Advanced search options

Sorted by: relevance · author · university · date | New search

You searched for `subject:(risk estimation)`

.
Showing records 1 – 30 of
164 total matches.

Search Limiters

Dates

- 2015 – 2019 (51)
- 2010 – 2014 (82)
- 2005 – 2009 (26)

Degrees

- PhD (37)
- Docteur es (19)

▼ Search Limiters

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

URL: http://hdl.handle.net/10454/13661

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10150/633108

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://etda.libraries.psu.edu/catalog/11410

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1773/34188

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://www.theses.fr/2015SACLS216

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://scholarworks.gsu.edu/econ_diss/127

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/14699

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://hdl.handle.net/10179/4272

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://era.library.ualberta.ca/files/dr26xz283

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2104/8095

► 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.

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:11124829

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://arks.princeton.edu/ark:/88435/dsp013x816p84p

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.lib.ncsu.edu/resolver/1840.16/689

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1993/31883

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.theses.fr/2015LYO10249

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.escholarship.org/uc/item/30b3p4tw

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.theses.fr/2018NSARE051

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/11012/80802

► 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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0050903

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

Degree: 2015, Macquarie University

URL: http://hdl.handle.net/1959.14/1053706

►

"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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

Degree: Mathematical Statistics, 2016, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188873

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1822/61090

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10027/21805

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: 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

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2263/26191

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0414116-170054

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://upetd.up.ac.za/thesis/available/etd-07102010-123814/

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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/