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To examine how preferences for higher prices within a product line are related to consumer perception of some product : specific characteristics /Choi, Chi-chung, David. January 1983 (has links)
Thesis (M.B.A.)--University of Hong Kong, 1983.
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Agents' agreement and partial equilibrium pricing in incomplete marketsAnthropelos, Michail, 1980- 25 September 2012 (has links)
We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers with non-traded random endowments, we provide necessary and sufficient conditions for the negotiation to be successful, i.e., for the trade to occur. We, also, study the asymptotic case where the size of the claim is small compared to the random endowments and give a full characterization in this case. We, then, study a partial-equilibrium problem for a bundle of divisible claims and establish its existence and uniqueness. A number of technical results on conditional indifference prices are provided. Finally, we generalize the notion of partial-equilibrium pricing in the case where the agents' risk preferences are modelled by convex capital requirements. / text
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Major factors contributing to the changes in private residential property price in Hong Kong: review andforecastLam, Chi-wa., 林志華. January 2002 (has links)
published_or_final_version / Housing Management / Master / Master of Housing Management
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Modeling electricity prices for generation investment and scheduling analysisHe, Yang, 何阳 January 2010 (has links)
published_or_final_version / Electrical and Electronic Engineering / Doctoral / Doctor of Philosophy
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A study of supply and demand of residential property marketSum, Kwok-chi., 沈國智. January 2006 (has links)
published_or_final_version / Housing Management / Master / Master of Housing Management
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A vector autoregression (VAR) model of housing starts and housing price in Hong KongWong, Kin-man, 黃健文 January 2012 (has links)
It is observed that there are many different models about housing price. Yet, this is relatively smaller number of studies about housing starts. This thesis is an empirical study to work out the relationship between housing starts, housing price and other economic and policy instrumental factors. To achieve this objective, a Vector Autoregression (VAR) model is built since there is inter-relationship between housing starts and housing price.
By applying previous models filled with the research gaps, a new VAR model about the housing starts and housing price in Hong Kong is built. Four hypotheses are tested in the thesis. The first and second hypotheses are if housing starts and housing price are affected by the given exogenous variables. The third hypothesis is if the past movement of economic variables reliable in predicting future values of that variable. The last hypothesis is to test if the “high-land-price” policy really pushes up the housing price.
The empirical results found in this thesis are a little bit different to previous studies in Hong Kong and overseas. Factors which are frequently proved to be statistically significant are not significant in this study (e.g. interest rate and tender price index). Developers in Hong Kong are found to care more about the future market rather than the current market conditions. Many factors do not exert an influence directly on housing starts but indirectly through their impact to the change of the change of the housing price.
It is interesting to know that housing starts react negatively to a change in housing price. An increase in the change of housing price is a bullish signal for the developers. They will hold the land for a while until they expect the peak is coming upon the completion of a project. Therefore, the empirical results suggest the government has to introduce some policies which will lead to a fall in housing price in case that she wants to increase the supply of new private residential housing. Developers will accelerate the applications to commence construction when they expect there will be a downward trend in the housing price (which is shown by a negative change of the housing price.. / published_or_final_version / Real Estate and Construction / Master / Master of Philosophy
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The statistical properties and effectiveness of filter trading ruleXin, Ling, 辛聆 January 2013 (has links)
Filter trading rule is a technical trading strategy that was very popular amongst practitioners and has been used a lot for testing market efficiency. It has been shown that the filter trading rule is mathematically equivalent to the CUSUM quality control test as both are based on change point detection theory via sequential probability ratio tests (SPRT). To study the operating characteristics of the filter trading rule, many results from the CUSUM literature can be applied. However, some interesting operating characteristics of a technical trading rule such as expected profit per day may not be relevant when put into a quality control setting. In this thesis, we derive formulae for computing these operating characteristics.
It is well known that just like any other technical trading rule, the filter trading rule is not effective when the asset price follows a random walk. In this thesis, we studied the statistical properties and effectiveness of the filter trading rule under different asset price models including Markov regime switching model and conditional heteroskedasticity model. The properties of the filter trading rule considered include the waiting time for the first signal in filter trading, the duration of a long or a short cycle in filter trading, the profit return derived from a long or a short cycle and the unit time return of long term filter trading. Built on the above results, we consider the problem of optimizing the performance of a filter trading rule by choosing a suitable filter size.
For filter trading rule under the conditional heteroskedasticity model, the change point detection methods lead to a new technical trading rule called generalized filter trading rule in this thesis. The generalized filter trading rule is shown to have a better performance over the ordinary filter trading rule when it is applied to the trading of the Hang Seng Index futures contract. Finally, we have applied the filter trading rule to intraday trading on high frequency Hang Seng Index futures data. / published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy
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Recreational values of forests. : A case study.Andersson, Kaj January 2015 (has links)
As swedes are keen on outdoor recreation and like to spend on travels and gear for forest recreation we want to show if there is a willingness to pay for forest recreation close to home. Starting in hedonic regression we create a model using publicly available data to show how consumer preferences effect house prices. Results show that distance to forest have a small but significant impact on house prices. To conclude we state that a logarithmic model using open source data can be useful in city planning and that there is a positive effect of nearby forests on house prices.
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Selling strategy under capacity constraint in perishable good marketsWu, Ruhai 28 August 2008 (has links)
Not available / text
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Integrating commodity markets in the procurement policies for different supply chain structuresGoel, Ankur, 1976- 28 August 2008 (has links)
Not available
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