Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Login
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Advisor
Vermes, Domokos
Remove constraint Advisor: Vermes, Domokos
« Previous
|
11
-
15
of
15
| Next »
Sort by relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
Number of results to display per page
10 per page
10
per page
20
per page
50
per page
100
per page
View results as:
List
Gallery
Masonry
Slideshow
Search Results
Value at Risk Models for a Nonlinear Hedged Portfolio
Keyword:
Risk Management
,
Risk Measure
,
Value at Risk
, and
Hedging
Creator:
Liu, Guochun
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
Keyword:
Monte Carlo Simulations
,
Value-at-risk
, and
Portfolio Risk
Creator:
Malfas, Gregory P.
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Transaction costs and resampling in mean-variance portfolio optimization
Keyword:
Portfolio Optimization
,
Transaction Costs
,
Resampling
, and
Mean-Variance Optimization
Creator:
Asumeng-Denteh, Emmanuel
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Evaluating of path-dependent securities with low discrepancy methods
Keyword:
path-dependent securities
,
Quasi- Monte Carlo
,
low-discrepancy methods
, and
variance-reduction techniques
Creator:
Krykova, Inna
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-01-13
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
Keyword:
Mortgage-Backed securities
,
portfolio risk decomposition
,
principal components regression
, and
principal components analysis
Creator:
Motyka, Matt
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
« Previous
Next »
1
2
Toggle facets
Limit your search
Collections
Masters Theses
9
Masters Reports
5
Major Qualifying Projects
1
Year
Year range begin
–
Year range end
Current results range from
2003
to
2015
View distribution
Creator
Acheampong, Osman K
1
Ampadu, Ebenezer
1
Asumeng-Denteh, Emmanuel
1
Desrosiers, Mary Elizabeth
1
Dutta Bordoloi, Suwodi
1
more
Creators
»
Advisor
Vermes, Domokos
[remove]
15
Zhao, Wanli
1
Contributor
Vermes, Domokos
14
Zhao, Wanli
1
Major
Mathematical Sciences
1
Unit (Department)
Mathematical Sciences
14
Publisher
Worcester Polytechnic Institute
15
Resource type
Thesis
9
Report
5
Major Qualifying Project
1