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Browsing by Academic Advisor Mulvey, John

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Showing results 57 to 75 of 75 < previous 
Class YearAuthor(s)TitleAdvisor
2016Yuk, ChristopherA Regime Analysis of Hedge Fund Index Returns and Factor LoadingsMulvey, John
2023Shah, KartikRegime-Based Dynamic Asset AllocationMulvey, John; Holen, Margaret
2023Ong, JustinA Regime-Switching Approach to Portfolio ConstructionMulvey, John
2012Yao, Benjamin JunReplication and Comparison of Commodity Futures Trading StrategiesMulvey, John
2021Uysal, SinemRisk Budgeting Portfolios Under a Modern Optimization and Machine Learning LensMulvey, John
-Reus, LorenzoRobust Portfolio Optimization with Applications in Currencies and Private EquityMulvey, John
2000Esmer, Yasemin Z.Scenario-Based Optimization Framework for Mergers and Acquisitions in Earthquake Insurance BusinessMulvey, John
2001Aughenbaugh, JasonSizing Research and Development Portfolios in the Pharmaceutical IndustryMulvey, John
2001O'Gorman, ConnorSPANISH 21: An Investigation of Optimal Playing StrategiesMulvey, John
-Lu, KunStatistical and Machine Learning Methods For Financial DataMulvey, John
2000McCarthy, TereseStochastic Scenario Generation Systems: Calibrating Global Models Using Linking ParametersMulvey, John
2009Pivtorak, BorisStock Pinning and Feedback Effects from Vanilla Option HedgingMulvey, John
2021Weng, AngelaA Tale of Four Cities: A Cross-Examination of Macro-Economic Factors that Drive Housing Prices in China's MetropolisesMulvey, John
2015Shackelford, MatthewTrigger Mechanisms of Contingent Convertible Bonds New Approaches with SimulationMulvey, John
2020Chen, DionneUnderstanding and Benchmarking Private Equity via Factor Risk AnalysisMulvey, John
2019Luo, QueenieUsing Neural Network Models to Enhance a Novel Trend-Following Strategy for Market Index InvestingMulvey, John
2021Ma, JennyUsing Twitter Sentiment for Stock Movement Prediction and Portfolio OptimizationMulvey, John
2018Martinez, HoustonA Vector Autoregression, Machine Learning, Regime-Based Analysis of Swap Spread DeterminantsMulvey, John
2011Hu, Susan C.Zero Emission Vehichle Credits: An Analysis of the Potential MarketMulvey, John