quadrangle  – superquantile

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

APA (6th Edition):

Mafusalov, A. (2017). Risk Management Approaches in Distribution Approximation, Regression, and Classification. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0050903

Chicago Manual of Style (16th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Doctoral Dissertation, University of Florida. Accessed October 21, 2019. http://ufdc.ufl.edu/UFE0050903.

MLA Handbook (7th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Web. 21 Oct 2019.

Vancouver:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Internet] [Doctoral dissertation]. University of Florida; 2017. [cited 2019 Oct 21]. Available from: http://ufdc.ufl.edu/UFE0050903.

Council of Science Editors:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Doctoral Dissertation]. University of Florida; 2017. Available from: http://ufdc.ufl.edu/UFE0050903

22. Tereza EmÃlia Linhares Damasceno. IdentificaÃÃo de risco sistÃmico no sistema financeiro brasileiro durante a crise de 2008.

Degree: Master, 2012, Universidade Federal do Ceará

Este estudo teve como objetivo investigar a existÃncia de uma quebra estrutural na relaÃÃo entre o setor bancÃrio e o IBOVESPA durante o perÃodo de… (more)

Subjects/Keywords: Risco; Chow test; IBOVESPA; CAPM; Systemic risk; Teste de Chow; IBOVESPA; Modelo CAPM; Risco sistÃmico; CIENCIAS SOCIAIS APLICADAS

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

APA (6th Edition):

Damasceno, T. E. L. (2012). IdentificaÃÃo de risco sistÃmico no sistema financeiro brasileiro durante a crise de 2008. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7874 ;

Chicago Manual of Style (16th Edition):

Damasceno, Tereza EmÃlia Linhares. “IdentificaÃÃo de risco sistÃmico no sistema financeiro brasileiro durante a crise de 2008.” 2012. Masters Thesis, Universidade Federal do Ceará. Accessed October 21, 2019. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7874 ;.

MLA Handbook (7th Edition):

Damasceno, Tereza EmÃlia Linhares. “IdentificaÃÃo de risco sistÃmico no sistema financeiro brasileiro durante a crise de 2008.” 2012. Web. 21 Oct 2019.

Vancouver:

Damasceno TEL. IdentificaÃÃo de risco sistÃmico no sistema financeiro brasileiro durante a crise de 2008. [Internet] [Masters thesis]. Universidade Federal do Ceará 2012. [cited 2019 Oct 21]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7874 ;.

Council of Science Editors:

Damasceno TEL. IdentificaÃÃo de risco sistÃmico no sistema financeiro brasileiro durante a crise de 2008. [Masters Thesis]. Universidade Federal do Ceará 2012. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7874 ;


Universidade de Brasília

23. Leonardo de Lima Moreira. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.

Degree: 2006, Universidade de Brasília

O presente trabalho busca analisar o comportamento dos modelos de mensuração de risco de mercado VaR e CVaR para no mercado de ações brasileiro, calculados… (more)

Subjects/Keywords: mercado financeiro; ECONOMIA; value-at-risk (VAR); conditional value-at-risk (CVAR); administração de risco - instituições financeiras; Conditional Value-at-Risk (CVAR); risco de mercado; value-at-risk (VAR); risco (Economia); valor (Economia); Gestão Econômica de Negócios; market Risk

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

APA (6th Edition):

Moreira, L. d. L. (2006). Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. (Thesis). Universidade de Brasília. Retrieved from http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

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):

Moreira, Leonardo de Lima. “Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.” 2006. Thesis, Universidade de Brasília. Accessed October 21, 2019. http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895.

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

MLA Handbook (7th Edition):

Moreira, Leonardo de Lima. “Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.” 2006. Web. 21 Oct 2019.

Vancouver:

Moreira LdL. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. [Internet] [Thesis]. Universidade de Brasília; 2006. [cited 2019 Oct 21]. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895.

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

Council of Science Editors:

Moreira LdL. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. [Thesis]. Universidade de Brasília; 2006. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

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


University of Iowa

24. Cederburg, Scott Hogeland. Essays in cross-sectional asset pricing.

Degree: PhD, Business Administration, 2011, University of Iowa

  In this dissertation, I study the performance of asset-pricing models in explaining the cross section of expected stock returns. The finance literature has uncovered… (more)

Subjects/Keywords: Asset Pricing; CAPM; Factor Model; Intertemporal Risk; Long-Run Risk; Business Administration, Management, and Operations

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

APA (6th Edition):

Cederburg, S. H. (2011). Essays in cross-sectional asset pricing. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/934

Chicago Manual of Style (16th Edition):

Cederburg, Scott Hogeland. “Essays in cross-sectional asset pricing.” 2011. Doctoral Dissertation, University of Iowa. Accessed October 21, 2019. https://ir.uiowa.edu/etd/934.

