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You searched for subject:(risk estimation). Showing records 1 – 30 of 164 total matches.

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University of Bradford

1. Lazarski, Adam. The importance of contextual factors on the accuracy of estimates in project management : an emergence of a framework for more realistic estimation process.

Degree: Thesis (D.B.A.), 2014, University of Bradford

 Successful projects are characterized by the quality of their planning. Good planning that better takes into account contextual factors allows more accurate estimates to be… (more)

Subjects/Keywords: 658; Project management; Estimation process; Estimation framework; Estimation technique; Estimation-related risk; Knowledge-based estimation; Project scheduling; Critical chain; Buffer management

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APA (6th Edition):

Lazarski, A. (2014). The importance of contextual factors on the accuracy of estimates in project management : an emergence of a framework for more realistic estimation process. (Doctoral Dissertation). University of Bradford. Retrieved from http://hdl.handle.net/10454/13661

Chicago Manual of Style (16th Edition):

Lazarski, Adam. “The importance of contextual factors on the accuracy of estimates in project management : an emergence of a framework for more realistic estimation process.” 2014. Doctoral Dissertation, University of Bradford. Accessed August 22, 2019. http://hdl.handle.net/10454/13661.

MLA Handbook (7th Edition):

Lazarski, Adam. “The importance of contextual factors on the accuracy of estimates in project management : an emergence of a framework for more realistic estimation process.” 2014. Web. 22 Aug 2019.

Vancouver:

Lazarski A. The importance of contextual factors on the accuracy of estimates in project management : an emergence of a framework for more realistic estimation process. [Internet] [Doctoral dissertation]. University of Bradford; 2014. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10454/13661.

Council of Science Editors:

Lazarski A. The importance of contextual factors on the accuracy of estimates in project management : an emergence of a framework for more realistic estimation process. [Doctoral Dissertation]. University of Bradford; 2014. Available from: http://hdl.handle.net/10454/13661


University of Arizona

2. Li, Xiao. Aggregating Information for Optimal Portfolio Weights .

Degree: 2019, University of Arizona

 I attempt to address an important issue of the portfolio allocation literature – none of the allocation rules from prior studies consistently delivers good performance.… (more)

Subjects/Keywords: Estimation Risk; Machine Learning; Mean-Variance Efficiency

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APA (6th Edition):

Li, X. (2019). Aggregating Information for Optimal Portfolio Weights . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/633108

Chicago Manual of Style (16th Edition):

Li, Xiao. “Aggregating Information for Optimal Portfolio Weights .” 2019. Doctoral Dissertation, University of Arizona. Accessed August 22, 2019. http://hdl.handle.net/10150/633108.

MLA Handbook (7th Edition):

Li, Xiao. “Aggregating Information for Optimal Portfolio Weights .” 2019. Web. 22 Aug 2019.

Vancouver:

Li X. Aggregating Information for Optimal Portfolio Weights . [Internet] [Doctoral dissertation]. University of Arizona; 2019. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10150/633108.

Council of Science Editors:

Li X. Aggregating Information for Optimal Portfolio Weights . [Doctoral Dissertation]. University of Arizona; 2019. Available from: http://hdl.handle.net/10150/633108


Penn State University

3. Wang, Qing. Topics in U-statistics and Risk Estimation.

Degree: MS, Statistics, 2010, Penn State University

 We consider estimating the variance of a general U-statistic when it is used as an unbiased estimator of the parameter of interest theta=E(K) where K… (more)

Subjects/Keywords: U-statistics; resampling; nonparametric kernel density estimation; risk estimation

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APA (6th Edition):

Wang, Q. (2010). Topics in U-statistics and Risk Estimation. (Masters Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/11410

Chicago Manual of Style (16th Edition):

Wang, Qing. “Topics in U-statistics and Risk Estimation.” 2010. Masters Thesis, Penn State University. Accessed August 22, 2019. https://etda.libraries.psu.edu/catalog/11410.

MLA Handbook (7th Edition):

Wang, Qing. “Topics in U-statistics and Risk Estimation.” 2010. Web. 22 Aug 2019.

Vancouver:

Wang Q. Topics in U-statistics and Risk Estimation. [Internet] [Masters thesis]. Penn State University; 2010. [cited 2019 Aug 22]. Available from: https://etda.libraries.psu.edu/catalog/11410.

Council of Science Editors:

Wang Q. Topics in U-statistics and Risk Estimation. [Masters Thesis]. Penn State University; 2010. Available from: https://etda.libraries.psu.edu/catalog/11410


University of Washington

4. Gerard, David C. Theory and Methods for Tensor Data.

Degree: PhD, 2015, University of Washington

 We present novel methods and new theory in the statistical analysis of tensor-valued data. A tensor is a multidimensional array. When data come in the… (more)

Subjects/Keywords: Covariance Estimation; Equivariance; Mean Estimation; Risk; Shrinkage; Tensor Decompositions; Statistics; statistics

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APA (6th Edition):

Gerard, D. C. (2015). Theory and Methods for Tensor Data. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/34188

Chicago Manual of Style (16th Edition):

Gerard, David C. “Theory and Methods for Tensor Data.” 2015. Doctoral Dissertation, University of Washington. Accessed August 22, 2019. http://hdl.handle.net/1773/34188.

MLA Handbook (7th Edition):

Gerard, David C. “Theory and Methods for Tensor Data.” 2015. Web. 22 Aug 2019.

Vancouver:

Gerard DC. Theory and Methods for Tensor Data. [Internet] [Doctoral dissertation]. University of Washington; 2015. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/1773/34188.

