Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"Finance--Econometric models"”.
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On some aspects of portfolio management
We study the on-line portfolio and the stochastic portfolio investment algorithms and test them with historical data sets. With regard to the stochastic portfolio we develop an optimal formula to manage the portfolio with daily trading in terms of the weights that are assigned to the different …
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Essays in International Finance and the Global Financial Crisis
… and distinct papers on topics in international finance and the recent financial crisis. Chapter one links the foreign exchange risk premium to macroeconomic risk by studying the options market around macroeconomic news releases. Using a unique data set of overnight currency option prices, I …