| dc.contributor.advisor |
Negash Medhin, Chair |
|
| dc.contributor.advisor |
Andrew Papanicolaou, Member |
|
| dc.contributor.advisor |
Michael Kay, Member |
|
| dc.contributor.advisor |
Tao Pang, Member |
|
| dc.contributor.author |
Zrida, Marwen |
|
| dc.date.accessioned |
2022-06-02T12:30:25Z |
|
| dc.date.available |
2022-06-02T12:30:25Z |
|
| dc.date.issued |
2022-05-17 |
|
| dc.date.submitted |
2022-05-17 |
|
| dc.identifier.other |
deg29738 |
|
| dc.identifier.uri |
https://www.lib.ncsu.edu/resolver/1840.20/39701 |
|
| dc.title |
Portfolio Management and Asset Pricing amid Contagion and Illiquidity Risks: A Stochastic and Deep Learning Approach. |
|
| dc.degree.name |
Doctor of Philosophy |
|
| dc.degree.level |
dissertation |
|
| dc.degree.discipline |
Operations Research |
|
| dc.date.accepted |
2022-05-31 |
|
| dc.date.defense |
2022-05-17 |
|
| dc.date.released |
2022-06-02 |
|
| dc.date.reviewed |
2022-05-25 |
|
