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Tesi sul tema "Portfolio management"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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1

Tolonen, A. (Arto). "Product portfolio management over horizontal and vertical portfolios." Doctoral thesis, Oulun yliopisto, 2016. http://urn.fi/urn:isbn:9789526212678.

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Abstract The main objective of this study is to clarify the current challenges and preconditions relating to product portfolio management (PPM) and widen the PPM framework over horizontal and vertical portfolios, including a related governance model, strategic performance management and the PPM process. This study analyses comprehensively the current PPM literature and the relevant practices of 10 case companies representing business areas such as hardware (HW), software (SW) and Services. This study approaches PPM from a more comprehensive viewpoint as all product life cycle phases and produc

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2

Pachtová, Iva. "Portfolio management v projektovém řízení." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-2098.

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Hlavním cílem této práce je poskytnout přehledné a ucelené informace o aplikaci portfolia managementu v projektovém řízení, zprostředkovat zkušenosti a doporučení ze zahraničních aplikací a také seznámit potencionální zájemce s návody, jak v případě zájmu postupovat při aplikaci v praxi. Práce vychází z obecného pohledu klasické teorie portfolia, na tuto část navazuje teoreticky zaměřený úsek věnující se teorii portfolio managementu. Poslední část je věnována aplikaci portfolia managementu a konkrétní ukázce implementace z praxe.

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3

Phillips, Brandis. "Information systems portfolio management the impact of portfolio management practices /." Diss., Connect to online resource - MSU authorized users, 2008.

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Thesis (Ph. D.)--Michigan State University. Dept. of Accounting and Information Systems, 2008.<br>Title from PDF t.p. (viewed on July 2, 2009) Includes bibliographical references (p. 98-102). Also issued in print.

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4

Fu, Qi. "Portfolio procurement management /." View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?IELM%202007%20FU.

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5

Alimohammadi, Reza. "Portfolio strategic control and portfolio management performance." Thesis, Queensland University of Technology, 2016. https://eprints.qut.edu.au/102162/4/Reza_Alimohammadi_Thesis.pdf.

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This thesis presents the development of a new control mechanism for managing portfolio of projects in today’s rapidly changing environment and fierce global competitions. “Portfolio Strategic Control” combines elements of portfolio management and functions of strategic management to control portfolios in a strategic manner and improve portfolio’s performance. This feedforward approach can be applied in parallel with traditional feedback control system to prepare portfolio for future environments by aligning its objectives with organisational strategy, managing resources, risks, and opportuniti

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6

Wong, Kwok Chuen. "Topics in portfolio management." Thesis, Imperial College London, 2016. http://hdl.handle.net/10044/1/56044.

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In this thesis, two topics in portfolio management have been studied: utility-risk portfolio selection and a paradox in time consistency in mean-variance problem. The first topic is a comprehensive study on utility maximization subject to deviation risk constraints. Under the complete Black-Scholes framework, by using the martingale approach and mean-field heuristic, a static problem including a variational inequality and some constraints on nonlinear moments, called Nonlinear Moment Problem, has been obtained to completely characterize the optimal terminal payoff. By solving the Nonlinear Mom

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7

Du, Plooy A. P. "Coal contract portfolio management." Thesis, Stellenbosch : University of Stellenbosch, 2010. http://hdl.handle.net/10019.1/6404.

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8

Herr, David Lloyd. "Modern Portfolio Management Techniques." Thesis, The University of Arizona, 2011. http://hdl.handle.net/10150/144328.

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9

Silli, Bernhard. "Essays on delegated portfolio management." Doctoral thesis, Universitat Pompeu Fabra, 2009. http://hdl.handle.net/10803/7400.

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En el capítulo I, se examina el rendimiento de los activos ﬁnancieros que representan las "mejores ideas" de los gestores de los fondos de inversión. Las inversiones para las que un gestor activo augura un buen rendimiento obtienen mejor retorno de mercado, asi como el resto de inversiones en sus carteras. En el capítulo II, se muestra explicitamente que los gestores que concentran sus carteras en un número reducido de activos, superan reiteradamente sus benchmarks y otros fondos más diversiﬁcados. Esta diferencia de rendimiento se puede explicar gracias a las diferencias en la e

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10

Kouch, Richard Banking &amp Finance Australian School of Business UNSW. "Efficient estimation in portfolio management." Awarded by:University of New South Wales. School of Banking and Finance, 2006. http://handle.unsw.edu.au/1959.4/26943.