Council of Science Editors:

Gerard DC. Theory and Methods for Tensor Data. [Doctoral Dissertation]. University of Washington; 2015. Available from: http://hdl.handle.net/1773/34188

5. Joly, Emilien. Estimation robuste pour des distributions à queue lourde : Robust estimation of heavy-tailed distributions.

Degree: Docteur es, Mathématiques appliquées, 2015, Paris Saclay

Nous nous intéressons à estimer la moyenne d'une variable aléatoire de loi à queue lourde. Nous adoptons une approche plus robuste que la moyenne empirique… (more)

Subjects/Keywords: Estimation robuste; Queue lourde; Minimisation de risque; Estimation multivariée; Robust estimation; Heavy tails; Risk minimization; Multivariate estimation

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APA (6th Edition):

Joly, E. (2015). Estimation robuste pour des distributions à queue lourde : Robust estimation of heavy-tailed distributions. (Doctoral Dissertation). Paris Saclay. Retrieved from http://www.theses.fr/2015SACLS216

Chicago Manual of Style (16th Edition):

Joly, Emilien. “Estimation robuste pour des distributions à queue lourde : Robust estimation of heavy-tailed distributions.” 2015. Doctoral Dissertation, Paris Saclay. Accessed August 22, 2019. http://www.theses.fr/2015SACLS216.

MLA Handbook (7th Edition):

Joly, Emilien. “Estimation robuste pour des distributions à queue lourde : Robust estimation of heavy-tailed distributions.” 2015. Web. 22 Aug 2019.

Vancouver:

Joly E. Estimation robuste pour des distributions à queue lourde : Robust estimation of heavy-tailed distributions. [Internet] [Doctoral dissertation]. Paris Saclay; 2015. [cited 2019 Aug 22]. Available from: http://www.theses.fr/2015SACLS216.

Council of Science Editors:

Joly E. Estimation robuste pour des distributions à queue lourde : Robust estimation of heavy-tailed distributions. [Doctoral Dissertation]. Paris Saclay; 2015. Available from: http://www.theses.fr/2015SACLS216


Georgia State University

6. Tsang, Ming. Essays on Artefactual and Virtual Field Experiments in Choice Under Uncertainty.

Degree: PhD, Economics, 2016, Georgia State University

  In the area of transportation policy, congestion pricing has been used to alleviate traffic congestion in metropolitan areas. The focus of Chapter 1 is… (more)

Subjects/Keywords: Risk perception; belief adjustment; risk attitudes; naturalistic experiments; joint estimation; congestion pricing

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APA (6th Edition):

Tsang, M. (2016). Essays on Artefactual and Virtual Field Experiments in Choice Under Uncertainty. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/econ_diss/127

Chicago Manual of Style (16th Edition):

Tsang, Ming. “Essays on Artefactual and Virtual Field Experiments in Choice Under Uncertainty.” 2016. Doctoral Dissertation, Georgia State University. Accessed August 22, 2019. https://scholarworks.gsu.edu/econ_diss/127.

MLA Handbook (7th Edition):

Tsang, Ming. “Essays on Artefactual and Virtual Field Experiments in Choice Under Uncertainty.” 2016. Web. 22 Aug 2019.

Vancouver:

Tsang M. Essays on Artefactual and Virtual Field Experiments in Choice Under Uncertainty. [Internet] [Doctoral dissertation]. Georgia State University; 2016. [cited 2019 Aug 22]. Available from: https://scholarworks.gsu.edu/econ_diss/127.

Council of Science Editors:

Tsang M. Essays on Artefactual and Virtual Field Experiments in Choice Under Uncertainty. [Doctoral Dissertation]. Georgia State University; 2016. Available from: https://scholarworks.gsu.edu/econ_diss/127


Technical University of Lisbon

7. Frade, Carlos Augusto Zerpa. Performance of return models : a portfolio theoretical approach.

Degree: 2017, Technical University of Lisbon

Mestrado em Finanças

O objetivo desta investigação é avaliar o impacto das assunções dos modelos geradores de retornos nas fronteira eficiente e seus portafolios. Isto… (more)

Subjects/Keywords: Risco de modelo; risco de estimação; composição de carteiras; Model risk; estimation risk; portfolio composition

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APA (6th Edition):

Frade, C. A. Z. (2017). Performance of return models : a portfolio theoretical approach. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14699

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):

Frade, Carlos Augusto Zerpa. “Performance of return models : a portfolio theoretical approach.” 2017. Thesis, Technical University of Lisbon. Accessed August 22, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14699.

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

MLA Handbook (7th Edition):

Frade, Carlos Augusto Zerpa. “Performance of return models : a portfolio theoretical approach.” 2017. Web. 22 Aug 2019.

Vancouver:

Frade CAZ. Performance of return models : a portfolio theoretical approach. [Internet] [Thesis]. Technical University of Lisbon; 2017. [cited 2019 Aug 22]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14699.

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

Council of Science Editors:

Frade CAZ. Performance of return models : a portfolio theoretical approach. [Thesis]. Technical University of Lisbon; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14699

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


Massey University

8. Fernando, W. T. P. Sarojinie. Non-parametric estimation of geographical relative risk functions.

Degree: PhD, Statistics, 2012, Massey University

 The geographical relative risk function is a useful tool for investigating the spatial distribution of disease based on case and control data. The most common… (more)

Subjects/Keywords: Non-parametric statistics; Relative risk; Disease risk estimation; Foot and mouth disease; Statistical analysis

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APA (6th Edition):

Fernando, W. T. P. S. (2012). Non-parametric estimation of geographical relative risk functions. (Doctoral Dissertation). Massey University. Retrieved from http://hdl.handle.net/10179/4272

Chicago Manual of Style (16th Edition):

Fernando, W T P Sarojinie. “Non-parametric estimation of geographical relative risk functions.” 2012. Doctoral Dissertation, Massey University. Accessed August 22, 2019. http://hdl.handle.net/10179/4272.

