Lam, Ka Wai. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. / Includes bibliographical references (leaves 51-55). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Levy Processes --- p.6 / Chapter 2.1 --- Definition --- p.6 / Chapter 2.2 --- Levy-Khinchine formula --- p.7 / Chapter 2.3 --- Applications of Levy Processes in Finance --- p.10 / Chapter 2.4 --- Option pricing under Levy Processes --- p.12 / Chapter 2.4.1 --- Black-Scholes Formula with Characteristic Function --- p.12 / Chapter 2.4.2 --- Fast Fourier Transform --- p.14 / Chapter 2.4.3 --- Other Payoff Functions --- p.16 / Chapter 3 --- Dynamic Fund Protection --- p.19 / Chapter 3.1 --- Discrete Dynamic Fund Protection --- p.20 / Chapter 3.2 --- Link DFP to Discrete Lookback Options --- p.22 / Chapter 4 --- Spitzer´ةs Identity --- p.25 / Chapter 4.1 --- Applications of Spitzer's Identity --- p.25 / Chapter 4.2 --- Discrete Lookback Options --- p.29 / Chapter 5 --- Pricing Discrete DFP --- p.32 / Chapter 5.1 --- Girsanov´ةs Theorem --- p.32 / Chapter 5.2 --- Equivalent Martingale Measure in DFP --- p.34 / Chapter 5.3 --- Pricing DFP at any Time Points --- p.36 / Chapter 5.4 --- The Main Algorithm --- p.38 / Chapter 6 --- Numerical Results --- p.40 / Chapter 6.1 --- Simulation of Discrete DFP --- p.40 / Chapter 6.2 --- Numerical Implementation --- p.42 / Chapter 7 --- Conclusion --- p.50 / Bibliography --- p.51

This research is a systematic, in depth empirical test of the strong form of the efficient market hypothesis (EMH) using the dual-fund industry as the research subject. Unlike most strong-form EMH research, this study deals with a small, homogeneous sector of the investment company industry with a comparable origin date. To obtain homogeneity of the research subjects, the sample size is necessarily small (7), thus, making it difficult to find statistically significant results. In general, portfolio performance is negatively correlated with variability in measures of portfolio characteristics such as the major mix, common stock categories, portfolio turnover, etc. The better-performing dual funds were more consistently managed while the lower-performing companies had significant and sometimes frequent changes in portfolio policies. In line with the efficient market hypothesis, "passive" management, i.e., low turnover, few changes in major mix or common stock composition, shows better results in the dual-fund industry from inception through 1973.

by Mak Ho Sing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 54-58). / Abstract / Chapter Chapter 1: --- Introduction / Chapter Chapter 2: --- Simple Value Vs Glamour Strategy / Chapter Chapter 3: --- Are Contrarian Investment Strategies Fundamentally Riskier ？ / Chapter Chapter 4: --- The Performance of the Mutual Fund Industry in Hong Kong / Chapter Chapter 5: --- Summary and Interpretation of the Findings References / References / Appendix: Tables and Diagrams

