Browsing Theses by Author "Jiang, Ruihong"
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Climate Change Risk in Stock Markets
Jiang, Ruihong (University of Waterloo, 2020-01-20)Climate change is becoming a common threat to the world and has been studied by scholars in various fields. In the field of finance, many papers have discussed financial market efficiency toward climate change in order to ... -
Several Mathematical Problems in Investment Management
Jiang, Ruihong (University of Waterloo, 2023-08-21)This thesis studies four mathematical problems in investment management. All four problems arise from practical challenges and are data-driven. Chapter 2 investigates the Kelly portfolio strategy. The full Kelly strategy's ...