MLA Handbook (7th Edition):

Fernando, W T P Sarojinie. “Non-parametric estimation of geographical relative risk functions.” 2012. Web. 22 Aug 2019.

Vancouver:

Fernando WTPS. Non-parametric estimation of geographical relative risk functions. [Internet] [Doctoral dissertation]. Massey University; 2012. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10179/4272.

Council of Science Editors:

Fernando WTPS. Non-parametric estimation of geographical relative risk functions. [Doctoral Dissertation]. Massey University; 2012. Available from: http://hdl.handle.net/10179/4272


University of Alberta

9. Ávila Pires, Bernardo. Statistical analysis of L1-penalized linear estimation with applications.

Degree: MS, Department of Computing Science, 2011, University of Alberta

 We study linear estimation based on perturbed data when performance is measured by a matrix norm of the expected residual error, in particular, the case… (more)

Subjects/Keywords: linear estimation; linear regression; machine learning; Lasso; excess risk; reinforcement learning

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APA (6th Edition):

Ávila Pires, B. (2011). Statistical analysis of L1-penalized linear estimation with applications. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/dr26xz283

Chicago Manual of Style (16th Edition):

Ávila Pires, Bernardo. “Statistical analysis of L1-penalized linear estimation with applications.” 2011. Masters Thesis, University of Alberta. Accessed August 22, 2019. https://era.library.ualberta.ca/files/dr26xz283.

MLA Handbook (7th Edition):

Ávila Pires, Bernardo. “Statistical analysis of L1-penalized linear estimation with applications.” 2011. Web. 22 Aug 2019.

Vancouver:

Ávila Pires B. Statistical analysis of L1-penalized linear estimation with applications. [Internet] [Masters thesis]. University of Alberta; 2011. [cited 2019 Aug 22]. Available from: https://era.library.ualberta.ca/files/dr26xz283.

Council of Science Editors:

Ávila Pires B. Statistical analysis of L1-penalized linear estimation with applications. [Masters Thesis]. University of Alberta; 2011. Available from: https://era.library.ualberta.ca/files/dr26xz283


Baylor University

10. Rahardja, Dewi Gabriela. Bayesian and likelihood-based interval estimation for the risk ratio using double sampling with misclassified binomial data.

Degree: Statistical Sciences., 2011, Baylor University

 We consider the problem of point and interval estimation for the risk ratio using double sampling with two-sample misclassified binary data. For such data, it… (more)

Subjects/Keywords: Misclassification.; Binomial data.; Double sampling.; Risk ratio.; Interval estimation.

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APA (6th Edition):

Rahardja, D. G. (2011). Bayesian and likelihood-based interval estimation for the risk ratio using double sampling with misclassified binomial data. (Thesis). Baylor University. Retrieved from http://hdl.handle.net/2104/8095

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):

Rahardja, Dewi Gabriela. “Bayesian and likelihood-based interval estimation for the risk ratio using double sampling with misclassified binomial data. ” 2011. Thesis, Baylor University. Accessed August 22, 2019. http://hdl.handle.net/2104/8095.

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

MLA Handbook (7th Edition):

Rahardja, Dewi Gabriela. “Bayesian and likelihood-based interval estimation for the risk ratio using double sampling with misclassified binomial data. ” 2011. Web. 22 Aug 2019.

Vancouver:

Rahardja DG. Bayesian and likelihood-based interval estimation for the risk ratio using double sampling with misclassified binomial data. [Internet] [Thesis]. Baylor University; 2011. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2104/8095.

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

Council of Science Editors:

Rahardja DG. Bayesian and likelihood-based interval estimation for the risk ratio using double sampling with misclassified binomial data. [Thesis]. Baylor University; 2011. Available from: http://hdl.handle.net/2104/8095

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


Harvard University

11. Vesper, Andrew Jay. Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence.

Degree: PhD, Statistics, 2013, Harvard University

This dissertation is composed of three chapters, each an application of Bayesian statistical models to particular research questions. In Chapter 1, we evaluate systemic risk(more)

Subjects/Keywords: Statistics; Bayesian; Benchmarking; Contagion; Dynamic copula; Small area estimation; Systemic risk

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APA (6th Edition):

Vesper, A. J. (2013). Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:11124829

Chicago Manual of Style (16th Edition):

Vesper, Andrew Jay. “Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence.” 2013. Doctoral Dissertation, Harvard University. Accessed August 22, 2019. http://nrs.harvard.edu/urn-3:HUL.InstRepos:11124829.

MLA Handbook (7th Edition):

Vesper, Andrew Jay. “Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence.” 2013. Web. 22 Aug 2019.

Vancouver:

Vesper AJ. Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence. [Internet] [Doctoral dissertation]. Harvard University; 2013. [cited 2019 Aug 22]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:11124829.

Council of Science Editors:

Vesper AJ. Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence. [Doctoral Dissertation]. Harvard University; 2013. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:11124829


Queen Mary, University of London

12. Mouabbi, Sarah. Essays on term structure models.

Degree: PhD, 2014, Queen Mary, University of London

 Estimating risk premia has been at the forefront of the financial economics' literature due to their informational content. Risk premia are of particular interest to… (more)

Subjects/Keywords: Economics and Finance; risk premia estimation; dynamic term structure model

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APA (6th Edition):

Mouabbi, S. (2014). Essays on term structure models. (Doctoral Dissertation). Queen Mary, University of London. Retrieved from http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758

Chicago Manual of Style (16th Edition):

Mouabbi, Sarah. “Essays on term structure models.” 2014. Doctoral Dissertation, Queen Mary, University of London. Accessed August 22, 2019. http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758.

