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Textual knowledge integration for financial asset management
Published 2018“…The scenario when investors need to manage a large number of financial assets has an essential difference from what most of the people do for stock movement prediction today. In traditional asset allocation models, expected returns and correlations of financial assets are difficult to estimate from historical price series, which are non-stationary and volatile. …”
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Thesis-Doctor of Philosophy -
2
Three essays on property and liability insurance company investment
Published 2018“…In Chapter Three, we discuss how the organizational forms will affect Property and Casualty (P&C) insurance companies’ investment in underwriting business, from the perspective of internal asset allocation. We study how the return of internal capital markets (ICMs) and the risk of ICMs differ across three alternative organizational forms: publicly-held stock insurers, privately-held stock insurers and mutual insurers. …”
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Thesis-Doctor of Philosophy