MLA Handbook (7th Edition):

Cederburg, Scott Hogeland. “Essays in cross-sectional asset pricing.” 2011. Web. 21 Oct 2019.

Vancouver:

Cederburg SH. Essays in cross-sectional asset pricing. [Internet] [Doctoral dissertation]. University of Iowa; 2011. [cited 2019 Oct 21]. Available from: https://ir.uiowa.edu/etd/934.

Council of Science Editors:

Cederburg SH. Essays in cross-sectional asset pricing. [Doctoral Dissertation]. University of Iowa; 2011. Available from: https://ir.uiowa.edu/etd/934

25. Gelin, Pontus. Avkastningskrav och riskpreferenser : En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser.

Degree: Business and Economic Studies, 2019, University of Gävle

  Sammanfattning   Titel: Avkastningskrav och riskpreferenser – En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser.   Nivå: Examensarbete på kandidatnivå i företagsekonomi… (more)

Subjects/Keywords: Return requirements; capital structure; risk; CAPM; beta value (β); CEO (CEO); risk preferences.; Avkastningskrav; kapitalstruktur; risk; CAPM; betavärde (β); verkställande direktör (vd); riskpreferenser.; Business Administration; Företagsekonomi

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APA (6th Edition):

Gelin, P. (2019). Avkastningskrav och riskpreferenser : En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser. (Thesis). University of Gävle. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-29405

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):

Gelin, Pontus. “Avkastningskrav och riskpreferenser : En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser.” 2019. Thesis, University of Gävle. Accessed October 21, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-29405.

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

MLA Handbook (7th Edition):

Gelin, Pontus. “Avkastningskrav och riskpreferenser : En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser.” 2019. Web. 21 Oct 2019.

Vancouver:

Gelin P. Avkastningskrav och riskpreferenser : En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser. [Internet] [Thesis]. University of Gävle; 2019. [cited 2019 Oct 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-29405.

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

Council of Science Editors:

Gelin P. Avkastningskrav och riskpreferenser : En studie om sambandet mellan ägarnas avkastningskrav och företagsledningens riskpreferenser. [Thesis]. University of Gävle; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-29405

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


Clemson University

26. Chahar, Kiran. REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY.

Degree: PhD, Industrial Engineering, 2008, Clemson University

 We consider a firm that delivers its products across several customers or markets, each with unique revenue and uncertain demand size for a single selling… (more)

Subjects/Keywords: Risk averse; selective newsvendor; demand selection; CVaR; Industrial Engineering

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APA (6th Edition):

Chahar, K. (2008). REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/251

Chicago Manual of Style (16th Edition):

Chahar, Kiran. “REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY.” 2008. Doctoral Dissertation, Clemson University. Accessed October 21, 2019. https://tigerprints.clemson.edu/all_dissertations/251.

MLA Handbook (7th Edition):

Chahar, Kiran. “REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY.” 2008. Web. 21 Oct 2019.

Vancouver:

Chahar K. REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY. [Internet] [Doctoral dissertation]. Clemson University; 2008. [cited 2019 Oct 21]. Available from: https://tigerprints.clemson.edu/all_dissertations/251.

Council of Science Editors:

Chahar K. REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY. [Doctoral Dissertation]. Clemson University; 2008. Available from: https://tigerprints.clemson.edu/all_dissertations/251


Kansas State University

27. Kanakri, Haitham. Residential aggregator risk constrained profit maximization under demand response program.

Degree: MS, Department of Electrical and Computer Engineering, 2019, Kansas State University

 This thesis proposes a Mixed Integer Non-Linear Programming (MINLP) stochastic energy model for an energy aggregator operating in the US distribution systems energy markets. Day-… (more)

Subjects/Keywords: Aggregator; Day-ahead market; Real-time market; Conditional Value at Risk (CVaR); Load shifting; Demand Response (DR)

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APA (6th Edition):

Kanakri, H. (2019). Residential aggregator risk constrained profit maximization under demand response program. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/40045

Chicago Manual of Style (16th Edition):

Kanakri, Haitham. “Residential aggregator risk constrained profit maximization under demand response program.” 2019. Masters Thesis, Kansas State University. Accessed October 21, 2019. http://hdl.handle.net/2097/40045.

