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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

Essays on state dependent pricing models

Ho, Wai-yip, Alex., 何偉業. January 2004 (has links)
published_or_final_version / abstract / toc / Economics and Finance / Master / Master of Philosophy
2

Uniform and precision pricing for a service facility

Ziya, Serhan 08 1900 (has links)
No description available.
3

A uniform-price method for contract auctions

Yang, Kangle., 楊康樂. January 2005 (has links)
published_or_final_version / abstract / Mathematics / Master / Master of Philosophy
4

Unified arbitrage pricing theory revisited: a structural equation modelling approach.

January 2004 (has links)
Lau Ho-Fung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 56-57). / Abstracts in English and Chinese. / Abstract --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Comparison between APT and CAPM --- p.4 / Chapter 2.1 --- "CAPM, APT and UAPT" --- p.4 / Chapter 2.2 --- Introduction of CAPM --- p.5 / Chapter 2.3 --- Introduction of APT --- p.6 / Chapter 2.3.1 --- Assumptions and Requirements --- p.6 / Chapter 2.3.2 --- Introduction to the estimation of UAPT --- p.6 / Chapter 2.3.3 --- Limitations of classical procedures of APT --- p.7 / Chapter 3 --- Analysis of UAPT Using Structural Equation Model and Its Im- plementation in LISREL --- p.9 / Chapter 3.1 --- Introduction to SEM with LISREL Implementation --- p.9 / Chapter 3.1.1 --- The first stage of APT and the LISREL Model --- p.9 / Chapter 3.2 --- Estimation of APT by SEM --- p.12 / Chapter 3.2.1 --- Combining the two stages in classical method in APT by SEM --- p.12 / Chapter 3.2.2 --- Incorporating both observable and unobservable factors in APT (UAPT) by SEM --- p.15 / Chapter 3.2.3 --- LISREL Implementation --- p.16 / Chapter 4 --- Simulation --- p.19 / Chapter 4.1 --- Simulation Procedure --- p.19 / Chapter 4.2 --- Results --- p.23 / Chapter 5 --- Empirical Study on Hong Kong Stock Market --- p.26 / Chapter 5.1 --- Description and source of the data --- p.26 / Chapter 5.2 --- The Goodness-of-fit Indexes in LISREL --- p.28 / Chapter 5.2.1 --- The normed fit index (NFI) --- p.29 / Chapter 5.2.2 --- The non-normed fit index (NNFI) --- p.29 / Chapter 5.2.3 --- The comparative fit index (CFI) --- p.29 / Chapter 5.3 --- The Structure of our LISREL Model --- p.30 / Chapter 5.4 --- The Five Models in the Empirical Analysis --- p.31 / Chapter 5.5 --- Results --- p.32 / Chapter 5.6 --- Conclusion --- p.33 / Chapter 6 --- Conclusion and Discussion --- p.35 / Appendix --- p.37 / Chapter A --- Example of LISREL Implementation --- p.37 / Chapter B --- Simulation Design and Simulation Result --- p.39 / Chapter C --- Result of Empirical Study --- p.50 / Bibliography --- p.56
5

The interface of the structural equation model and the arbitrage pricing theory.

January 2004 (has links)
Li Ming-Yin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 115-116). / Abstracts in English and Chinese. / Abstract --- p.i / Declaration --- p.iii / Acknowledgment --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- The Arbitrage Pricing Theory --- p.3 / Chapter 2.1 --- Model and Assumptions --- p.3 / Chapter 2.2 --- Derivation of the APT --- p.5 / Chapter 2.2.1 --- Factor Risk Premia --- p.7 / Chapter 3 --- The Classical Approach --- p.8 / Chapter 3.1 --- Factor Analysis --- p.8 / Chapter 3.2 --- The Cross-sectional Regression --- p.11 / Chapter 3.3 --- Critiques Concerning the 、APT --- p.12 / Chapter 4 --- The Structural Equation Model Approach --- p.15 / Chapter 4.1 --- Combining the Factor Model and the Pricing Equation --- p.15 / Chapter 4.2 --- Framework of the SEM with Mean Structure --- p.16 / Chapter 4.3 --- Applying the SEM Approach to the APT --- p.19 / Chapter 4.4 --- Merit of the SEM Approach --- p.20 / Chapter 5 --- Simulation Study --- p.22 / Chapter 5.1 --- Simulation Design --- p.22 / Chapter 5.2 --- Insight from the Simulation Study --- p.26 / Chapter 5.2.1 --- Factor loading. B --- p.26 / Chapter 5.2.2 --- Factor covariance matrix. Φ --- p.26 / Chapter 5.2.3 --- "Risk-free rate, rf" --- p.27 / Chapter 5.2.4 --- "Risk premium, λ" --- p.28 / Chapter 5.2.5 --- "Sample size, T" --- p.29 / Chapter 5.2.6 --- Other findings --- p.29 / Chapter 6 --- Empirical Study --- p.30 / Chapter 6.1 --- Specification of the Data --- p.30 / Chapter 6.2 --- Procedures for the SEM Approach --- p.31 / Chapter 6.3 --- Procedures for the Classical Approach --- p.35 / Chapter 6.4 --- Model Interpretation --- p.36 / Chapter 6.5 --- Difficulties Encountered --- p.37 / Chapter 7 --- Conclusion and Discussion --- p.39 / Chapter A --- Result of the Simulation Study --- p.40 / Chapter B --- Result of the Empirical Study --- p.105 / Chapter C --- LISREL Program for the Empirical Study (by the SEM Ap- proach) --- p.111 / Bibliography --- p.115
6

