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 10 of 10 for “"Portfolio and Security Analysis"”.
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An experimental investigation of the ISEC system of stock analysis
<p>"The ISEC System of Stock Analysis was developed in 1965 by Mr. Fredrik J. Ranney of Patterson, New Jersey. The System has two main components: (1) a small analog computer which is sold or leased to subscribers of the ISEC Investment Advisory Service, and (2) data input sheets distributed to …
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An Examination of Employees' Understanding and Implementation of the Information Security Program at XYZ Engineering Center
… Due to an increase in global competition and employee dishonesty, the need for information security is on the rise. Consequently the XYZ Engineering Center faces an ever-increasing threat of industrial espionage and information theft. Employees of the Center have been given the …
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Leverage Adjustment and Credit Risk
… capital structure target, speed of adjustment and effect of speed of adjustment on credit risk.</p> <p><strong>Ⅰ:</strong> We standardize leverage ratio by underlying business risk. The methodology of standardization follows the assumption that asset value follows a geometric Brownian motion. …
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Essays on Performance Evaluation of Portfolio Managers of Mutual and Hedge Funds
… essays focusing on the performance evaluation of portfolio managers of mutual and hedge funds. The first essay shows the performance of corporate bond mutual funds tends to be estimated using models with limited empirical validation. I test several models and find considerable variation in …
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Momentum, Nonlinear Price Discovery and Asymmetric Spillover: Sovereign Credit Risk and Equity Markets of Emerging Countries and
… or default risk in both quiet (low default risk) and turbulent markets (high default risk). These market conditions create two different states of the market (world) or regimes. Investors and policy makers respond differently in the two regimes but the response in the turbulent market condition is …
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Evaluating integrated reporting quality, its determinants and its effect on sustainability in a mandatory reporting environment
… visibility, effective corporate governance and financial performance—on the JSE, political visibility is the best predictor. Also, the study finds evidence to support the assertion that IR affects sustainability. Moreover, IR quality is found to mediate the relationship between corporate …
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An Investigation Into the Economic Useful Life of Commercial Aircraft as Impacted by Maintenance and Economic Variables
… the economic useful life of commercial aircraft and the impact of maintenance and economic variables on the viability and longevity of the asset. The data sample consisted of the entire population of Boeing commercial aircraft produced between 1956 and 2021. The objective was to determine the …
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An investigation into the use of neural networks for the prediction of the stock exchange of Thailand
… by many interrelated factors such as economics and politics at both national and international levels. Predicting stock indices and determining the set of relevant factors for making accurate predictions are complicated tasks. Neural networks are one of the popular approaches used for research …
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Level Crossing Times in Mathematical Finance
<p>Level crossing times and their applications in finance are of importance, given certain threshold levels that represent the "desirable" or "sell" values of a stock. In this thesis, we make use of Wald's lemmas and various deep results from renewal theory, in the context of finance, in modelling …
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Vine copula modelling of dependence and portfolio optimization with application to mining and energy stock return series from the Australian market
… the dependence risk profile, investment risk and portfolio allocation features of seven 20-stock portfolios from the mining, energy, retail and manufacturing sectors of the Australian market in the context of the 2008-2009 global financial crisis (2008-2009 GFC) and pre-GFC, GFC, post-GFC and …