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This thesis investigates whether estimating the inputs of the Markowitz (1952) Mean- Variance framework using various econometric techniques leads to improved optimal portfolio allocations at the country, sector and stock levels over a number of time periods. We build upon previous work by using various combinations of conventional and Bayesian expected returns and covariance matrix estimators in a Mean-Variance framework that incorporates a benchmark reference, an allowable deviation range from the benchmark weights and short-selling constraints so as to achieve meaningful and realistic outco

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11

Leibundgut, Reto. "Moral hazard in portfolio management /." [S.l.] : [s.n.], 2004. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=012921509&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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12

Parida, Sitikantha. "Essays on delegated portfolio management." Thesis, London School of Economics and Political Science (University of London), 2012. http://etheses.lse.ac.uk/356/.

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This thesis contains three essays on delegated portfolio management and deals with issues such as impact of regulations on mutual fund performance, impact of competition on transparency in financial markets and strategic trading behaviour of agents in illiquid markets. Chapter 1 analyses the impact of more frequent portfolio disclosure on mutual funds performance. Since 2004, SEC requires all U.S. mutual funds to disclose their portfolio holdings on a quarterly basis from semi-annual previously. This change in regulation provides a natural setting to study the impact of disclosure frequency on

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13

Liao, Chien-Hui. "Essays on dynamic portfolio management." Thesis, University of Warwick, 2003. http://wrap.warwick.ac.uk/1254/.

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Over the last three decades, there has been an increasing interest in the problem of the investor's optimal consumption and portfolio rules. Despite the substantial amount of related literature, there remain many areas for further investigation. The thesis, therefore, addresses a number of important issues relating to the theory and practice of dynamic portfolio strategies. The thesis consists of five essays. The first two essays, Chapters 3 and 4, are concerned with efficient dynamic asset allocation programs under alternative market assumptions. Chapter 3 studies a situation where the simple

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14

Bisias, Dimitrios. "Applications of optimal portfolio management." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/101292.

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Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2015.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (pages 183-188).<br>This thesis revolves around applications of optimal portfolio theory. In the first essay, we study the optimal portfolio allocation among convergence trades and mean reversion trading strategies for a risk averse in

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15

Papastaikoudi, Ioanna 1977. "Essays in delegated portfolio management." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/28603.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2004.<br>Includes bibliographical references (leaves 126-129).<br>This thesis consists of three chapters of independent but related work that investigate theoretically and empirically the organizational forms of delegated portfolio management. The first chapter proposes a theory of the organizational forms of investment vehicles based on adverse selection. Investors delegate the management of a pool of assets to an agent because of her superior but privately known ability. To tell managerial types apart, invest

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16

Fonseca, Raquel João. "International portfolio management under uncertainty." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/7115.

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Although the consideration of foreign investments may have a positive impact on the overall market risk of the portfolio through diversi cation, it also adds a new source of uncertainty due to changes in the value of the currency. We investigate portfolio optimization models that account separately for the local asset returns and the currency returns, providing the investor with a full investment strategy. We tackle the uncertainty inherent to the estimation of the parameters with the aid of robust optimization techniques. We show how, by using appropriate assumptions regarding the formulation

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17

Corbett, Adam James. "Essays on equity portfolio management." Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/12922.

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Essays on Equity Portfolio Management This dissertation contains three essays involving empirical research in the area of equity portfolio management. Specifically, two of the essays contribute to the existing funds management literature by examining issues concerning portfolio performance evaluation and asset allocations. These being, equity fund benchmark mismatching, and equity fund industry allocations during the Australian mining boom. The third essay investigates issues relating to socially responsible investing. The first essay uses Australian equity fund data to examine the appropriate

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18

Spachis, Alexandra Sofia Evangelia. "Optimal stopping for portfolio management." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/33134.

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This thesis is concerned with the modelling and algorithmic development of a Stopping Rule Problem (SRP) in the area of Portfolio Management. More specifically, the objective is to provide an exit strategy for an invested portfolio containing one or more assets. The exit strategy aims to protect gains in addition to limiting losses. The thesis focuses on the investment/disinvestment in the portfolio and is not concerned with the composition of the portfolio. A new Finite Horizon SRP, referred to as the Portfolio Management Problem (PMP), has been proposed that allows future scenarios to be con

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19

BACK, OLIVER, and EMIR ISAKOVIC. "Agile Project Portfolio Management Challenges." Thesis, KTH, Industriell ekonomi och organisation (Inst.), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-236485.