在全球基金總部要求擴大公民社會參與度的背景下，2006年4月，非政府組織聯合發起運動，反對中國全球基金國家協調委員會秘書處組織的兩名民間社會代表的選舉，要求增加參與權和改善選舉程式。本研究採用質性研究方法，對這場由非政府組織發起的政策倡導運動的發生原因、運動發起方的構成與真實力量、運動參與方在期間的互動過程與策略運用以及運動所能達成的成果展開分析，為社會運動理論在中國的適用與變化提供實證研究基礎上的探索，對非政府組織在中國環境下謀求組織發展及拓寬政治參與空間提出建議。 / 本研究回顧了中國愛滋病問題的背景與現狀、西方社會運動研究理論體系與相關研究成果以及中國抗爭政治研究，採用動員結構與政治機會結構為核心的分析框架，發現： / （1）在西方社會運動理論研究中沒有重要地位的傘狀組織關係在在CCM選舉運動動員結構中扮演了關鍵角色，增加了運動發起方的整體力量與合法性來源，並呈現出多層級傘狀組織結構。 / （2）CCM選舉運動聯盟距離臨時性、適當制度化和去中心化的目標尚有距離，正在向理想的外部動員結構轉化，目前呈現出非政府組織聯盟與多層級傘狀組織相結合的動員結構。 / （3）中國目前宏觀政治環境中存在倡導型運動的生存空間。通過一系列的策略選擇與運用，運動發起方可以發掘、詮釋、擴大政治機會，不斷營造運動發展空間，尤其是對國際因素的敏銳把握與利用，成功將運動不斷推進。 / （4）政治機會結構四要素並不是平行發揮作用。在國家鎮壓能力基本穩定維持不變的情況下，政治體制內同盟者的存在對政治管道和政治精英體制穩定性發揮主導作用，進而對運動進程和結果帶來深遠影響。 / 本研究提出了目前CCM選舉運動的動員結構特徵，以及運動發起方在對政治機會把握、利用過程中的優點與缺陷，並提議加入跨界拓展作為考察外部動員結構的分析視角，在政治機會結構四要素的分析中整合國際因素的影響，最後提出對非政府組織發展，國際項目管理和相關政策的建議。 / Since Global Fund claimed for expanding public participation in civil society, in the April of 2006 NGOs made allies to launch a movement against the election organized by CCM Secretariat, requiring adding the right of participation and improving election procedures. With qualitative research method, this paper analyzes the reason, process and result including interactions and strategies among participants of this advocacy movement organized by NGOs, providing evidence-based study for employment and adaptation of the social movement theory in China; and makes suggestions for NGOs to expand organization development and political participation in the context of China. / This study adopts mobilization structure and political opportunity structure in the theory of social movement as core theoretical framework based on reviewing the background and status quo of AIDS issue in China, the theory and relevant studies of social movement as well as studies on China contentious politics. Findings are as follows: / 1.Umbrella organizations, which are of less emphasis in the western studies of social movement, play a key role in CCM election movement mobilization. It increases organizers’ overall strength and legitimacy and shows a multi-level structure. / 2.CCM election movement allies haven't yet achieved being temporary, proper institutionalized and decentralized, and are converting into ideal external mobilization structure, demonstrating integration among NGOs allies and multi-level umbrella organizations at present. / 3.There exists living space for advocacy movements in the context of political environment in China. Organizers are able to detect, interpret, extend political opportunity via exertion of strategies, especially taking advantage of international factor, and, consequently, push the movement forward successfully / 4.Four components of political opportunity structure are not equally important. Under the circumstance that the state remains its ability of repression, political elite allies play a more leading role than the access to participation and the stability of ruling alignments and influence profoundly on both process and result of the movement. / This paper delineates the mobilization structure of CCM election movement as well as the disadvantages and advantages of organizers, when they were holding political opportunities and taking advantages of them. Allies cross borders are added as a new angle of view to analyze external mobilization structure. International factor is integrated with four components of political opportunity structure to analyze the issue. Suggestions are made for organization development of NGOs, international projects management and policy reform in the end. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / 王泳. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2012. / Includes bibliographical references (leaves 223-258) / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts in Chinese and English. / Wang Yong. / 致謝 --- p.5 / 研究摘要 --- p.6 / Chapter 第一部分 --- 研究問題與研究方法 --- p.12 / Chapter 第一章 --- 導論 --- p.12 / Chapter 一 --- 緣起 --- p.12 / Chapter 二 --- 研究背景與簡介 --- p.13 / Chapter 三 --- 研究問題 --- p.14 / Chapter 第二章 --- 文獻回顧 --- p.18 / Chapter 一 --- 中國愛滋病問題回顧與現狀 --- p.18 / 問題的浮現 --- p.18 / 現有公共政策的缺陷 --- p.21 / 憤怒之源“血漿經濟 --- p.22 / 愛滋病領域內的先鋒，NGO介入與資訊披露 --- p.25 / 來自基層的普遍抗爭與草根小組的大量湧現 --- p.30 / 聯合抗爭的逐漸形成 --- p.36 / Chapter 二 --- 西方社會運動理論及其研究發展歷程 --- p.38 / 社會運動理論與研究在歐洲的發展 --- p.40 / 美國早期的社會運動研究與理論發展 --- p.41 / 二十世紀九十年代以來政治過程研究與理論的新發展 --- p.43 / 新社會運動 --- p.48 / Chapter 三 --- 中國社會運動與抗爭政治的研究與理論 --- p.49 / Chapter 第三章 --- 概念與理論框架 --- p.62 / Chapter 一 --- 本研究的概念體系 --- p.62 / 草根組織 --- p.62 / 非政府組織 --- p.63 / 以社區為基礎的組織 --- p.66 / 政府主導的非政府組織 --- p.66 / 民間組織 --- p.67 / 國際組織 --- p.67 / Chapter 二 --- 理論框架 --- p.68 / Chapter 第四章 --- 研究設計 --- p.76 / Chapter 一 --- 研究範式與方法 --- p.76 / Chapter 二 --- 研究者的角色 --- p.87 / Chapter 三 --- 訪談對象的抽樣方法 --- p.92 / Chapter 四 --- 資料收集、分析與研究質量 --- p.94 / Chapter 第二部分 --- 研究發現 --- p.100 / Chapter 第五章 --- 全球基金中國國家協調委員會2006年選舉事件始末 --- p.100 / Chapter 一 --- 全球基金中國項目背景與CCM改革 --- p.100 / Chapter 二 --- 第一階段：官方主導的選舉與衝突的產生 --- p.103 / Chapter 三 --- 第二階段 民間選舉與選舉結果合法性爭辯 --- p.107 / Chapter 四 --- 第三階段：獨立第三方調查 --- p.114 / Chapter 五 --- 第四階段：武漢大會與重新選舉 --- p.118 / Chapter 第六章 --- CM選舉事件中抗爭活動的動員結構 --- p.127 / Chapter 一 --- 草根組織與非政府組織的連接 --- p.127 / “愛知行的來龍去脈 --- p.128 / “愛知行與草根組織的關係 --- p.130 / 民間獨立選舉會議之前的動員措施 --- p.137 / 非政府組織參加選舉的動機 --- p.139 / 總結 --- p.143 / Chapter 二 --- 非政府組織聯盟 --- p.145 / 非政府組織間聯盟 --- p.146 / 跨界聯盟與社會關係網絡 --- p.149 / 總結 --- p.154 / Chapter 三 --- 結論 --- p.155 / Chapter 第七章 --- CCM選舉事件中的政治機會分析 --- p.164 / Chapter 一 --- 運動初始階段的政治機會 --- p.165 / CCM選舉抗爭前的政治機會結構 --- p.165 / 政治機會條件成熟與運動的發起 --- p.171 / Chapter 二 --- 運動發展階段的多方互動 --- p.175 / 獨立選舉方的抗爭策略 --- p.175 / 獨立選舉反對方的壓制策略 --- p.183 / 多元利益的角逐 --- p.187 / Chapter 三 --- 結論 --- p.191 / Chapter 第三部分 --- 總結與討論 --- p.195 / Chapter 第八章 --- 總結 --- p.195 / CCM選舉運動的動員結構 --- p.196 / CCM選舉運動的政治機會空間 --- p.199 / 研究貢獻 --- p.204 / 研究局限 --- p.205 / 未來研究方向 --- p.206 / Chapter 第九章 --- 討論與建議 --- p.207 / Chapter 一 --- 非政府組織發展與運動策略 --- p.207 / Chapter 二 --- 國際愛滋病項目的運作與管理 --- p.209 / Chapter 三 --- 政策建議 --- p.211 / Chapter 附錄一 --- 訪談提綱 --- p.214 / 對NGO的訪談提綱 --- p.214 / 對草根小組的訪談提綱： --- p.215 / 對參與抗爭行動的HIV感染者的訪問提綱 --- p.216 / Chapter 附錄二 --- 訪談同意書 --- p.218 / Chapter 附錄三 --- 受訪者基本情況 --- p.221 / 參考文獻 --- p.223