by Ha Yiu Cheung, Albert. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1988. / Bibliography: leaves 90-94.

Wong, Tsz-Lim. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 48-51). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Reduced-Form Model --- p.5 / Chapter 2.1 --- Information and Probabilistic Framework --- p.6 / Chapter 2.2 --- Poisson and Cox Process --- p.6 / Chapter 2.3 --- The Building Blocks of Pricing --- p.8 / Chapter 2.4 --- Comparing the Recovery Models --- p.10 / Chapter 3 --- General Equilibrium Model --- p.12 / Chapter 3.1 --- State Variables --- p.12 / Chapter 3.2 --- Investment Opportunities --- p.14 / Chapter 3.3 --- Preferences --- p.15 / Chapter 3.4 --- The Term Structure of Defaultable Bonds --- p.17 / Chapter 4 --- Methodologies --- p.24 / Chapter 5 --- SNP and EMM --- p.27 / Chapter 5.1 --- SNP Density --- p.27 / Chapter 5.2 --- EMM Estimation --- p.29 / Chapter 6 --- Empirical Results --- p.31 / Chapter 6.1 --- Data Description --- p.31 / Chapter 6.2 --- Estimation Results --- p.33 / Chapter 7 --- Conclusion --- p.42 / Chapter A --- Extended Nelson and Siegel Model --- p.44 / Chapter B --- Moment-Matching of the CIR Model --- p.46 / Bibliography --- p.48

Yung Lit Hung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves p. [122]-124). / Text in English; abstracts in English and Chinese. / Yung Lit Hung. / Abstract --- p.i / Acknowledgements --- p.ii / List of Figures --- p.v / List of Tables --- p.vii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Dissipative two-state system --- p.3 / Chapter 2.1 --- Introduction --- p.3 / Chapter 2.2 --- A two-state system viewed as a spin --- p.4 / Chapter 2.3 --- Rotation of spin operators --- p.5 / Chapter 2.4 --- Dissipative two state system --- p.7 / Chapter 2.5 --- The model in consideration --- p.8 / Chapter 2.5.1 --- gk= 0 --- p.8 / Chapter 2.5.2 --- Δ0 = 0 --- p.8 / Chapter 2.5.3 --- dispersionless phonon case with constant coupling --- p.10 / Chapter 3 --- Linearized spin-wave approximation and mean-field method --- p.13 / Chapter 3.1 --- Holstein Primakoff Transformation --- p.13 / Chapter 3.2 --- Application of linearized spin-wave approxmation to our system --- p.14 / Chapter 3.3 --- Mean-field method --- p.24 / Chapter 4 --- Variational method for optical phonons with constant coupling --- p.35 / Chapter 4.1 --- Introduction --- p.35 / Chapter 4.2 --- Variational Principle --- p.35 / Chapter 4.3 --- Variational Principle applied to optical phonon case --- p.36 / Chapter 4.4 --- Results --- p.41 / Chapter 4.5 --- Conclusion --- p.54 / Chapter 5 --- Variational method for acoustic phonons with ohmic dissipation --- p.56 / Chapter 5.1 --- Introduction --- p.56 / Chapter 5.2 --- Variational Principle applied to acoustic phonon case --- p.57 / Chapter 5.3 --- μk= 0 case --- p.59 / Chapter 5.4 --- Search for any μk≠ 0 solution --- p.60 / Chapter 5.5 --- Results --- p.62 / Chapter 5.6 --- Conclusion --- p.70 / Chapter 6 --- Coupled Cluster Method --- p.72 / Chapter 6.1 --- Introduction --- p.72 / Chapter 6.2 --- Coupled Cluster Method --- p.73 / Chapter 6.2.1 --- Zeroth Level --- p.74 / Chapter 6.2.2 --- First Level --- p.74 / Chapter 6.2.3 --- The bra-state --- p.75 / Chapter 6.3 --- Coupled cluster method applied to our system --- p.76 / Chapter 6.4 --- Coupled cluster method applied to optical phonon case --- p.78 / Chapter 6.4.1 --- First Level --- p.79 / Chapter 6.4.2 --- Second Level --- p.81 / Chapter 6.5 --- Coupled cluster method applied to acoustic phonon case --- p.90 / Chapter 6.5.1 --- First Level --- p.90 / Chapter 6.5.2 --- Second Level --- p.92 / Chapter 6.6 --- Conclusion --- p.98 / Chapter 7 --- Spin system interacting with a photon field --- p.99 / Chapter 7.1 --- Rotation wave approximation --- p.100 / Chapter 7.2 --- Spin system interacting with an optical field --- p.101 / Chapter 7.3 --- Heisenberg equation of motion --- p.102 / Chapter 7.4 --- Brogoliubov transformation approach --- p.104 / Chapter 7.5 --- Conclusion --- p.106 / Chapter A --- Supplementary calculations --- p.107 / Chapter A.1 --- First level calculation for optical photon --- p.107 / Chapter A.2 --- Second level calculation for optical photon --- p.111 / Chapter A.3 --- First level calculation for acoustic photon --- p.114 / Chapter A.4 --- Second level calculation for acoustic photon --- p.118 / Bibliography --- p.121