MLA Handbook (7th Edition):

Mouabbi, Sarah. “Essays on term structure models.” 2014. Web. 22 Aug 2019.

Vancouver:

Mouabbi S. Essays on term structure models. [Internet] [Doctoral dissertation]. Queen Mary, University of London; 2014. [cited 2019 Aug 22]. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758.

Council of Science Editors:

Mouabbi S. Essays on term structure models. [Doctoral Dissertation]. Queen Mary, University of London; 2014. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758

13. Shi, Xiaofeng. Large Portfolios' Risks and High-Dimensional Factor Models .

Degree: PhD, 2014, Princeton University

 This dissertation explores two important topics on high-dimensional factor models. We first consider the problem of estimating and assessing the risk of a large portfolio.… (more)

Subjects/Keywords: Factor Model; High Dimension; Penalized Estimation; Risk Management

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APA (6th Edition):

Shi, X. (2014). Large Portfolios' Risks and High-Dimensional Factor Models . (Doctoral Dissertation). Princeton University. Retrieved from http://arks.princeton.edu/ark:/88435/dsp013x816p84p

Chicago Manual of Style (16th Edition):

Shi, Xiaofeng. “Large Portfolios' Risks and High-Dimensional Factor Models .” 2014. Doctoral Dissertation, Princeton University. Accessed August 22, 2019. http://arks.princeton.edu/ark:/88435/dsp013x816p84p.

MLA Handbook (7th Edition):

Shi, Xiaofeng. “Large Portfolios' Risks and High-Dimensional Factor Models .” 2014. Web. 22 Aug 2019.

Vancouver:

Shi X. Large Portfolios' Risks and High-Dimensional Factor Models . [Internet] [Doctoral dissertation]. Princeton University; 2014. [cited 2019 Aug 22]. Available from: http://arks.princeton.edu/ark:/88435/dsp013x816p84p.

Council of Science Editors:

Shi X. Large Portfolios' Risks and High-Dimensional Factor Models . [Doctoral Dissertation]. Princeton University; 2014. Available from: http://arks.princeton.edu/ark:/88435/dsp013x816p84p


North Carolina State University

14. Covalla, Elizabeth Danielle. Visual Posture Observation Error and Training.

Degree: MS, Industrial Engineering, 2003, North Carolina State University

 The purpose of this study was to determine people's ability to visually estimate postural angles of the shoulder, trunk, and wrist. One application of these… (more)

Subjects/Keywords: risk analysis; angle estimation; posture

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APA (6th Edition):

Covalla, E. D. (2003). Visual Posture Observation Error and Training. (Thesis). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/689

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):

Covalla, Elizabeth Danielle. “Visual Posture Observation Error and Training.” 2003. Thesis, North Carolina State University. Accessed August 22, 2019. http://www.lib.ncsu.edu/resolver/1840.16/689.

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

MLA Handbook (7th Edition):

Covalla, Elizabeth Danielle. “Visual Posture Observation Error and Training.” 2003. Web. 22 Aug 2019.

Vancouver:

Covalla ED. Visual Posture Observation Error and Training. [Internet] [Thesis]. North Carolina State University; 2003. [cited 2019 Aug 22]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/689.

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

Council of Science Editors:

Covalla ED. Visual Posture Observation Error and Training. [Thesis]. North Carolina State University; 2003. Available from: http://www.lib.ncsu.edu/resolver/1840.16/689

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


University of Manitoba

15. Torkashvand, Elaheh. On Small Area Estimation Problems with Measurement Errors and Clustering.

Degree: Statistics, 2016, University of Manitoba

 In this dissertation, we first develop new statistical methodologies for small area estimation problems with measurement errors. The prediction of small area means for the… (more)

Subjects/Keywords: Bates Risk; Clustering; Functional Measurement Error; Jackknife Method; Small Area Estimation

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APA (6th Edition):

Torkashvand, E. (2016). On Small Area Estimation Problems with Measurement Errors and Clustering. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31883

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):

Torkashvand, Elaheh. “On Small Area Estimation Problems with Measurement Errors and Clustering.” 2016. Thesis, University of Manitoba. Accessed August 22, 2019. http://hdl.handle.net/1993/31883.

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

MLA Handbook (7th Edition):

Torkashvand, Elaheh. “On Small Area Estimation Problems with Measurement Errors and Clustering.” 2016. Web. 22 Aug 2019.

Vancouver:

Torkashvand E. On Small Area Estimation Problems with Measurement Errors and Clustering. [Internet] [Thesis]. University of Manitoba; 2016. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/1993/31883.

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

Council of Science Editors:

Torkashvand E. On Small Area Estimation Problems with Measurement Errors and Clustering. [Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31883

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

16. Ben Salah, Hanene. Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio.

Degree: Docteur es, Sciences de gestion, 2015, Université Claude Bernard – Lyon I

La méthode d'optimisation d'un portefeuille issue de la minimisation du DownSide Risk a été mise au point pour suppléer les carences de la méthode classique… (more)

Subjects/Keywords: Risque Conditionnel; DownSide Risk; Noyau; Estimation non paramétrique de la moyenne; Estimation non paramétrique de la médiane; Semivariance; Conditional Risk; DownSide Risk; Kernel Predictors; Nonparametric Mean Estimation; Nonparametric Median Estimation; Semivariance; 658.1

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

APA (6th Edition):

Ben Salah, H. (2015). Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio. (Doctoral Dissertation). Université Claude Bernard – Lyon I. Retrieved from http://www.theses.fr/2015LYO10249

Chicago Manual of Style (16th Edition):

Ben Salah, Hanene. “Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio.” 2015. Doctoral Dissertation, Université Claude Bernard – Lyon I. Accessed August 22, 2019. http://www.theses.fr/2015LYO10249.