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Globalization allows companies to reach a larger customer base and to focus on niche markets, driving specialization. Conversely, it also lets customers choose from a wider array of options on any given market, which all together leads to increased competition. Such global scale competition is straining profitability and urges companies to innovate both strategy and operations in search of competitive advantages. The ensuing increased rate of change has placed an emphasis on achieving flexibility to ensure alignment with market needs, with companies successful in quick modifications flourishin

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20

Punz, Michael. "Essays on delegated portfolio management." Thesis, London School of Economics and Political Science (University of London), 2017. http://etheses.lse.ac.uk/3558/.

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This thesis studies how financial market outcomes are affected by the reputational concerns of fund managers. The first chapter presents a model in which a fund manager trades in an environment with uncertain market liquidity. The fund manager trades off expected profits in the initial period and learning relating to the investment strategy in the successive period. Surprisingly, the indirect incentives do not cause the manager to focus on short-term returns to impress investors but result in a behaviour that may be described as inefficient "long termism". The model may help explain empirical

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21

Antonov, Andriy <1995&gt. "Climate Risk in Portfolio Management." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19994.

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The risk climate change poses to the economy is evident, however not all firms will be impacted homogeneously. This thesis aims to identify whether climate indicators, particularly those related to emissions and energy use, are reflected in the financial performance of the entities. Several portfolios of global stocks are constructed based on their climate credentials. The financial performance and characteristics of these portfolios are then compared with the aim to identify a relationship, if any, between key financial and key climate indicators.

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22

Parviainen, A. (Antti). "Product portfolio management requirements for product data management." Master's thesis, University of Oulu, 2014. http://urn.fi/URN:NBN:fi:oulu-201409021800.

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In large organisations today the amount of products is numerous and it is challenging for senior management to have proper control and understanding over all products. As the product is the most important aspect for an organisation to consider, senior management must have ability to manage investments on products and follow development of product related indicators. Managing products as investment on portfolio level, where products are divided into a limited amount of portfolios is a solution for achieving decent control over product investments on senior management level. Product portfolio m

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23

So, Yuk-ming Theresa. "A practical approach to portfolio management /." Hong Kong : [University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316714.

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24

Liu, Cheng-Wei. "Portfolio Management - Project Selection & Prioritisation." Thesis, University of Canterbury. Engineering Management, 2012. http://hdl.handle.net/10092/7456.

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Selecting the right project is critical for an organisation's success because resources are limited. From an economics perspective, the loss in opportunity for an organisation in doing the wrong project is expensive. This investment can be used for doing the right project for achieving competitive advantage and implementing business strategies. As a result, there are many frameworks with techniques and tools available in the literature for assisting organisations in project selection and prioritisation. All techniques or tools have their own advantages and disadvantages and these frameworks do

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25

Dzikevičius, Audrius. "Trading portfolio risk management in banking." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2006. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20060404_150317-58493.

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The scientific problem of the dissertation is search of adequacy of the trading portfolio risk management methods and models to the current economic, technological, and informational circumstances of financial institutions. The main features of science novelty characteristic to this research are the following: (i)the comparative study on Value at Risk estimation methods allowed to make important theoretic conclusion that selection of Value at Risk estimation methods depends mostly on characteristics of the portfolio under investigation; theoretic recommendations regarding selection of Value at

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26

Eftekhari, Babak. "Essays on risk and portfolio management." Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363958.

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27

So, Yuk-ming Theresa, and 蘇鈺明. "A practical approach to portfolio management." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1985. http://hub.hku.hk/bib/B31263409.

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28

Pelizzon, Loriana. "Bank portfolio management and regulatory policies." Thesis, London Business School (University of London), 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271455.

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29

Norvell, Joakim. "Statistical forecasting and product portfolio management." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-116866.

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For a company to stay profitable and be competitive, the customer satisfaction must be very high. This means that the company must provide the right item at the right place at the right time, or the customer may bring its business to the competitor. But these factors bring uncertainty for the company in the supply chain of when, what and how much of the item to produce and distribute. For reducing this uncertainty and for making better plans for future demand, some sort of forecasting method must be provided. A forecast can however be statistically based and also completed with a judgmental kn

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30

Bergling, Fredrik. "Applications of Quantiles In Portfolio Management." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-355367.

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31

Otto, Hans-Philipp. "Portfolio optimization : equally weighting strategies vs. index investing vs. efficient frontier portfolios : an empirical analysis." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/95621.

