Browsing by Author "Tao Pang, Chair"
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- A Comprehensive Study of Guaranteed Minimum Maturity Benefit and Guaranteed Minimum Death Benefit under Regime-switching Models.(2021-03-29) Hu, Wenlong; Tao Pang, Chair; Negash Medhin, Member; Zhilin Li, Member; Yerkin Kitapbayev, Member
- A Simple and Robust Expected Shortfall Estimation Approach and A Comprehensive Comparison of Volatility Models.(2018-03-26) Zhao, Yang; Tao Pang, Chair; Zhilin Li, Member; Negash Medhin, Member; Sujit Ghosh, Minor
- An Application of Mixed Integer Linear Programing to Observed Medical Outcomes Partnership's Safety Signal Detection.(2011-06-29) Colopy, Glen; Tao Pang, Chair; Thomas Reiland, Minor; Thom Hodgson, Member
- Portfolio Optimization for Stock with Delays.(2018-03-28) Yong, Yicong; Tao Pang, Chair; John Thomas, Graduate School Representative; Min Kang, Member; Zhilin Li, Member; Negash Medhin, Member
- Portfolio Optimization with Stochastic Dividends and Stochastic Volatility.(2015-11-04) Varga, Katherine Yvonne; Tao Pang, Chair; Min Kang, Member; Arnab Maity, Graduate School Representative; Negash Medhin, Member; Jeffrey Scroggs, Member
- Some Optimization Problems for Stochastic Systems with Memory.(2016-06-09) Hussain, Azmat; Tao Pang, Chair; Thomas Reiland, Member; Negash Medhin, Member; Thom Hodgson, Member
- Some Problems on Black Litterman Model.(2017-04-25) Karan, Cagatay; Tao Pang, Chair; Jeffrey Scroggs, Minor; Negash Medhin, Member; Peter Bloomfield, Member
