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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
91

Competition and co-operation : four studies on consumer interdependencies during diffusion of innovations

Kalkan, Ozge Dilaver January 2010 (has links)
No description available.
92

Earning, learning and training : The effects of truancy and part-time work

Buscha, Franz January 2007 (has links)
No description available.
93

Spatial games and their applications

Dziubinski, Marcin January 2009 (has links)
No description available.
94

Essays on Household Finance

Cunha, Ricardo January 2008 (has links)
No description available.
95

Multivariate, dynamic time series modelling of calls to NHS Direct

Speakman, John Daniel January 2009 (has links)
No description available.
96

Heuristic approaches to portfolio optimization

Yahaya, Abubakar January 2010 (has links)
One of the most frequently studied areas in finance is the classical mean-variance portfolio selection model pioneered by Harry Markowitz; which is also, undoubtedly recognized as the foundation of modem portfolio theory. The model in its basic form deals with the selection of portfolio of assets such that a reasonable trade-off is achieved between the conflicting objectives. of maximum possible return at a minimum risk, given that the right choice of constituent assets is made and proper weights are allocated. However, despite its enormous contribution to this branch of knowledge, the model is not immune from criticisms ranging from those associated with its in ability to capture the realism of an investment setting - such as transaction costs, cardinality constraints, floor and ceiling constraints, etc. In this research we extended the classical model by incorporating into it the cardinality as well as the floor & ceiling constraints after which we implemented six different metaheuristic algorithms to solve this advanced model. We then designed and implemented some neighbourhood transition strategies to enable our designed algorithms solve the problem in an efficient and intelligent way. Furthermore, we proposed a new portfolio selection model with target-semivariance (as defined in a previous research) as the objective, and constrained by additional real life (cardinality and floor & ceiling) constraints.
97

Aspects of modelling low and high frequency financial and economic time series

Theodosiou, Marina January 2011 (has links)
No description available.
98

Nonlinear econometric methods in international economics

Pavlidis, Efthymios January 2009 (has links)
No description available.
99

Extending Libor Market Models

Dimtcheva, Ludmila January 2010 (has links)
No description available.
100

Dynamic conditional correlation modelling for asset returns

Kaparis, Stathis January 2011 (has links)
No description available.

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