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Thesis (MBA)--Stellenbosch University, 2012.<br>This research report is conducted in the field of portfolio optimization. Regarding the existing literature this research paper is set in context of the academic discussion triggered by DeMiguel, Garlappi and Uppal (2009) concerning the perfomance of the naïve investment strategy in comparison to optimized portfolios and extended by the indexing approach. Therefore, it investigates on the question whether the naïve investment strategies outperform the strategy of index investing as well as the minimum and mean variance portfolios in the investmen

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32

Musilika, Oskar. "Long term portfolio construction." Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20977.

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Financial analyst commonly advice individual investors with a long investment horizon to invest in portfolios comprised more of equities. This advice is usually coupled with the practice of shifting the investor's portfolio from risky asset holdings towards bonds and cash as the investor's target date gets closer. This view rests on the notion that equities tend to be less risky over the long horizon and that stock returns exhibit mean reversion overtime. The purpose of this dissertation is to find the optimal asset allocation over various investment horizons; and investigate how

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33

Adams, Albert Bala Eric Minner William Woodland Thomas. "Defense portfolio analysis." Monterey, California : Naval Postgraduate School, 2009. http://handle.dtic.mil/100.2/ADA501278.

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"Submitted in partial fulfillment of the requirements for the degree of Master of Science in Program Management from the Naval Postgraduate School, June 2009."<br>Advisor(s): Franck, Raymond E. ; Mun, Johnathan. "June 2009." "Joint applied project"--Cover. Joint authors: Adams, Albert ; Bala, Eric ; Minner, William ; Woodland, Thomas. Description based on title screen as viewed on July 14, 2009. DTIC Identifier(s): Portfolio Analysis, EMV(Estimated Military Value). Author(s) subject terms: Portfolio Analysis, Portfolio Management, Markowitz Efficient Frontier, Risk Simulation, Risk Modeling,

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34

Dieffenbacher, Jason W. "Managing portfolios of complex systems with the portfolio-level epoch-era analysis for affordability framework." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/118552.

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Thesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, System Design and Management Program, 2018.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 231-237).<br>The effects of Sequestration on U.S. Defense spending in the mid-2010s serve as a reminder that complex defense weapons systems are funded by a finite budget. These defense systems have become increasingly complex over time, and with that complexity has come substantial cost. The ability to afford those systems, many of whose burgeoning lifecycle costs have far exceeded

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35

Grant, Peter. "Developing risk management strategies for stock market investment portfolio management." Thesis, Port Elizabeth Technikon, 2004. http://hdl.handle.net/10948/215.

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This study was conducted to establish whether risk management strategies could be developed to enable stock market investment portfolio managers to reduce the risk involved in stock market trading. The awareness of stock market risk elevates the requirement for risk management strategies as discussed in Chapter 1. The research scope is identified, and an overview of the study gives further guidance as to what lies ahead. The theory behind macroeconomic forces and how they influence share prices is discussed in Chapter 2. It is established that market sectors and companies within those sectors

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36

Lai, Whuei-wen. "Are U.S. household portfolios efficient?" Columbus, OH : Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1041607118.

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Thesis (Ph. D.)--Ohio State University, 2003.<br>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).

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37

Huang, Jennifer 1973. "Portfolio choices with taxes." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/29616.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2003.<br>Includes bibliographical references (p. 129-130).<br>I analyze the intertemporal portfolio problem of an investor who has access to both taxable and tax-deferred (retirement) accounts. In a complete-market setting, through a tax-arbitrage argument, I show that tax-deferred accounts have only a wealth effect on overall portfolio decisions through the effective tax subsidy provided, and the optimal location decision of where to place an asset is separable from the allocation decision of overall portfolio

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38

Herbertsson, Alexander. "Pricing portfolio credit derivatives." Göteborg : Göteborg University, 2007. https://gupea.ub.gu.se/dspace/bitstream/2077/4731/1/Herbertsson%20avhandl.pdf.

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39

Wendin, Jonathan Erik Purvis. "Bayesian methods in portfolio credit risk management." Zürich : ETH, 2006. http://e-collection.ethbib.ethz.ch/ecol-pool/diss/abstracts/p16481.pdf.

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40

Mårtensson, Jonathan. "Visualisation of Risk Level in Portfolio Management." Thesis, Uppsala University, Department of Mathematics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121375.

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Ahn, Chan. "Robust risk management of portfolio of derivatives." Thesis, Imperial College London, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.429620.

