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 32 for “"Portfolio investment"”.
-
Foreign Portfolio Investment and the Financial Constraints of Small Firms
This essay examines the impact of foreign portfolio investment on the financial constraints of small firms. Utilizing a dataset of over 195,000 firm-year observations across 53 countries, I examine the impact of foreign portfolio investment on capital issuance and firm growth across countries and …
-
Investigating the impact of domestic economic dynamics on foreign portfolio investment in Namibia
… impact of domestic economics dynamics on foreign portfolio investment (FPI) in Namibia for the period 1986-2016. The study used annual and sec ondary data sourced from the Bank of Namibia (BoN), the Namibia Statistic Agency (NSA) and the World Bank. Explanatory variables such as inflation rate, …
-
An investigation of real estate as an asset class for pension funds portfolio investment in Botswana
… Real estate is held in pension fund mixed asset portfolios to match long-term liabilities. The viability of real estate as an investment asset is defined by its qualities of hedging against inflation, portfolio diversification, risk reduction, capital appreciation and steady income flows. The …
-
Legal and institutional frameworks as determinants of access to capital by developing countries
… of that country as a destination for investment either as real investment or portfolio investment for infrastructure development.
-
The role of institutions in Shaping foreign capital: Evidence from South Africa and Zimbabwe
… the impact of property rights on foreign direct investment (FDI) in Zimbabwe for the period 1964 to 2005. The empirical results indicate that property rights are consistently an important explanatory variable of FDI, even after controlling for periods when there are no significant new foreign …
-
The effects of exchange rate volatility on private capital inflows in Zambia,1992-2012
… rate, gross domestic product, foreign direct investment and foreign portfolio investment. Exchange rate volatility was estimated using the generalized autoregressive conditional heteroscedasticity (GARCH) model while its effect on private capital inflows to Zambia was captured through the …
-
The effects of exchange rate volatility on private capital inflows in Zambia,1992-2012
… rate, gross domestic product, foreign direct investment and foreign portfolio investment. Exchange rate volatility was estimated using the generalized autoregressive conditional heteroscedasticity (GARCH) model while its effect on private capital inflows to Zambia was captured through the …
-
Essays on Regional Economic Integration in East Asia
… seeks to understand the pattern of trade and portfolio investment in East Asian economies and how trade integration can affect the level of bilateral asset holdings. On the trade side, the determinants of bilateral trade flow is examined at the product level, not the aggregate, so as to assess …
-
A macroeconometric analysis of South Africa’s post-liberalisation capital inflow components
… been in the traditionally short-term forms of portfolio and other investment. Hence, in this thesis, a macroeconometric analysis of South Africa’s post-liberalisation capital flow components is conducted to investigate the extent to which their divergent impacts have complicated, or even …
-
US Financial Expansions and Exchange Rate Determination
… assets relative to commercial banking assets, portfolio investment liabilities, and the exchange rates for South Korea, Mexico, India and Brazil. I find that US finance has a negative impact on the exchange rates for South Korea, Mexico, and India.</p>
-
The Face of the Market
… of trade, (2) measures of foreign direct investment and foreign portfolio investment and (3) policy indicators of openness, in respect to democracies with (a) strong local networks or (b) weak local networks, as well as autocratic regimes with (c) strong or (d) weak local networks. A …
-
A STUDY ON INVESTMENT STRATEGIES FOR RETIREMENT PLANNING
… inputs given by investor such as number of investment instruments, income, and length of the time period before retirement using Modern Portfolio theory. The aim is to develop a retirement framework using fundamentals of Modern Portfolio Theory as per investor’s needs on asset allocation …
-
On some aspects of portfolio management
We study the on-line portfolio and the stochastic portfolio investment algorithms and test them with historical data sets. With regard to the stochastic portfolio we develop an optimal formula to manage the portfolio with daily trading in terms of the weights that are assigned to the different …
-
Cross border investment in Asean+3: A gravity model approach to Asian bond market
… established gravity model and the Coordinated Portfolio Investment Survey, the thesis studies the determinants of bilateral bond holdings in Asean+3. Financial sector development, macroeconomic factors, institution qualities and human capital are found to be significant factors that influence …
-
Applying Deep Learning on Financial Sentiment Analysis
<p>Portfolio Investment has always been appealing to investors and researchers. In the past, people tend to use historical trading information of the securities to predict the return or manage the portfolio. Nowadays, the literature has been proved that the market sentiment could predict asset …
-
An analysis of push and pull factors of capital flows in a regional trading bloc
Inflows of Foreign Direct Investment (FDI) and Foreign Portfolio Investment (FPI) into Sub Saharan Africa (SSA) between 2000 and 2014 remained a minute fraction (at only 2% and 1% respectively) of global inflows. This study seeks to explain this phenomenon by examining the push (global) and pull …
-
On the predictability of U.S. stock market using machine learning and deep learning techniques
… proving significant alternatives to portfolio managers. Chapter three focuses mainly on the application of regression training (RT) techniques to forecast the U.S. equity premium. The RT models demonstrate significant evidence of equity premium predictability both statistically and …
-
Corporate performance measures and stocks' prices returns: the case of Greece, 1992-2001
… study was to examine the perceptions and the investment strategies of market participants investing in the ASE. An empirical survey conducted from December 2003 to June 2004 asking from all user groups (official Members of the ASE, Mutual Funds Management Companies, Portfolio Investment …
-
Firms’ financial flexibility and the profitability of style investing
… when the risk factors are conditioned on firms’ investment irreversibility and the business cycle. Next, the momentum profit can be explained by (a) adjusting returns for risks using the Fama and French model that is conditioned on firms’ financial constraints and the business cycle, and (b) …
-
The predictive ability of discriminant analysis to identify takeover targets for portfolio selection
… acquisition targets. The model is tested in a portfolio selection setting to determine its ability to identify portfolios capable of performance superior to that of the market. The sample in the model building phase is composed of seventy-one firms acquired during the years of 1976 and 1977. …
Page 1 of 2