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Filtering by: Unit (Department) Mathematical Sciences Keyword volatility

Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading

Keyword:

Markowitz, volatility, tracking error, trading, leveraged ETF, Optimization, and momentum trading

Creator:

DeWeese, Jackson Paul

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2013-04-25

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences