Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/45369
Title: Graph theoretic approach for risk management
Authors: Ong, Wilson Boon Tat.
Keywords: DRNTU::Engineering::Computer science and engineering::Data::Data structures
Issue Date: 2011
Abstract: How an investor should manages his or her risk exposure when investing, especially in today’s volatile financial markets? Signed graphs have been shown to provide tangible relationships and correlations between different assets, e.g. currencies, commodities or derivatives. Using a graph theoretical approach, I have created different portfolios, using different assets and a timeline of 7 years and more, to further explain how signed graphs can effectively manage an investor’s risk exposure.
URI: http://hdl.handle.net/10356/45369
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:EEE Student Reports (FYP/IA/PA/PI)

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