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Filtering by: Creator Qu, Jing Unit (Department) Mathematical Sciences Keyword Value at Risk

Keyword:: Value at Risk, Portfolio Optimization, ARMA-GARCH Model, Expected Shortfall, and Risk Reduction
Creator:: Qu, Jing
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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