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Conference

Optimisation de portefeuille de crédits

Subjects: 519.8:336.76; Mercados bursátiles y financieros; Investigación operativa (Matemáticas)

  • Source: Docta ComplutenseinstnameE-Prints Complutense. Archivo Institucional de la UCME-Prints Complutense: Archivo Institucional

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Dissertation/ Thesis

Stochastic modeling applied to portfolio optimization problems ; Modélisation stochastique appliquée à des problèmes d'optimisation de portefeuille

Subjects: Stochastic calculus; Optimization; Monte-Carlo simulations

  • Source: https://theses.hal.science/tel-04026633 ; Probability [math.PR]. Université Côte d'Azur, 2022. English. ⟨NNT : 2022COAZ4085⟩.

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Dissertation/ Thesis

Stochastic modeling of financial markets and portfolio optimization ; Modélisation stochastique des marchés financiers et optimisation de portefeuille

Subjects: Stock market; State-space model; Kalman filter

  • Source: https://theses.hal.science/tel-01437123 ; Mathématiques générales [math.GM]. COMUE Université Côte d'Azur (2015 - 2019), 2016. Français. ⟨NNT : 2016AZUR4050⟩.

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Dissertation/ Thesis

Three essays in financial economics

Subjects: Mean reversion; Optimisation de portefeuille; Return predictability

  • Source: Economies et finances. Université de Nanterre-Paris X, 2023. Français. ⟨NNT : 2023PA100114⟩

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  • 1-10 of  75 results for ""Optimisation de portefeuille""