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 5 of 5 for “"risk optimization"”.
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Three Essays in Financial Economics
… to develop techniques for improving portfolio optimization. The second chapter presents an improved covariance matrix estimator in the mean-variance optimization setting. Sample covariance matrix can be singular when the number of observations is less than the number of assets, and nearly …
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Subspace methods for portfolio design
… options, and others. It is designed based on risk limits and return expectations of investors and managed by portfolio managers. Modern Portfolio Theory (MPT) offers a mathematical method for portfolio optimization. It defines the risk as the standard deviation of the portfolio return and …
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Risk of Second Malignant Neoplasms Following Proton Arc Therapy and Volumetric Modulated Arc Therapy For Prostate Cancer
<p>The risk of second malignant neoplasms (SMNs) following prostate radiotherapy is a concern due to the large population of survivors and decreasing age at diagnosis. It is known that parallel-opposed beam proton therapy carries a lower risk than photon IMRT. However, a comparison of SMN risk …
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Hierarchical modeling of systemic risk via mean field games
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2027-05-01
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Risk Index for Multi-Objective Design Optimization of Naval Ships
… technologies that carry with them an inherent risk of failure simply because their application is the first of its kind. Failure is recognized by gaps between actual and required measures of performance, exceeded budgets, and late deliveries. These risks can be defined and quantified as the …