Essays about: "Shubiao"

Found 2 essays containing the word Shubiao.

  1. 1. Portfolio optimization: The Downside risk framework versus the Mean-Variance framework

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hulda Sigmundsdóttir; Shubiao Ren; [2012]
    Keywords : Mean-variance framework; expected shortfall; Sharpe ratio; downside risk ratio.; Business and Economics;

    Abstract : The tradeoff between risk and return is a topic that most investors consider carefully before an investment decision is made. Markowitz’s pioneer work on portfolio selection using the mean-variance framework has entailed a great extent of research in this field. READ MORE

  3. 2. Assessing the default risk of Chinese public companies in the energy industry with the KMV model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jie Duan; Shubiao Ren; [2011]
    Keywords : distance-to-default ; The KMV model; Merton; the share structure reform; credit risk; ST stock; Business and Economics;

    Abstract : The structural approach to credit risk modeling has gained a growing attention in both the academics and in the industry. In this dissertation, we outline the basic ideas and structures of the KMV (Merton) model and also explain some related issues before implementing this model. READ MORE