Quantile Autoregression and its application to Financial Risk Management and Portfolio Optimization

The Quantile Autoregression and its application to Financial Risk Management and Portfolio Optimization Complete Project Material (PDF/DOC)

Chapter One

1.0 INTRODUCTION
This chapter introduces the Quantile Autoregression and its application to Financial Risk Management and Portfolio Optimization and its relevance, states the research problems, research questions, and objectives, provides a background of the study, and should also include the research hypothesis.

Chapter Two

2.0 LITERATURE REVIEW
2.1 Introduction

The chapter presents a review of related literature that supports the current research on the Quantile Autoregression and its application to Financial Risk Management and Portfolio Optimization, systematically identifying documents with relevant analyzed information to help the researcher understand existing knowledge, identify gaps, and outline research strategies, procedures, instruments, and their outcomes

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