by Cheung Chan-Wah. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 80-86). / ABSTRACT --- p.ii / TABLF OF CONTENTS --- p.iii / LIST OF TABLES --- p.iv / ACKNOWLEDGMENTS --- p.v / Chapter / Chapter I --- INTRODUCTION l --- p.1 / Chapter II. --- REVIEW OF LITERATURE --- p.7 / Chapter III. --- METHODOLOGY。 --- p.16 / Summary Statistics --- p.16 / Correlation --- p.21 / GARCH Estimation --- p.22 / Chapter IV. --- NATIONAL MARKET INDEX AND DATA --- p.31 / National Stock Indices and Trading Mechanisms --- p.31 / Stock Return Data and Data Transformation --- p.34 / Chapter V. --- EMPIRICAL RESULTS --- p.37 / Summary Statistics --- p.37 / Cross-Correlation --- p.45 / GARCH Estimation --- p.51 / Chapter VI. --- SUMMARY AND CONCLUSION --- p.75 / BIBLIOGRAPHY --- p.80

Suen Ming-hon. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 46-49). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Table of Contents --- p.iv / Introduction --- p.1 / Chapter Chapter 1 --- The Benchmark Model --- p.9 / Chapter 1.1 --- The Model --- p.9 / Chapter 1.2 --- Comparative Statics --- p.12 / Chapter 1.3 --- Local Stability --- p.13 / Chapter Chapter 2 --- Long-Run Relationships Between Money and Growth --- p.14 / Chapter 2.1 --- The Money-in-the-Utility-Function (MIUF) Model --- p.15 / Chapter 2.2 --- The Cash-in-Advance (CIA) Model --- p.19 / Chapter 2.2.1 --- The Clower-Lucas Model --- p.20 / Chapter 2.2.2 --- The Stockman Model --- p.22 / Chapter 2.3 --- The Pecuniary Transactions Costs (PTC) Model --- p.26 / Chapter Chapter 3 --- Transitional Dynamics --- p.31 / Chapter 3.1 --- The Money-in-the-Utility-Function (MIUF) Model --- p.31 / Chapter 3.2 --- The Cash-in-Advance (CIA) Model --- p.32 / Chapter 3.2.1 --- The Clower-Lucas Model --- p.32 / Chapter 3.2.2 --- The Stockman Model --- p.33 / Chapter 3.3 --- The Pecuniary Transactions Costs (PTC) Model --- p.34 / Chapter Chapter 4 --- Conclusion --- p.37 / Mathematical Appendix / Chapter A.1 --- The Benchmark Model --- p.39 / Chapter A.2 --- The Money-in-the-Utility-Function (MIUF) Model --- p.39 / Chapter A.3 --- The Cash-in-Advance (CIA) Model --- p.40 / Chapter A.3.1 --- The Clower-Lucas Model --- p.40 / Chapter A.3.2 --- The Stockman Model --- p.41 / Chapter A.4 --- The Pecuniary Transactions Costs (PTC) Model --- p.43 / Table 1 Summary of Findings --- p.45 / Reference --- p.45

