Covariance matrix - Globe Thesis

Keyword [Covariance matrix] Result: 1 - 20 \| Page: 1 of 2
1.	The Study On Some Problems Concerning Dynamic Coherent Risk Measures And Mean-Variance Optimizations
2.	Optimal Currency Composition Of Chinese Foreign Exchange Reserve
3.	Reaserch On Safety Quantitative Model Of Electro-Mechanical Products
4.	The Research Of Mean-CVaR Model Based On Laplace Distribution
5.	Portfolio Selection Model Theory And Its Applications
6.	Research On Stock Portfolio Risk Optimization Based On The RMT Denoising Methods
7.	An Empirical Study Of Fama-French Factor Based Approach For High Dimensional Covariance Matrix Estimation In The Chinese Stock Market
8.	Estimation And Application Study On Covariance Matrix Of High Frequency Data Based On Market Microstructure Noises And Jumps
9.	Forecasting High Frequency Covariance Matrix And Its Application In Portfolio Based On Spectral Decomposition Model
10.	Self-starting Statistical Control Charts For High-dimensional Process Mean And Covariance Matrix
11.	A Study Of Multivariate HAR Models Based On Cojumps And The Application In Asset Allocation
12.	Research On Three Decision Problems Based On The CVaR Risk Measure
13.	Related Theories And Applications Of High Dimensional Covariance Matrix
14.	The VDR Test About The Covariance Matrix Of Normal Populations
15.	Testing Repeated ARMA(1,1) Model By Large-dimensional Random Matrix Theories
16.	The Heteroscedastic Estimation Based On Orthogonal Array
17.	Extension And Analysis Of Heteroskedasticity-Consistent Covariance Matrix Estimators
18.	Estimation Of Covariance Matrix In Large Dimensional Financial Data
19.	Covariance Matrix Estimation And Its Application In Portfolios
20.	Application Research Of Risk Parity Strategy In Public Offering FOF
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