Thesis (Ph. D.)--University of Wisconsin--Madison, 1972. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Thesis (Ph. D.)--Washington State University, May 2009. / Title from PDF title page (viewed on June 1, 2009). "College of Business." Includes bibliographical references.

Thesis (Ph. D.)--University of Chicago, Graduate School of Business, June 2003. / Includes bibliographical references. Also available on the Internet.

Thesis (Ph. D.)--University of Chicago, Faculty of the Graduate School of Business, June 2003. / Includes bibliographical references. Also available on the Internet.

Thesis (Ph.D.) - University of Queensland, 2005. / Includes bibliography.

Thesis (Ph. D.)--University of Missouri--Rolla, 2007. / Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed October 25, 2007) Includes bibliographical references.

In this thesis, we investigate the forecasting problem for option return and future volatility in financial market. The first part of this thesis is to study the option return skewness effect and the negative correlation between asset return and volatility. We propose a measure of ex-ante measure of option return skewness which accommodates the negative return-volatility relationship in asset returns. We investigate how time-to-expiration and moneyness affect the skewness and return of an option. Furthermore, we show that our proposed measure has extra benefits in forecasting option returns. In the second part, we test the information contents of implied volatility derived from stochastic volatility option pricing model and also examine the potential benefit of including the model's implied volatility of volatility in forecasting future volatility and volatility risk premium. Our study finds that the inclusion of volatility of volatility factor has significantly reduced the downward bias of the slope coefficients. Most importantly, the ex-ante volatility of volatility has significant predictive power on the ex-post volatility premium. In the third part, we study the incremental benefit of adding skewness in predicting future realized volatility. The study finds that consistent with the empirical findings in the first part, realized volatility is negatively related to their skewness measure which provides a downward adjustment of the implied volatility forecast.

Investment in residential real estate involves almost all members of the public at some stage of their lives, whether this be one's first home or the purchasing of one‟s first investment property. Understanding how to maximise the return on one's investment is something that can benefit the investor from before the investment is made until after the property has been sold, if it is sold at all. Literature surveys have concluded that there are a number of variables to consider when maximising the return on investment. As residential real estate is not a perfect science, there are guidelines and routes that are more beneficial to the investor depending on the current market, environment and economic standing. A survey was undertaken by members of the public that are involved in residential real estate investment, relative to the maximisation of the return on investment in residential real estate. The salient findings include: Investors in residential real estate spend more than average to extensive time prior, to investment researching the chosen residential real estate property; Investors in residential real estate perform a feasibility study before committing to the development whereas; Investors in residential real estate make use of financial advisors/valuers/estate agents or other investors' knowledge bases in deciding whether to invest in a residential property development; Investors in residential real estate believe that their degree of knowledge about the residential property market and residential property investments are average to very high. Investors in residential real estate somewhat agree that residential real estate investors do not effectively manage their investments. It was recommended that investors make use of help and guidance when investing in residential real estate, perform a feasibility study and ensure that they know their market before investing in a project. It was also noted that location plays a large role when deciding on an investment opportunity worth investing into. By creating awareness and ensuring that all methods and guidelines have been used to maximise the returns that their proposed residential real estate investment, investors can ensure a stronger, healthier cash flow and reap the highest possible benefits from their residential real estate portfolio.

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Includes bibliography. / This thesis addresses institutional investment management regarding mining capital investment (analysis, decision-making and administration). Emphasised is information processing and computer strategy to support mining investment recommendations. The topic is inter-disciplinary: mining, investment and information system/ computers. It is non-innovative in these individual areas. However, their integration here into a comprehensive strategy contributes to a poorly documented management area. This strategy minimises differences between mining and non-mining institutions as investors. The documentation avoids the theory of economics, investment techniques, stock exchange operations, minerals technology and computers. In deriving a total strategy, the objectives are to: * Identify practical problems in mining investment analysis. * Formulate the broad framework for problem solution. * Examine the existing analytical and administrative procedures. * Provide guidelines for more effective and efficient procedures. * Forecast technical developments over the next decade. The objectives were examined against personal observations during a diversified career in mining and commerce: The thesis was conceived after three years in active mining investment analysis. It matured subsequently in the commercial computer environment; but is firmly rooted in twelve years of earlier practical experience in mineral exploration and mining. The opinions expressed were influenced by contact with technical and financial mining directors, stock brokers, economists, mining and other sector analysts, portfolio and investment managers.