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42

Chan, Kwei-sang, and 陳貴生. "Hongkong stock index future and portfolio management." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1989. http://hub.hku.hk/bib/B31264232.

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43

Wong, Kwok-chuen, and 黃國全. "Mean variance portfolio management : time consistent approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/196026.

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In this thesis, two problems of time consistent mean-variance portfolio selection have been studied: mean-variance asset-liability management with regime switchings and mean-variance optimization with state-dependent risk aversion under short-selling prohibition. Due to the non-linear expectation term in the mean-variance utility, the usual Tower Property fails to hold, and the corresponding optimal portfolio selection problem becomes time-inconsistent in the sense that it does not admit the Bellman Optimality Principle. Because of this, in this thesis, time-consistent equilibrium solution

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44

Zhang, Haifei. "University Technology Transfer and Research Portfolio Management." Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:11038.

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University technology transfer is of critical importance to the U.S. innovation economy. Understanding the drivers of technology transfer efficiency will shed light on University research portfolio management. In this dissertation, survey data from The Association of University Technology Managers is analyzed in various aspects to offer a overall understanding of the technology transfer industry, which include University research fund composition, technology transfer office staffing, licenses executed to start-ups, small companies, and large companies, license income composition, legal fee exp

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Rajapakse, Thiaga Anuradha. "Biopharmaceutical drug development modelling and portfolio management." Thesis, University College London (University of London), 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.413689.

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46

Lu, I.-Chen (Jennifer). "Robust portfolio management with multiple financial analysts." Thesis, Loughborough University, 2015. https://dspace.lboro.ac.uk/2134/18045.

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Portfolio selection theory, developed by Markowitz (1952), is one of the best known and widely applied methods for allocating funds among possible investment choices, where investment decision making is a trade-off between the expected return and risk of the portfolio. Many portfolio selection models have been developed on the basis of Markowitz's theory. Most of them assume that complete investment information is available and that it can be accurately extracted from the historical data. However, this complete information never exists in reality. There are many kinds of ambiguity and vaguenes

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PERLINGEIRO, ALEXANDRE GASTELITURRE. "THE PROCESS OF SUCCESSFUL ACTIVE PORTFOLIO MANAGEMENT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1939@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>Esta dissertação mostra o processo de um gerenciamento ativo de carteiras de sucesso. Basicamente, existem duas etapas neste processo: achar uma informação superior (melhor do que a de consenso de mercado, alto valor de IR e valor positivo de IC) e implementa-la de forma eficiente em carteiras. Durante o período de 1997 á 2000, o momentum foi verificado como uma informação superior. Historicamente, as ações que tem a característica momentum são ações que superaram o mercado nos últimos 12 meses e continuam a manter esta p

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BOUERI, ADRIANA MARIA RIBEIRO. "ACTIVE PORTFOLIO MANAGEMENT BASED IN PENSION FUNDS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2002. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2781@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>Muitos dos trabalhos em finanças, como os que envolvem modelos financeiros,concentram-se na busca de formas de rejeitar as suposições sobre as quais estes se baseiam. Contudo, uma questão importante, é verificar se um determinado modelo supera ou é superado pelas alternativas existentes.Assim foi feito nesta pesquisa, que tem como objetivo principal mostrar que o gerenciamento ativo de carteiras dos fundos de pensão, com todas as limitações constantes em sua legislação cria valor, se comparado ao gerenciamento passivo. Ou

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49

Horrigan, Matthew John 1967. "Portfolio management and deferred maintenance at universities." Thesis, Massachusetts Institute of Technology, 1999. http://hdl.handle.net/1721.1/80917.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, February 2000.<br>Includes bibliographical references (leaf 134).<br>by Matthew John Horrigan.<br>S.M.

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Masoudi, Mohammad Amin. "Robust Deep Reinforcement Learning for Portfolio Management." Thesis, Université d'Ottawa / University of Ottawa, 2021. http://hdl.handle.net/10393/42743.

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In Finance, the use of Automated Trading Systems (ATS) on markets is growing every year and the trades generated by an algorithm now account for most of orders that arrive at stock exchanges (Kissell, 2020). Historically, these systems were based on advanced statistical methods and signal processing designed to extract trading signals from financial data. The recent success of Machine Learning has attracted the interest of the financial community. Reinforcement Learning is a subcategory of machine learning and has been broadly applied by investors and researchers in building trading systems (K

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