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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Are U.S. household portfolios efficient?

Lai, Whuei-wen. January 2003 (has links)
Thesis (Ph. D.)--Ohio State University, 2003. / Title from first page of PDF file. Document formatted into pages; contains xii, 145 p.: ill. Includes abstract and vita. Advisor: Sherman D. Hanna, Dept. of Human Ecology. Includes bibliographical references (p. 139-145).
2

Das Depotgeschäft im spanischen Recht /

Höhne, Hans-Hellmut. January 1976 (has links)
Thesis (doctoral)--Universität Mainz.
3

Die rechtliche Natur des regulären und irregulaären Bankverwahrungsdepots /

Ecker, Hugo. January 1904 (has links)
Thesis (doctoral)--Universität Greifswald.
4

A practical approach to portfolio management /

So, Yuk-ming, Theresa. January 1985 (has links)
Thesis (M.B.A.)--University of Hong Kong, 1985.
5

Reputation, opportunism and crowd behaviour in debt markets

Morrison, Alan D. January 2000 (has links)
No description available.
6

Theoretical and numerical study on continuous-time mean-variance optimal strategies. / Theoretical & numerical study on continuous-time mean-variance optimal strategies

January 2006 (has links)
Li Yan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 87-88). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.8 / Chapter 2.1 --- Markowitz´ةs Single-Period Mean-Variance Model --- p.9 / Chapter 2.2 --- Discrete-Time Mean-Variance Problem --- p.10 / Chapter 2.2.1 --- Optimal Buy-and-Hold Policy --- p.11 / Chapter 2.2.2 --- Optimal Rolling Markowitz Policy --- p.12 / Chapter 2.2.3 --- Multi-Period Mean-Variance Optimal Policy --- p.12 / Chapter 2.3 --- Continuous-Time Market --- p.13 / Chapter 2.3.1 --- Optimal Unconstrained Policy --- p.15 / Chapter 2.3.2 --- Bankruptcy Prohibited Optimal Policy --- p.16 / Chapter 2.3.3 --- No-Shorting Optimal Policy --- p.17 / Chapter 2.4 --- Continuously Rebalancing Optimal Policy --- p.18 / Chapter 3 --- Discretized Continuous-Time Optimal Policies --- p.20 / Chapter 3.1 --- Problem Setup --- p.21 / Chapter 3.2 --- Unconstrained Problem --- p.25 / Chapter 3.3 --- Problem with No-shorting Constraint --- p.31 / Chapter 3.4 --- Problem with No-Bankruptcy Constraint --- p.34 / Chapter 3.4.1 --- Quasi No-Bankruptcy Problem --- p.36 / Chapter 3.5 --- Stability of the Simulation --- p.38 / Chapter 3.6 --- Concluding Remarks --- p.41 / Chapter 4 --- Performance of Continuous-Time M-V Optimal Policies --- p.43 / Chapter 4.1 --- Measures of the Performance by Probabilities --- p.45 / Chapter 4.2 --- Performance of the Optimal Mean-Variance Portfolio --- p.51 / Chapter 4.2.1 --- Target-Hitting Probability --- p.51 / Chapter 4.2.2 --- Cut-Off Probability --- p.53 / Chapter 4.2.3 --- Target-Hitting-before-Cut-Off Probability --- p.58 / Chapter 4.3 --- Numerical Evaluations of Probabilities for Discrete-Time Market --- p.63 / Chapter 4.3.1 --- Simulation on Target-Hitting Probability --- p.64 / Chapter 4.3.2 --- Simulation on Zero-Hitting Probability --- p.66 / Chapter 4.3.3 --- Simulation on Target-Hitting-before-Bankruptcy Probability --- p.67 / Chapter 4.4 --- Policy Comparison --- p.68 / Chapter 4.4.1 --- Profile of the Probabilities --- p.70 / Chapter 4.4.2 --- Impact of z on the Probabilities --- p.72 / Chapter 4.5 --- Concluding Remarks --- p.74 / Chapter 5 --- Empirical Analysis --- p.75 / Chapter 5.1 --- Experiment Description and Parameter Estimation --- p.76 / Chapter 5.1.1 --- Introduction of the Data --- p.76 / Chapter 5.1.2 --- Experiment Description --- p.77 / Chapter 5.1.3 --- Parameter Estimation --- p.79 / Chapter 5.2 --- Empirical Results and Analysis --- p.80 / Chapter 5.2.1 --- Performance Indicator --- p.80 / Chapter 5.2.2 --- Experimental Results and Analysis --- p.81 / Chapter 5.3 --- Concluding Remarks --- p.83 / Chapter 6 --- Summary --- p.84 / Bibliography --- p.87
7

A multi-period portfolio selection problem.

January 2009 (has links)
Hou, Wenting. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (p. 113-117). / Abstract also in Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Literature Review --- p.1 / Chapter 1.2 --- Problem Description --- p.8 / Chapter 1.3 --- The Main Contributions of This Thesis --- p.11 / Chapter 2 --- Model I --- p.13 / Chapter 2.1 --- Notation --- p.13 / Chapter 2.2 --- Model Formulation --- p.16 / Chapter 2.3 --- Analytical Solution --- p.19 / Chapter 3 --- Model II --- p.25 / Chapter 3.1 --- Model Formulation --- p.25 / Chapter 3.2 --- Analytical Solution --- p.30 / Chapter 3.3 --- How to Find y --- p.38 / Chapter 3.4 --- Numerical Example --- p.42 / Chapter 4 --- Model III --- p.47 / Chapter 4.1 --- Model Formulation --- p.48 / Chapter 4.2 --- Dynamic Programming --- p.50 / Chapter 4.2.1 --- DP I --- p.50 / Chapter 4.2.2 --- DP II --- p.53 / Chapter 4.3 --- Approximate Analytical Solution --- p.56 / Chapter 4.4 --- Computational Result Comparison --- p.65 / Chapter 5 --- Conclusions --- p.73 / Chapter A --- Source Data --- p.76 / Chapter A.l --- rti --- p.76 / Chapter A.2 --- qti --- p.79 / Chapter B --- Model II Numerical Example and Result --- p.82 / Chapter B. --- l Value of xti when A = 0.3 --- p.82 / Chapter B.2 --- Value of xti when A = 0.6 --- p.84 / Chapter B.3 --- Value of xti when A = 0.9 --- p.88 / Chapter B.4 --- True Value of xti --- p.91 / Chapter C --- Model III Numerical Example and Result --- p.98 / Chapter C.l --- The Value of Mt of DP II --- p.98 / Chapter C.2 --- Track of Optimal Value of DP II --- p.101 / Chapter C.3 --- The Optimal Total Wealth of DP II --- p.105 / Chapter C.4 --- The Optimal Asset Allocation of P4 --- p.109 / Bibliography --- p.113
8

Fund and manager characteristics : determinants of investment performance /

Brown, Warren Gerard Pearce. January 2008 (has links)
Dissertation (PhD)--University of Stellenbosch, 2008. / Bibliography. Available via the Internet.
9

Why don't investors have large positions in stocks? : a robustness perspective /

Lei, Chon Io. January 2001 (has links)
Thesis (Ph. D.)--University of Chicago, Dept. of Economics, June 2001. / Includes bibliographical references. Also available on the Internet.
10

Incentives for money managers under endogenous risk choice /

Jiang, Wei. January 2001 (has links)
Thesis (Ph. D.)--University of Chicago, Dept. of Economics, June 2001. / Includes bibliographical references. Also available on the Internet.

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