Kristina Krsteva
Ph.D. Stevens Institute of Technology 2014
Dissertation:
Estimation and optimization of linear multi-factor models of stock returns and detection of an underlying regime-switching process
Mathematics Subject Classification: 62—Statistics
Advisor 1: Ionut Florescu
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 235408 for the advisor ID.