Thesis (Ph. D.)--Ohio State University, 2003. / Title from first page of PDF file. Document formatted into pages; contains xii, 145 p.: ill. Includes abstract and vita. Advisor: Sherman D. Hanna, Dept. of Human Ecology. Includes bibliographical references (p. 139-145).

Thesis (doctoral)--Universität Mainz.

Thesis (doctoral)--Universität Greifswald.

Thesis (M.B.A.)--University of Hong Kong, 1985.

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Li Yan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 87-88). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.8 / Chapter 2.1 --- Markowitz´ةs Single-Period Mean-Variance Model --- p.9 / Chapter 2.2 --- Discrete-Time Mean-Variance Problem --- p.10 / Chapter 2.2.1 --- Optimal Buy-and-Hold Policy --- p.11 / Chapter 2.2.2 --- Optimal Rolling Markowitz Policy --- p.12 / Chapter 2.2.3 --- Multi-Period Mean-Variance Optimal Policy --- p.12 / Chapter 2.3 --- Continuous-Time Market --- p.13 / Chapter 2.3.1 --- Optimal Unconstrained Policy --- p.15 / Chapter 2.3.2 --- Bankruptcy Prohibited Optimal Policy --- p.16 / Chapter 2.3.3 --- No-Shorting Optimal Policy --- p.17 / Chapter 2.4 --- Continuously Rebalancing Optimal Policy --- p.18 / Chapter 3 --- Discretized Continuous-Time Optimal Policies --- p.20 / Chapter 3.1 --- Problem Setup --- p.21 / Chapter 3.2 --- Unconstrained Problem --- p.25 / Chapter 3.3 --- Problem with No-shorting Constraint --- p.31 / Chapter 3.4 --- Problem with No-Bankruptcy Constraint --- p.34 / Chapter 3.4.1 --- Quasi No-Bankruptcy Problem --- p.36 / Chapter 3.5 --- Stability of the Simulation --- p.38 / Chapter 3.6 --- Concluding Remarks --- p.41 / Chapter 4 --- Performance of Continuous-Time M-V Optimal Policies --- p.43 / Chapter 4.1 --- Measures of the Performance by Probabilities --- p.45 / Chapter 4.2 --- Performance of the Optimal Mean-Variance Portfolio --- p.51 / Chapter 4.2.1 --- Target-Hitting Probability --- p.51 / Chapter 4.2.2 --- Cut-Off Probability --- p.53 / Chapter 4.2.3 --- Target-Hitting-before-Cut-Off Probability --- p.58 / Chapter 4.3 --- Numerical Evaluations of Probabilities for Discrete-Time Market --- p.63 / Chapter 4.3.1 --- Simulation on Target-Hitting Probability --- p.64 / Chapter 4.3.2 --- Simulation on Zero-Hitting Probability --- p.66 / Chapter 4.3.3 --- Simulation on Target-Hitting-before-Bankruptcy Probability --- p.67 / Chapter 4.4 --- Policy Comparison --- p.68 / Chapter 4.4.1 --- Profile of the Probabilities --- p.70 / Chapter 4.4.2 --- Impact of z on the Probabilities --- p.72 / Chapter 4.5 --- Concluding Remarks --- p.74 / Chapter 5 --- Empirical Analysis --- p.75 / Chapter 5.1 --- Experiment Description and Parameter Estimation --- p.76 / Chapter 5.1.1 --- Introduction of the Data --- p.76 / Chapter 5.1.2 --- Experiment Description --- p.77 / Chapter 5.1.3 --- Parameter Estimation --- p.79 / Chapter 5.2 --- Empirical Results and Analysis --- p.80 / Chapter 5.2.1 --- Performance Indicator --- p.80 / Chapter 5.2.2 --- Experimental Results and Analysis --- p.81 / Chapter 5.3 --- Concluding Remarks --- p.83 / Chapter 6 --- Summary --- p.84 / Bibliography --- p.87

Hou, Wenting. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (p. 113-117). / Abstract also in Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Literature Review --- p.1 / Chapter 1.2 --- Problem Description --- p.8 / Chapter 1.3 --- The Main Contributions of This Thesis --- p.11 / Chapter 2 --- Model I --- p.13 / Chapter 2.1 --- Notation --- p.13 / Chapter 2.2 --- Model Formulation --- p.16 / Chapter 2.3 --- Analytical Solution --- p.19 / Chapter 3 --- Model II --- p.25 / Chapter 3.1 --- Model Formulation --- p.25 / Chapter 3.2 --- Analytical Solution --- p.30 / Chapter 3.3 --- How to Find y --- p.38 / Chapter 3.4 --- Numerical Example --- p.42 / Chapter 4 --- Model III --- p.47 / Chapter 4.1 --- Model Formulation --- p.48 / Chapter 4.2 --- Dynamic Programming --- p.50 / Chapter 4.2.1 --- DP I --- p.50 / Chapter 4.2.2 --- DP II --- p.53 / Chapter 4.3 --- Approximate Analytical Solution --- p.56 / Chapter 4.4 --- Computational Result Comparison --- p.65 / Chapter 5 --- Conclusions --- p.73 / Chapter A --- Source Data --- p.76 / Chapter A.l --- rti --- p.76 / Chapter A.2 --- qti --- p.79 / Chapter B --- Model II Numerical Example and Result --- p.82 / Chapter B. --- l Value of xti when A = 0.3 --- p.82 / Chapter B.2 --- Value of xti when A = 0.6 --- p.84 / Chapter B.3 --- Value of xti when A = 0.9 --- p.88 / Chapter B.4 --- True Value of xti --- p.91 / Chapter C --- Model III Numerical Example and Result --- p.98 / Chapter C.l --- The Value of Mt of DP II --- p.98 / Chapter C.2 --- Track of Optimal Value of DP II --- p.101 / Chapter C.3 --- The Optimal Total Wealth of DP II --- p.105 / Chapter C.4 --- The Optimal Asset Allocation of P4 --- p.109 / Bibliography --- p.113

Dissertation (PhD)--University of Stellenbosch, 2008. / Bibliography. Available via the Internet.

Thesis (Ph. D.)--University of Chicago, Dept. of Economics, June 2001. / Includes bibliographical references. Also available on the Internet.

Thesis (Ph. D.)--University of Chicago, Dept. of Economics, June 2001. / Includes bibliographical references. Also available on the Internet.