Thesis (Ph. D.)--University of California, Santa Cruz, 1997. / Typescript. Includes bibliographical references (leaves 74-75).

Thesis (Ph. D.)--University of Illinois at Urbana-Champaign, 1999. / Includes bibliographical references (leaves 131-136).

Thesis (Ph. D.)--University of Chicago, 2003. / Includes bibliographical references (leaves 61-64). Also available on the Internet.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1980. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 259-266).

Thesis (Ph.D.)--University of Texas at Dallas, 2007. / Includes vita. Includes bibliographical references (leaves 78-81)

No description available.

Thesis (Ph. D.)--University of Exeter, 1989. / Includes bibliographical references (leaves 442-468).

This dissertation presents an exploration of the use of nonparametric statistical methods based on ranks for use in financial market research. Applications to event study methodology and the estimation of security systematic risk are analyzed using a simulation methodology with actual daily security return data. The results indicate that procedures based on ranks are more efficient than normal theory procedures currently in common use.

published_or_final_version / Business Administration / Master / Master of Business Administration

The current research was undertaken to assess if the prices in the South African capital market imply a risk free rate that is not equal to the theoretical risk free rate. The research was conducted by means of a literature review and desktop-research-based analysis of the market price based yield curve. The literature review was conducted to establish the importance of the risk free rate in the financial systems dynamics. The literature review highlighted that all the portfolio theories and performance-measure indicators have the risk free rate at the core of their methodology. This implies that the risk free rate is the most important concept that determines the market demand of different instruments. Next, a comparison has been drawn between the BESA published bond yield curve and a market-price-based yield curve developed by the researcher. The findings establish that the market price derived risk free rate is higher than the theoretical risk free rate. It was also found that the shape of the yield curve is different from the BESA projected yield curve, and that it is indicative of future problems in the South African capital market. The implications of investors‟ perceptions of the higher risk free rate are discussed and it is revealed that the foreign investors consider the country risk and the default risk associated with the South African government as higher than the BESA may perceive it to be. / Thesis (MCom (Risk Management))--North-West University, Vaal Triangle Campus, 2013