MLA Handbook (7th Edition):

Ben Salah, Hanene. “Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio.” 2015. Web. 22 Aug 2019.

Vancouver:

Ben Salah H. Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio. [Internet] [Doctoral dissertation]. Université Claude Bernard – Lyon I; 2015. [cited 2019 Aug 22]. Available from: http://www.theses.fr/2015LYO10249.

Council of Science Editors:

Ben Salah H. Gestion des actifs financiers : de l’approche Classique à la modélisation non paramétrique en estimation du DownSide Risk pour la constitution d’un portefeuille efficient : The Management of financial assets : from Classical Approach to the Nonparametric Modelling in the DownSide Risk Estimation in Order to Get an Optimal Portfolio. [Doctoral Dissertation]. Université Claude Bernard – Lyon I; 2015. Available from: http://www.theses.fr/2015LYO10249


University of California – Berkeley

17. Jamshidian, Farid. Applications of Semi-parametric Estimation Methods in Causal Inference and Prediction.

Degree: Biostatistics, 2011, University of California – Berkeley

 In this thesis, we argue for the use of loss-based semi-parametric estimation methods as an alternative to traditional parametric models in causal inference and prediction.… (more)

Subjects/Keywords: Biostatistics; Statistics; Epidemiology; causal inference; machine learning; placebo effect; risk prediction; semiparametric estimation; Targeted Maximum Likelihood Estimation

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APA (6th Edition):

Jamshidian, F. (2011). Applications of Semi-parametric Estimation Methods in Causal Inference and Prediction. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/30b3p4tw

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):

Jamshidian, Farid. “Applications of Semi-parametric Estimation Methods in Causal Inference and Prediction.” 2011. Thesis, University of California – Berkeley. Accessed August 22, 2019. http://www.escholarship.org/uc/item/30b3p4tw.

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

MLA Handbook (7th Edition):

Jamshidian, Farid. “Applications of Semi-parametric Estimation Methods in Causal Inference and Prediction.” 2011. Web. 22 Aug 2019.

Vancouver:

Jamshidian F. Applications of Semi-parametric Estimation Methods in Causal Inference and Prediction. [Internet] [Thesis]. University of California – Berkeley; 2011. [cited 2019 Aug 22]. Available from: http://www.escholarship.org/uc/item/30b3p4tw.

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

Council of Science Editors:

Jamshidian F. Applications of Semi-parametric Estimation Methods in Causal Inference and Prediction. [Thesis]. University of California – Berkeley; 2011. Available from: http://www.escholarship.org/uc/item/30b3p4tw

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

18. Zheng, Yu. Productivité de l'agriculture française et volatilité des prix : Productivity, Price Volatility, and Dynamic Choices in French Agriculture.

Degree: Docteur es, Sciences économiques et de gestion, 2018, Rennes, Agrocampus Ouest

À la suite des réformes successives de la Politique Agricole Commune (PAC), les soutiens publics par des prix ont diminué au profit de soutiens directs… (more)

Subjects/Keywords: Productivité de l’agriculture; Risque; Choix dynamique; Politique agricole; Estimation structurelle; Agricultural productivity; Dynamic decisions under risk; Agricultural policy; Structural estimation

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APA (6th Edition):

Zheng, Y. (2018). Productivité de l'agriculture française et volatilité des prix : Productivity, Price Volatility, and Dynamic Choices in French Agriculture. (Doctoral Dissertation). Rennes, Agrocampus Ouest. Retrieved from http://www.theses.fr/2018NSARE051

Chicago Manual of Style (16th Edition):

Zheng, Yu. “Productivité de l'agriculture française et volatilité des prix : Productivity, Price Volatility, and Dynamic Choices in French Agriculture.” 2018. Doctoral Dissertation, Rennes, Agrocampus Ouest. Accessed August 22, 2019. http://www.theses.fr/2018NSARE051.

MLA Handbook (7th Edition):

Zheng, Yu. “Productivité de l'agriculture française et volatilité des prix : Productivity, Price Volatility, and Dynamic Choices in French Agriculture.” 2018. Web. 22 Aug 2019.

Vancouver:

Zheng Y. Productivité de l'agriculture française et volatilité des prix : Productivity, Price Volatility, and Dynamic Choices in French Agriculture. [Internet] [Doctoral dissertation]. Rennes, Agrocampus Ouest; 2018. [cited 2019 Aug 22]. Available from: http://www.theses.fr/2018NSARE051.

Council of Science Editors:

Zheng Y. Productivité de l'agriculture française et volatilité des prix : Productivity, Price Volatility, and Dynamic Choices in French Agriculture. [Doctoral Dissertation]. Rennes, Agrocampus Ouest; 2018. Available from: http://www.theses.fr/2018NSARE051


Brno University of Technology

19. Steklý, Jakub. Posouzení rizik stroje dle ČSN 12100:2011 .

Degree: 2018, Brno University of Technology

 Tato práce se zabývá bezpečností gravírovacího 3D stroje. Hlavním přínosem této práce je detailní provedení posouzení rizika dle platných norem. Dále podrobný návrh opatření pro… (more)

Subjects/Keywords: Analýza rizik; posouzení rizik; normy; odhad rizik; snížení rizik; Performance Level; Risk analysis; risk assessment; standards; risk estimation; risk reduction; Performance Level

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APA (6th Edition):

Steklý, J. (2018). Posouzení rizik stroje dle ČSN 12100:2011 . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/80802

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):

Steklý, Jakub. “Posouzení rizik stroje dle ČSN 12100:2011 .” 2018. Thesis, Brno University of Technology. Accessed August 22, 2019. http://hdl.handle.net/11012/80802.

