Portfolio Management and Asset Pricing amid Contagion and Illiquidity Risks: A Stochastic and Deep Learning Approach.

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dc.contributor.advisorNegash Medhin, Chair
dc.contributor.advisorAndrew Papanicolaou, Member
dc.contributor.advisorMichael Kay, Member
dc.contributor.advisorTao Pang, Member
dc.contributor.authorZrida, Marwen
dc.date.accepted2022-05-31
dc.date.accessioned2022-06-02T12:30:25Z
dc.date.available2022-06-02T12:30:25Z
dc.date.defense2022-05-17
dc.date.issued2022-05-17
dc.date.released2022-06-02
dc.date.reviewed2022-05-25
dc.date.submitted2022-05-17
dc.degree.disciplineOperations Research
dc.degree.leveldissertation
dc.degree.nameDoctor of Philosophy
dc.identifier.otherdeg29738
dc.identifier.urihttps://www.lib.ncsu.edu/resolver/1840.20/39701
dc.titlePortfolio Management and Asset Pricing amid Contagion and Illiquidity Risks: A Stochastic and Deep Learning Approach.

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