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 20 of 739 for “"Portfolios"”.
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Modelling portfolios of credit securities
… and hedging methodologies for credit derivatives portfolios. The main objective of this thesis is to propose and evaluate a treatable framework that addresses many of the deferences of the standard market model for portfolios of credit instruments. After review and product introductions in CHAPTER …
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Trading foreign exchange carry portfolios
… emerge from our investigation on carry trade portfolios. First, we find that a simple carry trade proxy is difficult to outperform with asset allocation and market-timing techniques. Nevertheless, we would not conclude that professional currency managers should cease to implement carry …
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Performance measurement for bond portfolios
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1978.
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A probabilistic architecture for algorithm portfolios
… and its parameters appropriately set. Algorithm portfolios leverage past performance data to automatically select solvers likely to perform well on a given instance. Existing portfolio methods typically select only a single solver for each instance. This dissertation develops and evaluates a more …
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An Investigation of Consumer Debt Portfolios
Made available in DSpace on 2014-12-09T19:32:06Z (GMT). No. of bitstreams: 1 6808048.pdf: 5162237 bytes, checksum: b2e7f1b182506f43dad3cc23412fdfe1 (MD5) Previous issue date: 1967
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The Composition of Consumer Savings Portfolios
Made available in DSpace on 2014-12-05T21:04:41Z (GMT). No. of bitstreams: 1 6200575.pdf: 6211284 bytes, checksum: 4387b7ce598b38592c988a481918cbb1 (MD5) Previous issue date: 1961
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Managing portfolios of products and securities
In this thesis we study modifications of the classical Mean-Variance Portfolio Optimization model. Our objective is to identify an optimal subset of assets from all available assets to maximize the expected return while incurring the minimum risk. In addition, we test several approaches to …
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Value based analysis of acquisition portfolios
Currently, program-funding allocation is based on program performance. Funding cuts commonly lead to a poor reflection on the program management assigned to the given program. If additional factors such as program risk and benefit are objectively factored in, this may lead to a more effective exit …
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Stochastic modeling and optimization of petroleum exploration portfolios
… exploration teams can extensively model their portfolios using industry-standard platforms capable of aggregating expected volumes and risks associated with each prospect in order to obtain an overall probabilistic estimate of risks and volumes for the entire portfolio. Traditionally, …
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Strategies for diversification in existing real estate portfolios
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1992.
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Choices model for sustainable portfolios of infrastructure facililities
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 1998.
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Using a Reflective Process to Implement Electronic Portfolios
… teacher during the implementation of electronic portfolios. The primary topics highlighted are: general information regarding portfolios; reflection; and issues that arose during the study. The classroom teacher in this particular study worked in Southwest Virginia at a modern vocational …
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Stability-based, random matrix theory filtering of financial portfolios
This thesis describes research on filtering methods using RandomMatrix Theory (RMT) Models in financial markets. In particular, a novel, stability-based RMT filter is proposed and its potential, for reducing stock portfolio risk, is compared to two well-known alternatives. In terms of performance, …
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An Empirical Investigation of Portfolios with Little Idiosyncratic Risk
… (2001)); and (2) risk that returns vary across portfolios of the same size (Elton and Gruber (1977), and O'Neil (1997)). I show that the times series risk reaches an asymptote as portfolio size increases. Cross sectional risk, on the other hand, does not appears to reach an asymptote as …
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'Ex-ante' asset allocation strategies for global index portfolios
This thesis addresses the issue of developing optimal "ex~ante" global asset allocation strategies from the viewpoint of a UK investor, without the need to resort in fundamental forecasts of the portfolio inputs. In this context, the main emphasis is placed on the market selection, currency hedging …
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High net-worth individuals' portfolios : private real estate assets
… of private real estate in the investment portfolios of High Net Worth Individuals (HNWIs) indicate that HNWIs' portfolio returns are not at optimum levels on a risk-adjusted basis. More specifically, utilizing Modem Portfolio Theory, existing allocations to private real estate should, …
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