MLA Handbook (7th Edition):

Kanakri, Haitham. “Residential aggregator risk constrained profit maximization under demand response program.” 2019. Web. 21 Oct 2019.

Vancouver:

Kanakri H. Residential aggregator risk constrained profit maximization under demand response program. [Internet] [Masters thesis]. Kansas State University; 2019. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/2097/40045.

Council of Science Editors:

Kanakri H. Residential aggregator risk constrained profit maximization under demand response program. [Masters Thesis]. Kansas State University; 2019. Available from: http://hdl.handle.net/2097/40045


Pontifical Catholic University of Rio de Janeiro

28. PIERRY SOUTO MACEDO DA SILVA. [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] No seu planejamento plurianual de investimentos, as organizações do setor de Exploração e Produção (EeP) estruturam alternativas de projetos de produção de petróleo e… (more)

Subjects/Keywords: [pt] GERENCIAMENTO DE RISCOS; [en] RISK MANAGEMENT; [pt] MOVIMENTO GEOMETRICO BROWNIANO; [en] GEOMETRIC BROWNIAN MOTION; [pt] CONDITIONAL VALUE-AT-RISK - CVAR; [en] CONDITIONAL VALUE-AT-RISK - CVAR; [pt] PROGRAMACAO LINEAR INTEIRA MISTA; [en] MIXED INTEGER LINEAR PROGRAMMING; [pt] PORTFOLIO DE PROJETOS; [en] PROJECT PORTFOLIO

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

APA (6th Edition):

SILVA, P. S. M. D. (2018). [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628

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):

SILVA, PIERRY SOUTO MACEDO DA. “[en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 21, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628.

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

MLA Handbook (7th Edition):

SILVA, PIERRY SOUTO MACEDO DA. “[en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL.” 2018. Web. 21 Oct 2019.

Vancouver:

SILVA PSMD. [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 21]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628.

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

Council of Science Editors:

SILVA PSMD. [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628

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


Curtin University of Technology

29. Zhuang, Yuchen. Risk, return and market condition: a new functional-beta capital asset pricing model .

Degree: 2009, Curtin University of Technology

 In this research, we will focus on investigating the relationship between risk and return. We will propose a new model which leads to a more… (more)

Subjects/Keywords: financial systems; market investors; investment/management decision making; capital asset pricing model (CAPM); financial risk managers; market volatility; functional-beta single-index CAPM; risk and return

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

APA (6th Edition):

Zhuang, Y. (2009). Risk, return and market condition: a new functional-beta capital asset pricing model . (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/78

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):

Zhuang, Yuchen. “Risk, return and market condition: a new functional-beta capital asset pricing model .” 2009. Thesis, Curtin University of Technology. Accessed October 21, 2019. http://hdl.handle.net/20.500.11937/78.

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

MLA Handbook (7th Edition):

Zhuang, Yuchen. “Risk, return and market condition: a new functional-beta capital asset pricing model .” 2009. Web. 21 Oct 2019.

Vancouver:

Zhuang Y. Risk, return and market condition: a new functional-beta capital asset pricing model . [Internet] [Thesis]. Curtin University of Technology; 2009. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/20.500.11937/78.

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

Council of Science Editors:

Zhuang Y. Risk, return and market condition: a new functional-beta capital asset pricing model . [Thesis]. Curtin University of Technology; 2009. Available from: http://hdl.handle.net/20.500.11937/78

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


Delft University of Technology

30. Gielis, F. Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:.

Degree: 2016, Delft University of Technology

 Given the current vulnerability of the profitability of power plants to price volatilities and government policy changes, the role of risk considerations in power plant… (more)

Subjects/Keywords: power plant investment decisions; constant absolute risk aversion; CARA; constant relative risk aversion; CRRA; conditional value-at-risk; CVAR; security of supply; generation mix development; agent-based modelling; EMLab-Generation

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

APA (6th Edition):

Gielis, F. (2016). Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b

Chicago Manual of Style (16th Edition):

Gielis, F. “Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:.” 2016. Masters Thesis, Delft University of Technology. Accessed October 21, 2019. http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b.

MLA Handbook (7th Edition):

Gielis, F. “Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:.” 2016. Web. 21 Oct 2019.

Vancouver:

Gielis F. Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:. [Internet] [Masters thesis]. Delft University of Technology; 2016. [cited 2019 Oct 21]. Available from: http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b.

Council of Science Editors:

Gielis F. Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:. [Masters Thesis]. Delft University of Technology; 2016. Available from: http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b

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