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 20 of 21 for “"Financial risk management"”.
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Risk Management Practices in Saudi Listed Companies: An Institutional Perspective
… institutional sociology perspective to examine financial risk management practices adopted by Saudi listed companies and identify the factors that influence these practices. In Islamic shariah law, using conventional derivatives is prohibited and so this thesis aims to determine if there is an …
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Marketing's role in successful new product development in commercial, investment and merchant banks
… product development success is important in the financial risk management market in which commercial, investment and merchant banks compete fiercely. Based on peer evaluation seventeen banks were identified as innovative, that is to say; active new product developers in the financial risk …
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Missouri Farmers' Perceptions of Climate Change, Adaptation Strategies and the Adoption and Diffusion of Market-Oriented Risk Management Strategies
… occurring. We further analyze the diffusion of financial risk management instruments among farmers in Missouri to uncover associations between perception of climate change and the utilization or adoption of income guarantee financial tools, as well as other risk management instruments such as …
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Essays on the effective integration of risk management with operations management decisions
… firms' exposure to business uncertainties and risks are continuously increasing as they strive to meet dynamically changing customer needs under intensifying competitive pressures. Consequently, modern supply chains are continuously evolving to effectively manage these uncertainties and the …
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A new constraint-based algorithm to learn Bayesian network structure from data: Control of Spurious Pairwise Information (CSPI)
… of Bayesian networks in many fields, such as financial risk management, bioinformatics and audio-visual perception, to name just a few. However, learning the network structure from data requires an exponential number of conditional independence tests; several algorithms have been proposed in …
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Risk management in the cost planning and control of building projects : the case of the quantity surveying profession in Kenya
This thesis examines financial risk management in the cost planning and cost control of building projects in Kenya. The quantity surveying professional in Kenya is faced with poor access to the recorded cost data needed for preparing final building cost estimates and for budget prediction. This …
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A comparative evaluation of machine learning models for stock price prediction and uncertainity estimation
… which helps with model selection for practical financial forecasting. Four models were tested for point forecasting: Random Forest (RF), Gradient Boosting (GB), Multi-Layer Perceptron (MLP), and a hybrid stacking ensemble composed of multiple base learners. For uncertainty quantification, three …
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Integrating Groundwater Conservation and Risk Mitigation under Uncertainty: Strategies for Sustainable Aquifers and Agriculture
… groundwater conservation policies with financial risk management strategies can simultaneously achieve aquifer sustainability and maintain economic stability for farmers. The research specifically focuses on the Sheridan-6 Local Enhanced Management Area (LEMA) in Kansas, U.S.A, an …
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Risk management in Australian manufacturing exports : the case of letters of credit to ASEAN
… is the aspect of payment. In the context of financial risk management, Letters of Credit enable the exporter to substitute the credit risk of the buyer with that of his bank. The Letter of Credit is a conditional payment guarantee, relying on one hundred per cent documentary accuracy to …
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Modeling risk of the multi-period market portfolio: an equilibrium-based approach
This thesis studies risk of the multi-period market portfolio, both instantaneously and over time, using an equilibrium-based approach. For instantaneous properties, we first show that the representative investor‟s problem of maximizing the expected utility of lifetime consumption, aka Merton‟s …
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Multi-period market risk estimation and performance evaluation : evidence from univariate, multi-variate and options data
There are different risk management approaches available, as different firms have different risk goals. Value at risk (VaR) is the most frequently used risk measure for asset or portfolio risk and certainly, per the Basel framework, is a preferred measure for market risk for banks and financial …
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The impact of ESG ratings on financial distress : a study of the aviation industry
… aims to investigate the impact of ESG on financial distress risk for the airline industry. Additionally, the study distinguishes between low-cost and full-service airlines, acknowledging potential variations in their business models. The sample comprises of 45 airlines all over the world …
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Essays on financial econometrics : variance and covariance estimation using price durations
Asset variance and covariance are fundamental for financial risk management and many finance applications. With the advent of tick-by-tick high-frequency data, the estimation of univariate variances and multivariate covariance matrices has attracted more attention from econometricians. Many of the …
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Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
… proposals for enhancing the stability of the financial system include requirements that banks hold some form of contingent capital, meaning equity that becomes available to a bank in the event of a crisis or financial distress. Specific proposals vary in their choice of conversion trigger and …
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On the analysis of stochastic optimization and variational inequality problems
… in power, transportation, communication and financial systems have stemmed from the way these networked systems operate and also how they interact with one another. Uncertainty influences the design, regulation and decisions of participants in several engineered systems like the financial …
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Contagion and Systemic Risk in Financial Networks
The 2007-2009 financial crisis has shed light on the importance of contagion and systemic risk, and revealed the lack of adequate indicators for measuring and monitoring them. This dissertation addresses these issues and leads to several recommendations for the design of an improved assessment of …
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