Skip to Content
Toggle navigation
Inicio
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Iniciar sesión
Explore, Discover, Share
Ir
Advanced search
Buscar
Borrar filtros
Filtrado por:
Contributor
Blais, Marcel Y.
Eliminar la restricciónContributor: Blais, Marcel Y.
Year
2012
Eliminar la restricciónYear: 2012
« Anterior |
1
-
10
de
14
|
Siguiente »
Ordenar por relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
El número de resultados a mostrar por página
10 por página
10
por página
20
por página
50
por página
100
por página
Ver Resultados por:
Lista
Gallery
Masonry
Slideshow
Resultados de la búsqueda
1.
Market and Credit Risk Models and Management Report
Palabra clave:
Value at Risk
,
Portfolio Optimization
,
ARMA-GARCH Model
,
Expected Shortfall
, and
Risk Reduction
Creador:
Qu, Jing
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
2.
Risk Management Project
Palabra clave:
BIC
,
Expected Shortfall
,
AIC
,
Portfolio Optimization
,
Chi-square test
,
ARMA-GARCH
,
Value-at-risk
, and
Risk Management
Creador:
Yan, Lu
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
3.
Risk Management Project
Palabra clave:
Value-at-risk
,
BIC
,
ARMA-GARCH
,
Portfolio Optimization
,
Chi-square test
,
AIC
,
Risk Management
, and
Expected Shortfall
Creador:
Shen, Chen
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
4.
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Palabra clave:
Expected Shortfall
,
Loss Distribution
, and
Value at Risk
Creador:
Shah, Azuri
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
5.
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Palabra clave:
Value at Risk
,
Expected Shortfall
, and
Loss Distribution
Creador:
Infantino, Shanna
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
6.
The Portfolio Optimization Project
Palabra clave:
Factor Model
,
CAPM
, and
optimal portfolio
Creador:
Zhuang, Ziyi
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
7.
The Portfolio Optimization Project
Palabra clave:
CAPM
and
optimal portfolio
Creador:
Gao, Panwen
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
8.
Portfolio Optimization, CAPM & Factor Modeling Project Report
Palabra clave:
Modern Portfolio Theory
,
Factor Model
,
French and Fama Model
, and
CAPM
Creador:
Xu, Chenghao
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-04-23
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
9.
Financial Mathematics Project
Palabra clave:
Modern Portfolio Theory
,
Fama French Model
, and
CAPM
Creador:
Dang, Zhe
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
10.
Financial Mathematics Project
Palabra clave:
Capital Asset Pricing Model
,
Modern Portfolio Theory
, and
multi-factor models
Creador:
Li, Jiang
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-04-24
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
« Anterior
Siguiente »
1
2
Toggle facets
Limite su búsqueda
Collections
Masters Reports
14
Year
2012
[remove]
14
Creador
Dang, Zhe
1
Dong, Yijun
1
Gao, Panwen
1
Infantino, Shanna
1
Lan, Yi
1
más
Creadors
»
Advisor
Blais, Marcel Y.
14
Contributor
Blais, Marcel Y.
[remove]
14
Unit (Department)
Mathematical Sciences
14
Editor
Worcester Polytechnic Institute
14
Tipo de recurso
Report
14