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Princeton University Doctoral Dissertations, 2011-2024
Operations Research and Financial Engineering
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Princeton University Doctoral Dissertations, 2011-2024
Operations Research and Financial Engineering
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Results 1-10 of 13
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Issue Date
Title
Author(s)
2013
Robust Portfolio Optimization with Applications in Currencies and Private Equity
Reus, Lorenzo
2014
High-Dimensional Structured Covariance Matrix Estimation with Financial Applications
Mincheva, Martina Zhelcheva
2014
Optimal Execution in a Limit Order Book: A Stochastic Control Approach
Luo, Haifeng
2015
Synthetic Diversification, Smart Randomization, and Commodity Indexing
Goer, Maximilian Andreas Hubertus
2016
Integrated Asset Allocation Strategies: Application to Institutional Investors
Lin, Changle
2021
Optimal investment in incomplete markets with multiple Brownian externalities
Avanesyan, Levon
2014
Estimation of Travel Time Distribution and Travel Time Derivatives
Wan, Ke
2017
Game Theoretic and Financial Models for Energy Commodities and Futures Prices
Funk, Jacob James
2020
Games on Portfolio Optimization and Bitcoin Mining
Li, Zongxi
2019
A Regime-Aware Agent-Based Framework for Financial Planning
Hao, Han
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Author
1
Avanesyan, Levon
1
Funk, Jacob James
1
Goer, Maximilian Andreas Hubertus
1
Hao, Han
1
Li, Xiaoyue
1
Li, Zongxi
1
Lin, Changle
1
Lin, Mingqian
1
Luo, Haifeng
1
Mincheva, Martina Zhelcheva
.
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Subject
2
Applied mathematics
2
Machine learning
2
machine learning
2
Portfolio Optimization
2
Statistics
1
Agent-based modeling
1
Asset allocation
1
asset allocation model
1
Bitcoin Mining
1
CARMA process
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Date issued
1
2023
1
2022
2
2021
1
2020
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2019
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2017
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2016
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3
2014
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2013
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