Lau Yuk Hoi. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 109-110). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Table of Contents --- p.iv / List of Notations --- p.vi / List of Propositions --- p.vii / List of Figures --- p.viii / List of Appendices --- p.x / Chapter Chapter 1. --- Introduction - The Reaction Approach --- p.1 / Chapter Chapter 2. --- Assumption for OLG Model --- p.7 / Chapter 2.1 --- Assumption A --- p.7 / Chapter Chapter 3. --- Equilibrium Conditions Without Fundamental Risk --- p.9 / Chapter 3.1 --- Price as a Weighted Average --- p.9 / Chapter 3.2 --- Determination of A and B --- p.11 / Chapter 3.2.1 --- Assumption B --- p.12 / Chapter 3.2.2 --- RE Line and NE Line --- p.13 / Chapter 3.2.3 --- Equilibrium values of A and B --- p.14 / Chapter 3.3 --- Rational Expectation on Price Variance (RV Line) --- p.16 / Chapter 3.4 --- Noisy Expectation on Price Variance (NV Line) --- p.18 / Chapter 3.4.1 --- DeLong's Model --- p.19 / Chapter 3.4.2 --- Bhushan's Model --- p.21 / Chapter 3.5 --- Change in Relative Perceived Variance --- p.23 / Chapter 3.5.1 --- General Problem of OLG Model in Noisy Trading --- p.23 / Chapter 3.5.2 --- Changes in Noise Traders' Beliefs --- p.24 / Chapter 3.5.3 --- "Relative Perceived Price Variance of n, θ" --- p.25 / Chapter 3.5.3.1 --- "Effect of Increasing θ on Price Variance, dC/dθ" --- p.26 / Chapter 3.5.3.2 --- "Effect of Increasing θ on Expected Price Level, dp/dθ" --- p.27 / Chapter Chapter 4. --- Equilibrium Conditions With Fundamental Risk --- p.31 / Chapter 4.1 --- Price as a Weighted Average --- p.32 / Chapter 4.2 --- Determination of A and B --- p.34 / Chapter 4.2.1 --- Assumption C --- p.34 / Chapter 4.2.2 --- RE Line and NE Line --- p.35 / Chapter 4.2.3 --- Equilibrium values of A and B --- p.36 / Chapter 4.3 --- Rational Expectation on return Variance (RV Line) --- p.37 / Chapter 4.4 --- Noisy Expectation on Return Variance (NV Line) --- p.40 / Chapter 4.4.1 --- De Long's Model --- p.41 / Chapter 4.4.2 --- Bhushan's Model --- p.42 / Chapter 4.5 --- Change in Relative Perceived Return Variance --- p.45 / Chapter 4.5.1 --- Specification of Noisy Expectation --- p.46 / Chapter 4.5.2 --- Relative Perceived Return Variance of n，Θ --- p.46 / Chapter 4.5.2.1 --- "Effect of Increasing Θ on Price Variance, dC/dΘ" --- p.47 / Chapter 4.5.2.2 --- "Effect of Increasing Θ on Expected Price Level, dp/dΘ" --- p.48 / Chapter 4.6 --- Relative Perceived Price Risk versus Relative Perceived Dividend Risk --- p.52 / Chapter Chapter 5. --- Conclusion and Discussion --- p.55 / Figures --- p.58 / Appendices --- p.86 / References --- p.109

Leong Chan Fai. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 100-105). / Abstracts in English and Chinese. / Abstract --- p.i-ii / Acknowledgements --- p.iii / Table of Contents --- p.iv / List of Tables --- p.v / List of Figures --- p.vi / Chapter Section 1 --- Introduction --- p.1 / Chapter Section 2 --- Literature Review --- p.5 / Chapter Section 3 --- Data Description --- p.13 / Chapter 3.1 --- Transaction Prices --- p.13 / Chapter 3.2 --- Macroeconomic Variables --- p.15 / Chapter Section 4 --- Methodology --- p.19 / Chapter 4.1 --- Hedonic Pricing --- p.21 / Chapter 4.2 --- Measurements --- p.22 / Chapter 4.3 --- Stationarity --- p.24 / Chapter 4.4 --- Vector Autoregressive Model and Granger Causality --- p.27 / Chapter Section 5 --- Hypothesis Testing --- p.31 / Chapter Section 6 --- Empirical Results --- p.35 / Chapter 6.1 --- Hedonic Pricing Models --- p.35 / Chapter 6.2 --- Real Housing Price Dispersion Indicators and Macro Variables --- p.36 / Chapter 6.3 --- Stationary Tests --- p.37 / Chapter 6.4 --- Results from the Ordinary Least Square Regressions --- p.37 / Chapter 6.5 --- Results from the Vector Auto Regressive Models --- p.40 / Summary and Conclusion --- p.46 / Appendix 1 Tables --- p.49 / Appendix 2 Figures --- p.80 / Reference --- p.100

