Performance Evaluation of Constrained Portfolios
Igor Pouchkarev graduated with honors in Microprocessor techniques in Russia and then obtained the Master’s degree in Informatics and Computer Science (GPA 1.1) from the University of Saarbr¨ucken (Germany) in 1999. In May 2000 he joined ERIM Ph.D. program. Throughout his study he developed an interest in performance evaluation, portfolio and risk management, and asset & liability management. His work in these fields have been presented at international conferences and published in academic journals and books. During his Ph.D. studies he was affiliated with the Asset & Liability Management department of the United Bank of Switzerland in Z¨urich, Switzerland. In 1997-1999 he worked as a research assistant at the Max-Planck Institute for Computer Science, Algorithm and Complexity group, and in 1993-1997 developed software for business process re-engineering at the IDS Prof. Scheer AG in Saarbr¨ucken, Germany.
|Keywords||Constrained Portfolios, Performance Evaluation|
|Promotor||Hallerbach, W.G.P.M. (Winfried) , Spronk, J. (Jaap)|
|Sponsor||Hallerbach, W. , Post, G.T. , Roon, F.A. de , Spronk, J. , Viaene, J.M.A.|
Pouchkarev, I.. (2005, April 28). Performance Evaluation of Constrained Portfolios. Retrieved from http://hdl.handle.net/1765/6731