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

MLA Handbook (7th Edition):

Steklý, Jakub. “Posouzení rizik stroje dle ČSN 12100:2011 .” 2018. Web. 22 Aug 2019.

Vancouver:

Steklý J. Posouzení rizik stroje dle ČSN 12100:2011 . [Internet] [Thesis]. Brno University of Technology; 2018. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/11012/80802.

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

Council of Science Editors:

Steklý J. Posouzení rizik stroje dle ČSN 12100:2011 . [Thesis]. Brno University of Technology; 2018. Available from: http://hdl.handle.net/11012/80802

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


The Ohio State University

20. Zheng, Yi. Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics.

Degree: PhD, Agricultural, Environmental Development Economics, 2008, The Ohio State University

  This dissertation is composed of three chapters centering on nonparametric econometrics with applications to consumer demand system analysis, value-at-risk analysis of commodity future prices,… (more)

Subjects/Keywords: Semiparametric estimator; censored demand system; value at risk; kernel density estimation; credit risk; loan loss distribution

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APA (6th Edition):

Zheng, Y. (2008). Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134

Chicago Manual of Style (16th Edition):

Zheng, Yi. “Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics.” 2008. Doctoral Dissertation, The Ohio State University. Accessed August 22, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134.

MLA Handbook (7th Edition):

Zheng, Yi. “Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics.” 2008. Web. 22 Aug 2019.

Vancouver:

Zheng Y. Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics. [Internet] [Doctoral dissertation]. The Ohio State University; 2008. [cited 2019 Aug 22]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134.

Council of Science Editors:

Zheng Y. Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics. [Doctoral Dissertation]. The Ohio State University; 2008. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134


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 (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 August 22, 2019. http://ufdc.ufl.edu/UFE0050903.

MLA Handbook (7th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Web. 22 Aug 2019.

Vancouver:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Internet] [Doctoral dissertation]. University of Florida; 2017. [cited 2019 Aug 22]. 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


Macquarie University

22. Bowers, Colin Tormod. Estimation and forecast evaluation of risk measures with high frequency financial data.

Degree: 2015, Macquarie University

"October 2014".

Bibliography: pages 89-97.

1. Introduction  – 2. Bootstrapping daily returns  – 3. An empirical analysis of value-at-risk forecasting models  – 4. Ranking intraday… (more)

Subjects/Keywords: Econometric forecasting; Financial risk  – Econometric models; Computer algorithms; finance; econometrics; intraday; variance; value-at-risk; estimation; forecast; bootstrap

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

APA (6th Edition):

Bowers, C. T. (2015). Estimation and forecast evaluation of risk measures with high frequency financial data. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1053706

Chicago Manual of Style (16th Edition):

Bowers, Colin Tormod. “Estimation and forecast evaluation of risk measures with high frequency financial data.” 2015. Doctoral Dissertation, Macquarie University. Accessed August 22, 2019. http://hdl.handle.net/1959.14/1053706.

MLA Handbook (7th Edition):

Bowers, Colin Tormod. “Estimation and forecast evaluation of risk measures with high frequency financial data.” 2015. Web. 22 Aug 2019.

Vancouver:

Bowers CT. Estimation and forecast evaluation of risk measures with high frequency financial data. [Internet] [Doctoral dissertation]. Macquarie University; 2015. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/1959.14/1053706.

Council of Science Editors:

Bowers CT. Estimation and forecast evaluation of risk measures with high frequency financial data. [Doctoral Dissertation]. Macquarie University; 2015. Available from: http://hdl.handle.net/1959.14/1053706


KTH

23. Sundin, Jesper. Risk contribution and its application in asset and risk management for life insurance.

Degree: Mathematical Statistics, 2016, KTH

In risk management one important aspect is the allocation of total portfolio risk into its components. This can be done by measuring each components'… (more)

Subjects/Keywords: Risk contribution; capital allocation; Value-at-Risk; elliptical distri-bution; multivariate log-normal distribution; kernel estimation

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APA (6th Edition):

Sundin, J. (2016). Risk contribution and its application in asset and risk management for life insurance. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188873

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):

Sundin, Jesper. “Risk contribution and its application in asset and risk management for life insurance.” 2016. Thesis, KTH. Accessed August 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188873.

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

MLA Handbook (7th Edition):

Sundin, Jesper. “Risk contribution and its application in asset and risk management for life insurance.” 2016. Web. 22 Aug 2019.

Vancouver:

Sundin J. Risk contribution and its application in asset and risk management for life insurance. [Internet] [Thesis]. KTH; 2016. [cited 2019 Aug 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188873.

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

Council of Science Editors:

Sundin J. Risk contribution and its application in asset and risk management for life insurance. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188873

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


Universidade do Minho

24. Domingues, Miguel Ângelo Pereira. Backtesting value-at-risk on portfolios of lottery-like stocks .

Degree: 2019, Universidade do Minho

 The goal of this study is to calculate value-at-risk (VaR) on portfolios of lottery-like stocks based in the U.S market. Lottery-like stocks are assets with… (more)

Subjects/Keywords: Estimation; Mean VaR; Outliers; Portfolios; Value-at-risk (VaR); Carteiras; Estimação; Valores atípicos; Value-at-risk (VaR); VaR médio

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APA (6th Edition):

Domingues, M. . P. (2019). Backtesting value-at-risk on portfolios of lottery-like stocks . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/61090

Chicago Manual of Style (16th Edition):

Domingues, Miguel Ângelo Pereira. “Backtesting value-at-risk on portfolios of lottery-like stocks .” 2019. Masters Thesis, Universidade do Minho. Accessed August 22, 2019. http://hdl.handle.net/1822/61090.