Yip Ka-yun. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 107-113). / Abstract also in Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Overview --- p.1 / Chapter 1.2 --- Our Contributions --- p.2 / Chapter 1.3 --- Organization of the Thesis --- p.4 / Chapter Chapter 2 --- Literature Review --- p.5 / Chapter 2.1 --- Overview --- p.5 / Chapter 2.2 --- Research in Capacitated Lot Sizing Problem without significant setup times --- p.5 / Chapter 2.3 --- Research in Capacitated Lot Sizing Problem with setup time consideration --- p.12 / Chapter 2.4 --- Summary --- p.15 / Chapter Chapter 3 --- Capacitated Lot Sizing Problem with Setup Times --- p.16 / Chapter 3.1 --- Overview --- p.16 / Chapter 3.2 --- Problem Description and Formulation --- p.20 / Chapter 3.2.1 --- Our problem formulation / Chapter 3.2.2 --- Comparison between our problem formulation and traditional problem formulation / Chapter 3.3 --- Description of the Algorithm --- p.26 / Chapter 3.3.1 --- Wagner-Whitin algorithm / Chapter 3.3.2 --- Transportation problem / Chapter 3.3.3 --- Consistence test / Chapter 3.3.4 --- Subgradient optimization / Chapter 3.3.5 --- Computation of lower bound / Chapter 3.4 --- Design of Experiment --- p.43 / Chapter 3.4.1 --- Product demands / Chapter 3.4.2 --- Setup costs / Chapter 3.4.3 --- Setup times / Chapter 3.4.4 --- Capacity costs / Chapter 3.4.5 --- Inventory holding costs / Chapter 3.4.6 --- Quantity of capacity available for production / Chapter 3.4.7 --- Capacity absorption rate / Chapter 3.4.8 --- Generation of larger problems / Chapter 3.4.9 --- Initialization of Lagrangean multipliers / Chapter 3.4.10 --- Close test / Chapter 3.5 --- Open test --- p.58 / Chapter 3.6 --- Managerial Implications --- p.61 / Chapter 3.7 --- Summary --- p.61 / Chapter Chapter 4 --- Capacitated Lot Sizing Problem without Setup Times --- p.63 / Chapter 4.1 --- Overview --- p.63 / Chapter 4.2 --- Problem Description and Formulation --- p.64 / Chapter 4.3 --- Description of the Algorithm --- p.67 / Chapter 4.3.1 --- Decomposition scheme / Chapter 4.3.2 --- Wagner-Whitin algorithm / Chapter 4.3.3 --- Transportation problem / Chapter 4.3.4 --- Subgradient optimization / Chapter 4.3.5 --- Computation of lower bound / Chapter 4.4 --- Design of Experiment --- p.80 / Chapter 4.4.1 --- Product demands / Chapter 4.4.2 --- Setup costs / Chapter 4.4.3 --- Capacity costs / Chapter 4.4.4 --- Inventory holding costs / Chapter 4.4.5 --- Quantity of capacity available for production / Chapter 4.4.6 --- Capacity absorption rate / Chapter 4.4.7 --- Generation of larger problems / Chapter 4.4.8 --- Initialization of Lagrangean multipliers / Chapter 4.4.9 --- Selection of the extent of geometrical reduction and exponential smoothing / Chapter 4.4.10 --- Close test / Chapter 4.5 --- Open test --- p.92 / Chapter 4.6 --- Managerial Implications --- p.95 / Chapter 4.7 --- Comparison with other approaches --- p.96 / Chapter 4.7.1 --- Gilbert and Madan's approach / Chapter 4.7.2 --- Our algorithm for CLS problem with setup time consideration / Chapter 4.8 --- Summary --- p.102 / Chapter Chapter 5 --- Conclusion --- p.104 / Appendix A Vogel's approximation method --- p.106 / Bibliography --- p.107

