Thesis (Ph. D.)--Lehigh University, 2004. / Includes vita. Includes bibliographical references (leaves 327-334).

Thesis (B.Sc. (Honours) in Economics)--Singapore Management University, 2004. / Senior thesis in part fulfillment for the BSc (Honours) in Economics degree presented to the School of Economics and Social Sciences, Singapore Management University 2003-2004. Includes bibliographical references (p. 52-54).

Project (M.B.A.) - Simon Fraser University, 2004. / Theses (Faculty of Business Administration) / Simon Fraser University. MBA-GAWM Program. Senior supervisor: Dr. Peter Klein.

Thesis (Ph.D.)--Washington State University, May 2006. / Includes bibliographical references (p. 83-85).

Thesis (M.S.)--University of Nevada, Reno, 2007. / "December, 2007." Includes bibliographical references (leaves 29-30). Library also has microfilm. Ann Arbor, Mich. : ProQuest Information and Learning Company, [2008]. 1 microfilm reel ; 35 mm. Online version available on the World Wide Web.

M.Comm. (Financial Economics) / This study provides an assessment of the comparative effectiveness of four methods of estimating the optimal hedge ratio in the South African equity and futures markets. This study bases the effectiveness of hedging on volatility reduction and minimisation of the coefficient of variation of hedged returns as well as the risk-aversion based on utility maximisation. The empirical analysis shows that the static single equation method estimated by ordinary least squares is the most effective over daily hedging periods. However, the vector error-correction method and multivariate GARCH methods are most effective over weekly and monthly hedging periods. Vector autoregression method is the least effective method over all hedging periods.

Two major trends have emerged in the hedge fund industry over the last ten years. On the one hand, this industry became one of the most creative and innovative fields in international finance. Due to its fast growth and its constant development, regulators found it difficult to mitigate the potential risks induced to both investors and the financial system. On the other hand, the crisis emerging in 2007-2009 concurrently caused many recalls within the hedge fund industry. This shut down many funds. Similarly, hedge fund managers received arbitration and litigation charges in recent years, all at investors’ expense. These cases were extremely rare during the previous years. These trends raised two major questions: Should tighter regulation or lighter regulation be applied to the hedge fund industry? Which one favours the investors better and assures their increased protection? This thesis pursues the answer to these questions, by examining the regulation of hedge funds focusing mainly on investor protection firstly in the US, including the impact of the Dodd-Frank Act and secondly in the EU and the selected single European jurisdictions (the UK, Italy, France, Ireland, Luxembourg, Malta and Switzerland), and the impact of the AIFM Directive on the local jurisdictions, with the final purpose to establish the framework for a global hedge funds regulation, especially in terms of investors’ interests protection. In addition, this thesis provides practical recommendations for their regulatory future. The present research confirms that the lack of global regulation in this industry before the crisis simply indicated the preferences of the two prevailing financial world leaders: the US and the UK. However, hedge funds regulation should not be performed in absurdum. Risks mitigation alone is not enough reason for eliminating the advantages of hedge funds. Real progress in providing protection to investors is necessary for the coordination of the hedge fund regulation in the European countries with those in the US, while simplifying the financial regulatory system, as investor protection and prudential regulation are the main financial stability instruments in the hands of law-makers.

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Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002. / Includes bibliographical references (leaves 82-84). Also available in electronic version. Access restricted to campus users.

Thesis (Ph. D.)--University of Texas at Austin, 2006. / Vita. Includes bibliographical references.