Supply chain modeling pricing, contracts and coordination. / Supply chain modelling : pricing, contracts and coordination / CUHK electronic theses & dissertations collection / Digital dissertation consortium

January 2002 (has links)
Thesis (Ph.D.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (p. 123-132). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest Information and Learning Company, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.
7

The profit maximising pricing model

Jackson, Cecil Wilfred January 1988 (has links)
No description available.
8

Arbitrage pricing theory revisited: structural equation models with stochastic constraints.

January 2005 (has links)
Choy Man Wah Minnie. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 83). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- The Analysis of APT using SEM --- p.3 / Chapter 2.1 --- The APT model --- p.3 / Chapter 2.2 --- The structural equation model approach --- p.5 / Chapter 3 --- Incorporating stochastic constraints into the SEM analysis of APT --- p.8 / Chapter 3.1 --- Introduction --- p.8 / Chapter 3.2 --- Bayesian analysis of stochastic constraints --- p.9 / Chapter 3.3 --- Three types of structures for T I --- p.10 / Chapter 3.3.1 --- Case 1: T = (σ2Imxm --- p.10 / Chapter 3.3.2 --- "Case 2: r is a diagonal matrix with diagonal elements σ2j for = 1, …,m" --- p.13 / Chapter 3.3.3 --- Case 3: Γ is a general positive definite matrix --- p.14 / Chapter 3.4 --- Estimation of parameters using the Mx program --- p.16 / Chapter 4 --- Empirical study on Hong Kong stock market --- p.17 / Chapter 4.1 --- Information of data --- p.17 / Chapter 4.2 --- Source of data --- p.17 / Chapter 4.3 --- Lisrel model with exact constraints --- p.19 / Chapter 4.3.1 --- The resultant model --- p.20 / Chapter 4.4 --- Lisrel model with stochastic constraints --- p.21 / Chapter 4.4.1 --- Result --- p.22 / Chapter 5 --- Simulation study --- p.35 / Chapter 5.1 --- Simulation design --- p.35 / Chapter 5.2 --- Simulation procedure --- p.40 / Chapter 5.3 --- Simulation result --- p.41 / Chapter 5.3.1 --- Sample size --- p.41 / Chapter 5.3.2 --- Analysis methods (constraints) --- p.42 / Chapter 5.3.3 --- Factor loadings --- p.43 / Chapter 5.3.4 --- Factor correlation matrix --- p.43 / Chapter 5.3.5 --- Risk premia --- p.43 / Chapter 5.3.6 --- Overall result --- p.44 / Chapter 6 --- Conclusion and discussion --- p.45 / Appendices --- p.46 / Chapter A --- Simulation result - Mean --- p.47 / Chapter B --- Simulation result - Bias --- p.56 / Chapter C --- Simulation result - RMSE --- p.65 / Chapter D --- Mx input script --- p.74 / Chapter D.l --- Stochastic constraints Case 1 --- p.74 / Chapter D.2 --- Stochastic constraints Case 2 --- p.77 / Chapter D.3 --- Stochastic constraints Case 3 --- p.80 / Bibliography --- p.83
9

The cooperative and competitive strategies in a supply chain with a group buying mechanism. / CUHK electronic theses & dissertations collection

January 2006 (has links)
Song Xiping. / "August 2006." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (p. 136-142). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts in English and Chinese.
10

A simple model of price competition between chain stores.

January 2011 (has links)
Lam, Wing Tung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 43-45). / Abstracts in English and Chinese. / Chapter 1. --- Introduction --- p.1 / Chapter 2. --- Literature Review --- p.3 / Chapter 3. --- Model Setting --- p.8 / Chapter 4. --- Equilibria of Price Competition --- p.12 / Chapter 5. --- Equilibrium number of outlets --- p.20 / Chapter 5.1 --- Equilibrium number of outlets when almost all consumers are naive --- p.22 / Chapter 5.2 --- Equilibrium number of outlets when almost all consumers are sophisticated --- p.23 / Chapter 6. --- Incentive for Obfuscation --- p.26 / Chapter 7. --- Conclusions --- p.27 / Chapter A. --- Appendix --- p.28 / Chapter A.1 --- An Example of Equilibrium with a Disproportional Pricing Strategy --- p.28 / Chapter A.2 --- An Example in which a Pure Strategy Equilibrium does not exist for Stage 1 --- p.29 / Chapter A.3 --- Formal Proofs --- p.31

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