MLA Handbook (7th Edition):

Domingues, Miguel Ângelo Pereira. “Backtesting value-at-risk on portfolios of lottery-like stocks .” 2019. Web. 22 Aug 2019.

Vancouver:

Domingues MP. Backtesting value-at-risk on portfolios of lottery-like stocks . [Internet] [Masters thesis]. Universidade do Minho; 2019. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/1822/61090.

Council of Science Editors:

Domingues MP. Backtesting value-at-risk on portfolios of lottery-like stocks . [Masters Thesis]. Universidade do Minho; 2019. Available from: http://hdl.handle.net/1822/61090


University of Illinois – Chicago

25. Jiang, Liyuan. A Nonparametric Estimate of the Risk-Neutral Density and Its Applications.

Degree: 2017, University of Illinois – Chicago

 The risk-neutral density for a future payoff of an asset can be estimated from market option prices that expire on the same date. We reformulate… (more)

Subjects/Keywords: Risk-neutral density estimation; Option pricing; Nonparametric approach; Constraint optimization; Variance swap pricing

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APA (6th Edition):

Jiang, L. (2017). A Nonparametric Estimate of the Risk-Neutral Density and Its Applications. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/21805

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):

Jiang, Liyuan. “A Nonparametric Estimate of the Risk-Neutral Density and Its Applications.” 2017. Thesis, University of Illinois – Chicago. Accessed August 22, 2019. http://hdl.handle.net/10027/21805.

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

MLA Handbook (7th Edition):

Jiang, Liyuan. “A Nonparametric Estimate of the Risk-Neutral Density and Its Applications.” 2017. Web. 22 Aug 2019.

Vancouver:

Jiang L. A Nonparametric Estimate of the Risk-Neutral Density and Its Applications. [Internet] [Thesis]. University of Illinois – Chicago; 2017. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10027/21805.

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

Council of Science Editors:

Jiang L. A Nonparametric Estimate of the Risk-Neutral Density and Its Applications. [Thesis]. University of Illinois – Chicago; 2017. Available from: http://hdl.handle.net/10027/21805

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


Humboldt University of Berlin

26. Balcau, Ioana. Nonparametric Estimate for Conditional Quantiles of Time Series.

Degree: 2012, Humboldt University of Berlin

 This paper investigates a nonparametric approach for estimating conditional quantiles of time series for dependent data. The considered estimate is obtained by inverting a kernel… (more)

Subjects/Keywords: Statistik; Wirtschaft; Value at Risk; Nonparametric; Backtesting; Conditional Quantiles; Kernel Estimation; ddc:330

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APA (6th Edition):

Balcau, I. (2012). Nonparametric Estimate for Conditional Quantiles of Time Series. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=39422 ; http://edoc.hu-berlin.de/master/balcau-ioana-2012-06-12/PDF/balcau.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100202513

Chicago Manual of Style (16th Edition):

Balcau, Ioana. “Nonparametric Estimate for Conditional Quantiles of Time Series.” 2012. Masters Thesis, Humboldt University of Berlin. Accessed August 22, 2019. http://edoc.hu-berlin.de/docviews/abstract.php?id=39422 ; http://edoc.hu-berlin.de/master/balcau-ioana-2012-06-12/PDF/balcau.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100202513.

MLA Handbook (7th Edition):

Balcau, Ioana. “Nonparametric Estimate for Conditional Quantiles of Time Series.” 2012. Web. 22 Aug 2019.

Vancouver:

Balcau I. Nonparametric Estimate for Conditional Quantiles of Time Series. [Internet] [Masters thesis]. Humboldt University of Berlin; 2012. [cited 2019 Aug 22]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39422 ; http://edoc.hu-berlin.de/master/balcau-ioana-2012-06-12/PDF/balcau.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100202513.

Council of Science Editors:

Balcau I. Nonparametric Estimate for Conditional Quantiles of Time Series. [Masters Thesis]. Humboldt University of Berlin; 2012. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39422 ; http://edoc.hu-berlin.de/master/balcau-ioana-2012-06-12/PDF/balcau.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100202513


University of Pretoria

27. Bodvin, Joanna Sylvia Liesbeth. Bayesian estimation of Shannon entropy for bivariate beta priors.

Degree: Statistics, 2010, University of Pretoria

 Having just survived what is arguably the worst financial crisis in time, it is expected that the focus on regulatory capital held by financial institutions… (more)

Subjects/Keywords: Bayesian estimation; Calibration; Credit risk; Probability of default; Shannon entropy; Bivariate beta; UCTD

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APA (6th Edition):

Bodvin, J. S. (2010). Bayesian estimation of Shannon entropy for bivariate beta priors. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26191

Chicago Manual of Style (16th Edition):

Bodvin, Joanna Sylvia. “Bayesian estimation of Shannon entropy for bivariate beta priors.” 2010. Masters Thesis, University of Pretoria. Accessed August 22, 2019. http://hdl.handle.net/2263/26191.

MLA Handbook (7th Edition):

Bodvin, Joanna Sylvia. “Bayesian estimation of Shannon entropy for bivariate beta priors.” 2010. Web. 22 Aug 2019.

Vancouver:

Bodvin JS. Bayesian estimation of Shannon entropy for bivariate beta priors. [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2263/26191.

Council of Science Editors:

Bodvin JS. Bayesian estimation of Shannon entropy for bivariate beta priors. [Masters Thesis]. University of Pretoria; 2010. Available from: http://hdl.handle.net/2263/26191

28. Zdraveska Kochovska Marina. Effective dose estimation and risk assessment in patients treated with iodine 131I using Monte Carlo simulation.