Po-yan Chiu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 83-86). / Abstract also in Chinese. / Abstract --- p.i / Acknowledgements --- p.iv / List of Figures --- p.vi / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.7 / Chapter 2.1 --- Monopolistic Competition and Policy Intervention --- p.7 / Chapter 2.2 --- Policy Interventions in Monetary Economies --- p.17 / Chapter Chapter 3. --- The Model --- p.19 / Chapter 3.1 --- Commodities --- p.19 / Chapter 3.2 --- Demands --- p.20 / Chapter 3.3 --- Equilibrium --- p.21 / Chapter 3.4 --- Open Economy --- p.24 / Chapter Chapter 4. --- Optimal Production Taxation --- p.28 / Chapter Chapter 5. --- Welfare Effect of Trade and the Optimal Tariff --- p.34 / Chapter 5.1 --- Welfare Effect of Trade --- p.34 / Chapter 5.2 --- Optimal Import Tariff --- p.38 / Chapter Chapter 6. --- Consumption Tax --- p.52 / Chapter 6.1 --- Closed Economy --- p.53 / Chapter 6.2 --- Open Economy --- p.55 / Chapter 6.3 --- Welfare Effects of Trade under Different Policies --- p.56 / Chapter Chapter 7. --- Concluding Remarks --- p.62 / Appendix --- p.65 / References --- p.83

Lee Sui Fung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 59-62). / Abstract also in Chinese. / Declaration --- p.i / Acknowledgement --- p.ii / Table of Contents --- p.iii / List of Illustrations --- p.v / Notation --- p.vi / Chapter Chapter 1 --- Introduction / Chapter 1.1. --- Chapter Preview --- p.1 / Chapter 1.2. --- Literature Review --- p.1 / Chapter 1.2.1. --- The Development of Research on Endogenous Growth Model --- p.1 / Chapter 1.2.2. --- The Development of Research on Dependent-Economy Model --- p.3 / Chapter 1.2.3. --- The Development of Research on Capital Accumulation and Economic Growth --- p.4 / Chapter 1.3. --- Thesis Objectives --- p.6 / Chapter 1.4. --- Organization of the Thesis --- p.7 / Chapter 1.5. --- Chapter Summary --- p.8 / Chapter Chapter 2 --- The Endogenous Growth Model / Chapter 2.1. --- Chapter Preview --- p.10 / Chapter 2.2. --- Theoretical Framework --- p.10 / Chapter 2.3. --- Determination of Macroeconomic Equilibrium --- p.16 / Chapter 2.3.1. --- Static Allocation Conditions --- p.17 / Chapter 2.3.2. --- Macrodynamic Equilibrium --- p.18 / Chapter 2.4. --- Chapter Summary --- p.21 / Chapter Chapter 3 --- The Steady-State Equilibrium / Chapter 3.1. --- Chapter Preview --- p.24 / Chapter 3.2. --- Conditions for Steady-State Equilibrium --- p.24 / Chapter 3.2.1. --- Existence and Uniqueness of Balanced Growth Equilibrium --- p.25 / Chapter 3.3. --- Long-Run Adjustment --- p.26 / Chapter 3.4. --- Application of the Model --- p.31 / Chapter 3.4.1. --- Increase in the Costs of Borrowing --- p.31 / Chapter 3.4.2. --- Increase in the Rate of Time Preference --- p.32 / Chapter 3.4.3. --- Increase in Domestic Productivity --- p.33 / Chapter 3.5. --- Chapter Summary --- p.33 / Chapter Chapter 4 --- The Transitional Dynamics / Chapter 4.1. --- Chapter Preview --- p.35 / Chapter 4.2. --- Derivation of Transitional Adjustment Paths --- p.35 / Chapter 4.3. --- Characterisation of the Transitional Dynamics --- p.38 / Chapter 4.3.1. --- Increase in the Costs of Borrowing --- p.41 / Chapter 4.3.2. --- Increase in the Rate of Time Preference --- p.43 / Chapter 4.4. --- Chapter Summary --- p.45 / Chapter Chapter 5 --- Conclusions --- p.46 / Appendix1 --- p.52 / Appendix2 --- p.58 / References --- p.59