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.
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Showing 1 to 3 of 3 for “"Factor modelling"”.
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Latent factor modelling of disability
… data and involves the application of latent factor structural equation methods to the study of the economics of disability and disability policy in later life, a topic which is currently very high on the policy agenda. It comprises four studies. The first chapter investigates the presence of …
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Essays in Asset Pricing
… asset pricing. Given traditional stock returns factor modelling and the prominence of the market factor, beliefs about market re- turns represent a natural primitive for expectations of stock prices. As the desire to increase market exposure generates excess demand for high beta assets from con- …
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Advances in Risk Parity Portfolio Optimization
… regime. The result is a Markov regime-switching factor model of asset returns from which we can naturally derive regime-dependent parameters for use during optimization. The final component of this thesis addresses the fundamental limitations of risk parity: its lack of accountability for the …