Degree: 2014, University of Novi Sad

The most frequently used radiopharmaceutical for treatment of thyroid diseases such as Thyroid Cancer and Hyperthyroidism is radioactive iodine 131I. It has a very… (more)

Subjects/Keywords: Effective dose, dosimetry, risk estimation, Monte Carlo; Efektivna doza, dozimetrija, procena rizika, Monte Carlo

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APA (6th Edition):

Marina, Z. K. (2014). Effective dose estimation and risk assessment in patients treated with iodine 131I using Monte Carlo simulation. (Thesis). University of Novi Sad. Retrieved from http://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija141138956488244.pdf?controlNumber=(BISIS)90158&fileName=141138956488244.pdf&id=2672&source=OATD&language=en ; http://www.cris.uns.ac.rs/record.jsf?recordId=90158&source=OATD&language=en

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

Chicago Manual of Style (16th Edition):

Marina, Zdraveska Kochovska. “Effective dose estimation and risk assessment in patients treated with iodine 131I using Monte Carlo simulation.” 2014. Thesis, University of Novi Sad. Accessed August 22, 2019. http://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija141138956488244.pdf?controlNumber=(BISIS)90158&fileName=141138956488244.pdf&id=2672&source=OATD&language=en ; http://www.cris.uns.ac.rs/record.jsf?recordId=90158&source=OATD&language=en.

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

MLA Handbook (7th Edition):

Marina, Zdraveska Kochovska. “Effective dose estimation and risk assessment in patients treated with iodine 131I using Monte Carlo simulation.” 2014. Web. 22 Aug 2019.

Vancouver:

Marina ZK. Effective dose estimation and risk assessment in patients treated with iodine 131I using Monte Carlo simulation. [Internet] [Thesis]. University of Novi Sad; 2014. [cited 2019 Aug 22]. Available from: http://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija141138956488244.pdf?controlNumber=(BISIS)90158&fileName=141138956488244.pdf&id=2672&source=OATD&language=en ; http://www.cris.uns.ac.rs/record.jsf?recordId=90158&source=OATD&language=en.

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

Council of Science Editors:

Marina ZK. Effective dose estimation and risk assessment in patients treated with iodine 131I using Monte Carlo simulation. [Thesis]. University of Novi Sad; 2014. Available from: http://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija141138956488244.pdf?controlNumber=(BISIS)90158&fileName=141138956488244.pdf&id=2672&source=OATD&language=en ; http://www.cris.uns.ac.rs/record.jsf?recordId=90158&source=OATD&language=en

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


NSYSU

29. Fu, Kai-fang. Application of Health Risk Assessment to Derive Remediation Goals for Chlorinated-compound Contaminated Sites.

Degree: Master, Environmental Engineering, 2016, NSYSU

 The contamination of soil and groundwater mostly has been associated with history-long problems produced by previous generations, so it costs much more and takes more… (more)

Subjects/Keywords: Health Risk Assessment; BIOCHLOR; exposing access estimation; sites containing chlorinated-compound; RBCA

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

APA (6th Edition):

Fu, K. (2016). Application of Health Risk Assessment to Derive Remediation Goals for Chlorinated-compound Contaminated Sites. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0414116-170054

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, Kai-fang. “Application of Health Risk Assessment to Derive Remediation Goals for Chlorinated-compound Contaminated Sites.” 2016. Thesis, NSYSU. Accessed August 22, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0414116-170054.

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

MLA Handbook (7th Edition):

Fu, Kai-fang. “Application of Health Risk Assessment to Derive Remediation Goals for Chlorinated-compound Contaminated Sites.” 2016. Web. 22 Aug 2019.

Vancouver:

Fu K. Application of Health Risk Assessment to Derive Remediation Goals for Chlorinated-compound Contaminated Sites. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Aug 22]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0414116-170054.

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

Council of Science Editors:

Fu K. Application of Health Risk Assessment to Derive Remediation Goals for Chlorinated-compound Contaminated Sites. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0414116-170054

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


University of Pretoria

30. [No author]. Bayesian estimation of Shannon entropy for bivariate beta priors .

Degree: 2010, University of Pretoria

 Having just survived what is arguably the worst financial crisis in time, it is expected that the focus on regulatory capital held by financial institutions… (more)

Subjects/Keywords: Bayesian estimation; Calibration; Credit risk; Probability of default; Shannon entropy; Bivariate beta; UCTD

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

APA (6th Edition):

author], [. (2010). Bayesian estimation of Shannon entropy for bivariate beta priors . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-07102010-123814/

Chicago Manual of Style (16th Edition):

author], [No. “Bayesian estimation of Shannon entropy for bivariate beta priors .” 2010. Masters Thesis, University of Pretoria. Accessed August 22, 2019. http://upetd.up.ac.za/thesis/available/etd-07102010-123814/.

MLA Handbook (7th Edition):

author], [No. “Bayesian estimation of Shannon entropy for bivariate beta priors .” 2010. Web. 22 Aug 2019.

Vancouver:

author] [. Bayesian estimation of Shannon entropy for bivariate beta priors . [Internet] [Masters thesis]. University of Pretoria; 2010. [cited 2019 Aug 22]. Available from: http://upetd.up.ac.za/thesis/available/etd-07102010-123814/.

Council of Science Editors:

author] [. Bayesian estimation of Shannon entropy for bivariate beta priors . [Masters Thesis]. University of Pretoria; 2010. Available from: http://upetd.up.ac.za/thesis/available/etd-07102010-123814/

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