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Thesis (D.B.A.)--Victoria University (Melbourne, Vic.), 2007. / Includes bibliographical references.

Inaug. diss.-Würzburg. / "Benützte werke, broschüren, statistiken tisw.": 1 p. facing p. 1.

Thesis (Ph. D.)--George Washington University, 1989. / Includes bibliographical references (leaves 217-226).

Thesis (Ph. D.)--West Virginia University, 2005. / Title from document title page. Document formatted into pages; contains v, 295 p. : map. Includes abstract. Includes bibliographical references (p. 277-294).

The explicit consideration of certain types of uncertainty, in the analysis of investment opportunities, has become practical for the modern day decision maker. However, uncertainty analysis has generally been concerned with the probabilistic nature of future cash flows of investment opportunities. The uncertainty of cash flows, while extremely important in analysis, is by no means the only type of uncertainty which faces the decision maker. This thesis investigates another dimension of uncertainty by explicitly considering the possibility of better investment opportunities occurring in the future. A model is developed which approximates the interarrival time of investment opportunities by a sequence of independent and identically distributed random variables. The interarrival times are assumed to have a negative exponential probability density function, which corresponds to an Erlang family of probability density functions for the n th - order interarrival time. The present value, at the time the investment opportunity occurs, is assumed to be an element of a sequence of independent and identically distributed random variables. The distribution from which these random variables are drawn is assumed to be known. Using these independent families of random variables, a general model is developed. The above model is extended to take into account the effect of spending money in search of better investment opportunities. The amount spent on search is assumed to have an effect on the arrival rate of investment opportunities. Using the model described above, a number of interesting problems are analyzed. For a large class of problems the analysis determines the following: a) The expected value of continuing in search of better investment opportunities for a particular investment policy. b) The optimal investment policy which maximizes the expected value of continuing to search. c) The optimal level of search for a particular investment policy. d) The expected time until an acceptable investment, as defined by the investment policy, occurs. Numerical examples are formulated and numerical results for the above are determined. / Business, Sauder School of / Graduate

This study began with the question of whether the press is conveying messages that contain speculation of future events as opposed to the recounting of current events. Speculative language is a form of subjective speech and as such its presence in press content defies the journalist principle of objectivity. The analysis sought to identify two newspaper's use of speculative language within headlines in the news sections. Two other variables considered were article placement, and the ownership structure of the news organizations. Previous research supports the claim that the ownership structure of an organization can influence the content it publishes (Lacy, 1986). With this in mind, the study attempted to determine if these variables have an affect on the nature or frequency of speculative language in news content. The researcher explored the question of speculative language in the press by analyzing headlines from the A (Main) and Local sections from two Florida newspapers, the corporately owned Orlando Sentinel and the independent St. Petersburg Times. The researcher chose to study headlines because they convey the newsworthiness of the story and former research confirms that reader perceptions of a news account can depend on the headline (Pfau, 1995; Tannenbaum, 1953). The aim was to comparatively study the news headlines through quantitative content analysis of the language used.

Many professional traders, hedgers, and institutional investors utilise spread trading to engage in the futures market. Most of the literature dedicated to futures spreads was published between the late 1970s and early 1990s, and has partly lost its relevance. This is because of the emergence of new financial instruments, changed relationships and regulations within the financial industry and, furthermore, the advent of round-the-clock electronic trading which has increased the number of players and liquidity of futures markets many times over (Hull, 2006). Hence, there is a need to explore futures spreads from a contemporary perspective. The six publications which form the basis of this PhD examine futures spreads from different perspectives. They address questions surrounding spreads systematisation, classification and analysis. The thesis develops a new framework for futures spreads analysis which has practical application as an investment tool. This thesis makes a contribution to theory and practice in the area of futures spreads. The research results could find wide application in the futures industry and of interest to the research community.

Two important trends in computer systems are that applications are moved to the Internet as web applications, and that computer systems are getting an increasing number of cores to increase the performance. It has been shown that JavaScript in web applications has a large potential for parallel execution despite the fact that JavaScript is a sequential language. In this thesis, we show that JavaScript execution in web applications and in benchmarks are fundamentally different and that an effect of this is that Just-in-time compilation does often not improve the execution time, but rather increases the execution time for JavaScript in web applications. Since there is a significant potential for parallel computation in JavaScript for web applications, we show that Thread-Level Speculation can be used to take advantage of this in a manner completely transparent to the programmer. The Thread-Level Speculation technique is very suitable for improving the performance of JavaScript execution in web applications; however we observe that the memory overhead can be substantial. Therefore, we propose several techniques for adaptive speculation as well as for memory reduction. In the last part of this thesis we show that Just-in-time compilation and Thread-Level Speculation are complementary techniques. The execution characteristics of JavaScript in web applications are very suitable for combining Just-in-time compilation and Thread-Level Speculation. Finally, we show that Thread-Level Speculation and Just-in-time compilation can be combined to reduce power usage on embedded devices.

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