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 20 of 46 for “"Investment portfolio"”.
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The role of farmland in a mixed asset investment portfolio
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-04-06 without embargo terms
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Evaluation of the growth of NAPSA’s investment portfolio from 2015-2020.
… of the National Pension Scheme Authority’s investment portfolio spanning the years 2015 to 2020. NAPSA, as a significant player in pension fund management within the designated period, has witnessed notable transformations in its investment strategies, reflecting on the overall growth of its …
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Evaluation of the growth of NAPSA’s investment portfolio from 2015-2020.
… of the National Pension Scheme Authority’s investment portfolio spanning the years 2015 to 2020. NAPSA, as a significant player in pension fund management within the designated period, has witnessed notable transformations in its investment strategies, reflecting on the overall growth of its …
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Maksimalaus pelno-rizikos santykio uždavinys /
… main subject of the final Bachelor thesis is the investment portfolio optimization problem, which has the objective to maximise profit-risk ratio by using a methods of the linear algebra and Harry Markowitz modern portfolio theory. By the time world is noticeably modernizing and the global economy …
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Investavimo į investicinius fondus galimybių analizė /
The bachelor‘s thesis aims to explore investments in mutual funds. The thesis consists of two parts: theoretical and empirical. The theoretical part of thesis is split into two parts. The first theoretical part analysed mutual funds. Lithuanian and foreign scientific literature revealed evolution, …
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ESSAYS ON DIGITAL CURRENCY
… the most popular cryptocurrency, is a good investment vehicle for diversifying an investment portfolio by testing its systematic risk. The chapter also estimates the optimal proportion of Bitcoin that should be included in an investment portfolio. The observation period in this chapter is …
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Ūkio sektorių akcijų portfelio sudarymas ekonominio pakilimo ir nuosmukio fazėse /
… fluctuations with the goal of offering an investment portfolio formation model during different business cycles, i.e. the periods of expansion and recession. Such methods as analysis of scientific literature, systemization, grouping, detailing of information and graphic representation are …
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A model of pension portfolios with salary and surplus process
… In the investigation of the management of the investment portfolio, we only use one risky asset together with a bond and cash as other assets in a continuous time framework. The particular model is very much designed according to the members’ preference and then the funds are invested by the …
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Evaluating the Impact of Equipment Investments on Olympic Medal Probabilities for Australian Professional Cyclists
… approach at selecting an efficient equipment investment portfolio for AusCycling that results in high medal probability. Using machine learning techniques, we first build a CATBoost prediction algorithm that classifies future Olympic performance into the categories of “earn a medal”, “close to …
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Contributions to modern portfolio theory
… with the problem of selecting a single investment portfolio from a large number of possible combinations of available assets. In South Africa the set of possible portfolios has become even larger with the gradual relaxing of the constraints on foreign investment from 1995 to the present …
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Directionality in time series and its applications
… directionality trading rules for investment portfolio; prediction of unstable financial periods; and possible early warning of epileptic seizures.
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The Determinants of Success in Venture Capital Finance
… literature. Venture capitalists' choices of portfolio size, distance from portfolio firms, location, and to some extent, level of diversification in their investment portfolio, are all significant factors in explaining the success rates of venture capital funds. These results are robust even …
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Predicting mergers and acquisitions using machine learning
… a robust ensemble model for potential use in an investment portfolio. The algorithms were trained on a comprehensive historical dataset with diverse financial indicators. Given the considerable amount of missing values in the dataset, imputation was applied to allow all algorithms to function …
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Beyond real estate : examining global real asset allocation frameworks for institutional investors
… institutional investors from allocating major investment in real estate. In management of a dynamic investment portfolio, how institutional investors look at certain real assets is the key issue discussed in this thesis. Infrastructure, for instance, which can refer to roll roads, shipping or …
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Merton Investment Problem for the Hawkes-based Risk Model
We study the Merton investment problem in insurance where the risk process is based on the general compound Hawkes process. That means the arrival of claims modeled with a Hawkes process and the modeled claim sizes follow a finite number of fixed jump sizes governed by a Markov chain evolution. The …
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Liquid real estate investment fund in Latin America : analysis of worldwide best practices and portfolio proposal
… as real estate increasingly becomes a global investment option, investors around the world turn their attention to real estate emerging markets, such as the Latin American one, looking for i) attractive returns, ii) diversification and iii) the option of liquidity. The latter characteristic, …
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A Firm-Level Model for Commercial Banks Servicing Agriculture: A Multi-Stage Stochastic Programming Approach
… used; and (7) arbitraging may occur in banks' investment portfolio as additional funding is used.
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Goal programming for pension fund portfolio modeling
… programming technique applicable to pension fund portfolio modelling, and, to develop a working model for the University of Manitoba Pension Plans in order to develop an in-year investment strategy. Apart from developing a diversified investment portfolio, this thesis also deals with a demand …
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Essays in Real Estate Pricing
"Second, real estate investment trusts are used to pursue two related research questions: (a) Can a firm's characteristics be used to determine its pricing (as measured by the firm's dividend yield)? (b) After adjusting for these characteristics, do ""value"" firms outperform ""growth"" firms? The …
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