Essays about: "Jeela Mohammadian"

Found 1 essay containing the words Jeela Mohammadian.

  1. 1. Monitoring portfolio weights by means of the Shewhart method

    University essay from Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Author : Jeela Mohammadian; [2010]
    Keywords : Mathematics; Finacial Mathematics; Shewhart method; Change-point detection; Monitoring; ARL.;

    Abstract : The distribution of asset returns may lead to structural breaks. Thesebreaks may result in changes of the optimal portfolio weights. For a port-folio investor, the ability of timely detection of any systematic changesin the optimal portfolio weights is of a great interest. READ MORE