Thesis (Ph. D.)--University of Sydney, 2006. / Title from title screen (viewed 30 May 2008). Submitted in fulfilment of the requirements for the degree of Doctor of Philosophy to the Dept. of Modern Greek, Faculty of Arts. Degree awarded 2006; thesis submitted 2005. Includes bibliographical references. Also available in print form.

Thesis (Ph. D.)--University of Göttingen, 1981. / At head of title: Institute for Rural Development of the University of Göttingen. Includes bibliographical references (p. 249-253).

Thesis (M. Ed.)--University of Hong Kong, 2000. / Includes bibliographical references (leaves 163-168).

Thesis (M.Ed.)--University of Hong Kong, 2000. / Includes bibliographical references (leaves 163-168). Also available in print.

Thesis (Ph. D.)--University of Texas, 2001. / Vita. Includes bibliographical references (leaves 123-127).

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Mississippi State University has a subsonic closed return wind tunnel facility with an open test section configuration. This research analyzes the test section flow quality using a numerical approach and explain how the diffuser's collector suppresses unsteadiness. Previous experiment assessed the flow quality at the wind tunnel without the collector, and velocity was measured using a pitot-static probe and hot wire. The results show a numerical comparison between the two configurations, with and without the collector, understand the effect of the diffuser 's collector on steadiness and uniformity. This paper will describe the wind tunnel facility and give further details about the measurements tools and the set up, and then introduce the numerical method used and analyze the cases of study and their results.

In the dynamic landscape of investment, the comparison between conventional ETFs andESG-screened ETFs presents an interesting narrative of risk and return. With the ETF market soaringto $7.2 trillion in total net assets by 2021 and a surge in global enthusiasm for ESG investing, theintegration of financial and ethical considerations has become increasingly significant.This study delves into this comparison, dissecting the risk-return dynamics between conventional andESG-screened ETFs in developed markets. Against a backdrop of escalating interest in ESG criteria,two questions drive the study: How do the risk-return dynamics differ between conventional ETFs andESG-screened ETFs? Do ESG-screened ETFs outperform conventional ETFs relative to the S&P 500index? Leveraging Sharpe ratio calculations and GARCH modelling, the analysis extends into thepost-pandemic era, capturing recent market performances.Findings reveal mixed performance outcomes. While ESG-screened ETFs demonstrate stability,conventional ETFs achieve slightly higher risk-adjusted returns. Nonetheless, ESG-screened ETFsoffer stability without significant performance trade-offs, making them attractive for investors seekingalignment with ethical considerations. This research not only sheds light on ETF performancedynamics but also guides investors in integrating ESG principles into their investment strategies forbalanced financial and ethical outcomes.

A key prediction of the Capital Asset Pricing Model (CAPM) is that idiosyncratic risk is not priced by investors because in the absence of frictions it can be fully diversified away. In the presence of constraints on diversification, refinements of the CAPM conclude that the part of idiosyncratic risk that is not diversified should be priced. Recent empirical studies yielded mixed evidence with some studies finding positive correlation between idiosyncratic risk and stock returns, while other studies reported none or even negative correlation. In this thesis we revisit the problem whether idiosyncratic risk is priced by the stock market and what the probable causes for the mixed evidence produced by other studies, using monthly data for the US market covering the period from 1980 until 2013. We find that one-period volatility forecasts are not significantly correlated with stock returns. On the other hand, the mean-reverting unconditional volatility is a robust predictor of returns. Consistent with economic theory, the size of the premium depends on the degree of 'knowledge' of the security among market participants. In particular, the premium for Nasdaq-traded stocks is higher than that for NYSE and Amex stocks. We also find stronger correlation between idiosyncratic risk and returns during recessions, which may suggest interaction of risk premium with decreased risk tolerance or other investment considerations like flight to safety or liquidity requirements. The difference between the correlations between the idiosyncratic volatility estimators used by other studies and the true risk metric - the mean-reverting volatility - is the likely cause for the mixed evidence produced by other studies. Our results are robust with respect to liquidity, momentum, return reversals, unadjusted price, liquidity, credit quality, omitted factors, and hold at daily frequency.

Thesis (M. Phil.)--University of Hong Kong, 1991.