Portfolio Management and Asset Pricing amid Contagion and Illiquidity Risks: A Stochastic and Deep Learning Approach.
| Title: | Portfolio Management and Asset Pricing amid Contagion and Illiquidity Risks: A Stochastic and Deep Learning Approach. |
| Author: | Zrida, Marwen |
| Advisors: | Negash Medhin, Chair Andrew Papanicolaou, Member Michael Kay, Member Tao Pang, Member |
| Date: | 2022-05-17 |
| Degree: | Doctor of Philosophy |
| Discipline: | Operations Research |
| URI: | https://www.lib.ncsu.edu/resolver/1840.20/39701 |
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|---|---|---|---|
| etd.pdf | 2.607Mb |
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