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Filtering by: Advisor Heinricher, Arthur C. Resource type Thesis

Fixed Income Database Design & Architecture

Keyword:

database design, architecture, and fixed-income

Creator:

Zeng, Hong

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-05-31

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
A Study of the Delta-Normal Method of Measuring VaR

Keyword:

Delta-Normal Method and VaR

Creator:

Kondapaneni, Rajesh

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-05-09

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
An Empirical Analysis of Resampled Efficiency

Keyword:

Resampling and Michaud

Creator:

Kohli, Jasraj

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-04-26

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Construction using Clustering Methods

Keyword:

Clustering, Covariance matrix, Risk, and expected return

Creator:

Ren, Zhiwei

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-04-26

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
An In-Depth Look at the Information Ratio

Keyword:

Information ratio and Excess returns

Creator:

Blatt, Sharon L

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2004-08-24

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Portfolio Construction and Risk Management: Practical Issues and Examples

Keyword:

Finance, Portfolio Theory, and Risk Management

Creator:

Gao, Pan

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2003-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences