Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 18 of 18 for “"Asset portfolio"”.
-
Exploring optimal mixed-asset portfolio allocation : hedge funds and private equity vs. real assets
… especially investors managing institutional portfolios. Global GDP growth has been slowed, and the performance of traditional assets - equities and bonds - alone are often not able to satisfy the various risk and return objectives that institutional investors seek in their portfolios. Amid …
-
The Influence of Inflation on Consumer Asset Choice
… the influence uncertainty has upon the consumer asset portfolio. Of particular interest is whether inflation uncertainity induces changes in asset portfolio weights. The influence inflation and inflation uncertainity have upon the consumer asset portfolio has recently received considerable …
-
The Capital Structure Decision in The Banking Firm (Financial Institutions, Decision-Making)
… regulatory constraints on capital structure and asset portfolio selection, but otherwise operating in increasingly deregulated markets for sources and uses of funds. This approach contrasts with the traditional regulatory view of the problem.
-
Optimal bank portfolio choice and bank regulation: The Indonesian case
… the optimal bank size, the effect of a bank's assets on its return, and the effect of a bank's capital adequacy ratio on its asset portfolio and returns. The model is calibrated using Indonesian data, because there is no deposit insurance and banks are not restricted to branch. Thus, it is …
-
REIT here, REIT now : should the UK consider the introduction of a REIT-style vehicle
… and regulations. The second section uses Modern Portfolio Theory to examine the benefits of a securitised property vehicle within a mixed asset portfolio. The exercise tests the theory that the UK Public Limited Company is at a disadvantage to the American REIT and the Australian Listed Property …
-
Application of Regime Switching and Random Matrix Theory for Portfolio Optimization
… of regime switches for stock market returns and portfolio optimisation. The key stylized facts regarding regime switching for stock index returns is that boom periods with positive mean stock returns are associated with low volatility, while bear markets with negative mean returns have high …
-
Towards sustainable microfinance: The case of Capitec Bank and Grameen Bank
… operational self-sufficiency, and healthier asset portfolio. This finding underlines South Africa’s financial sector’s stability, institutional quality, competitive market, and solid regulatory framework. The sustainability criteria suggest that Capitec Bank and other South African MFIs …
-
Modelling of asset allocation in banking using the mean-variance approach
Bank asset management mainly involves profit maximization through invest- ment in loans giving high returns on loans, investment in securities for reducing risk and providing liquidity needs. In particular, commercial banks grant loans to creditors who pay high interest rates and are not likely to …
-
A theoretical and empirical analysis of the effects of deregulation in the 1980's on S&L asset portfolios
… of the actual changes in Federal S&L asset portfolios following the deregulation of the 1980's which loosened the restrictions on the amount of non-housing related lending that Federal S&L's could undertake. In particular the study focuses on the effects of deregulation and the forces …
-
Taking it to the extremes: understanding the role of assets in older people’s vulnerability, resilience and adaptation to extreme temperatures
… a framework for understanding the role of assets in shaping vulnerability, resilience and adaptation, as well as the interactions between these concepts. This thesis contributes to these emerging bodies of research by offering an interdisciplinary exploration and analysis of the factors …
-
Residential Real Estate Investment in Emerging Economies: The Case of Ghana
… general inflation. Compared with other Ghanaian asset classes, residential real estate shows both a rate of return and a level of risk which sit between those on fixed income and equities investments, in line with fundamental theory and experience in other countries. As in other countries, …
-
A pragmatic approach to multi-objective optimisation for portfolio asset management
Among the reliability engineering and asset management problems addressed in the literature, those pertaining to multi-unit systems have particularly intrigued researchers because of their profound effects on the organisational performance. Despite impressive strides made in improving maintenance …
-
An analysis of Sovereign Wealth Funds and international real estate investments
… of reports predict the swelling of SWF combined assets from its current figure of $3-4 trillion to $8-12 trillion by 2015. It is also expected that a continuous growth in fiscal surpluses and accumulation of wealth by SWF nations may soon make the combined size of SWFs bigger than other capital …
-
Dynamic Criticality Analysis of Industrial Assets and System
… to ensure that resources are spent on those assets where it does the most good. As a result, one of the vital tenets of maintenance and assets management is the belief that it is important for organisations to identify their “critical” assets. Criticality analysis, a well-recognised method …
-
The Performance Of Alternative Interest Rate Risk Measures And Immunization Strategies Under A Heath-Jarrow-Morton Framework
… strategies in the form of immunization portfolios using duration, convexity, and M-square are still widely used in bond portfolio management today. This study addresses the question of how traditional risk measures and immunization strategies perform when the term structure evolves in …
-
Estimating the cost of deposit insurance for a commercial bank following an optimal investment strategy
Commercial banks play a dominant role in facilitating the economic growth of a country by acting as an intermediary between the de cit spending unit (borrowers) and the surplus spending unit (lenders). In particular, they transform short-term deposits into medium and long-term loans. Due to their …
-
European Student Housing: Sector Capitalization, Drivers and Investment Characteristics
… characteristics, drivers and performance of this asset class. Over the last decade the sector has grown substantially, but there has been little done to track the sector. This research, through access to transactional data from 2007 to 2017, created a hedonic index for both the UK and Europe which …
-
A stochastic programming framework for financial intermediaries liquidity in South Africa
… caused by low real interest rates stimulating an asset price bubble fuelled by new financial products that were not stress-tested and that failed in the downturn. Large depository institu tions face the question of how to optimally utilise funds and manage liquid ity problems. The existing …