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 92 for “"Rebalancing"”.
-
Rebalancing strategies for synthetic call options
… Black-Scholes (BS) call premiums. Three rebalancing methods are implemented to trigger changes in the stock/debt mix: time--the portfolio is changed at fixed intervals, delta--after the delta value changes by certain percentages, and stock--when the stock changes by specified percentages. …
-
Targeting Seasonal Marketing Campaigns: Rebalancing Exploration and Exploitation
Once a firm has a targeting policy, the firm incurs an opportunity cost when varying its action to learn how to improve that policy. This results in what is classically considered an exploration vs. exploitation tradeoff. This tradeoff is widely studied in online learning domains. However, firms …
-
Rebalancing the Major League Baseball Through Social Investment
… to simulate the impacts of existing and novel rebalancing mechanisms. The comprehensive analysis begins by detailing the financial landscape of MLB, highlighting the disparities in revenue streams between teams and their consequences on competitive balance. Using a clustering approach, teams …
-
Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
… in the underlying asset dynamics. With discrete rebalancing, the portfolio's composition is restored to a set of fixed target weights at discrete intervals; with continuous rebalancing, the target weights are maintained at all times. We examine the difference between the two portfolios as the …
-
Stateless node rebalancing and stateful building blocks for limitless autoscaling
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2027-05-01
-
Static and dynamic models for rebalancing and charging battery-powered mobility
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2027-05-01
-
Maintaining optimal CEO incentives through equity grants and CEO portfolio rebalancing
… levels through equity grants and CEO portfolio rebalancing. I investigate two equity-based CEO incentives, pay-for-performance sensitivity and risk-taking incentive. Pay-for-performance sensitivity is defined as the change in CEO wealth for a given change in the firm's stock price, while …
-
On-demand high-capacity ride-sharing via dynamic trip-vehicle assignment with rebalancing
On-demand ride-sharing systems with autonomous vehicles have the potential to enhance the efficiency and reliability of urban mobility. However, existing ride-sharing algorithms are unable to accommodate high capacity vehicles and do not incorporate future predicted demand. This thesis presents a …
-
Optimizing Bike Sharing Systems: Dynamic Prediction Using Machine Learning and Statistical Techniques and Rebalancing
… There are three major ways to address the rebalancing issue: static, dynamic and incentivized. The incentivized approaches make use of the users in the balancing efforts, in which the operating company incentives them to change their destination in favor of keeping the system balanced. The …
-
Does Regulatory Scrutiny Change Investment Behavior? Evidence of Suboptimal Portfolio Rebalancing After the Financial Crisis
… can no longer benefit from tax savings. However, rebalancing these portfolios after the financial crisis would entail recognizing additional losses during a time period when their financial performance was under stress and their industry was under increased scrutiny. I examine portfolio …
-
Rebalancing acts?: an evaluation of the changes to the right of silence and pre-trial disclosure
This thesis examines the direct and indirect effects of the curtailment of the right of silence, (ss34-38 of the Criminal Justice and Public Order Act 1994), and the pre-trial disclosure regime created by Part 1 of the Criminal Procedure and Investigations Act 1996. The effects are explored through …
-
The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania
Banks are vital for economic growth and development as they mobilise and channel the flow of funds from surplus to deficit units and help to finance government expenditure by investing in government securities, among other activities. Bank activities are especially crucial in developing countries, …
-
Towards A Robust Integrated Urban Mobility System: Public Transit and Ride-Sharing Systems
… The first three studies focus on the vehicle rebalancing problem, which is one of the most critical strategies in ride-sharing operations. An effective rebalancing strategy can significantly reduce empty miles traveled and reduce customer wait times by better matching supply and demand. While …
-
Fault Lines
… between the geological tectonic stress and rebalancing process and the human experience of stress, disruption, and rebalancing. The composition allows an opportunity for an electronic performer’s artistic variation from performance to performance based on the choices of sounds relevant to …
-
Optimal execution for portfolio transactions
… run into this issue during periodic portfolio rebalancing or transition between asset managers. The costs of rebalancing can be broadly broken into trading costs (both the transaction cost and the market impact) and the opportunity costs of delaying the execution and bearing the risk of …
-
Uncovering the genetic basis of seed amino acid composition in arabidopsis using a multi-omics integrative approach
… the proteome, mutant seeds have demonstrated a rebalancing phenomenon where even large alterations to the amino acid composition activate a compensation mechanism that returns amino acid levels to a comparable composition to the wild-type. Although a lot is known about amino acid metabolic …
-
Cognitive error in the measurement of investment returns
… to benefit from high asset volatility and large rebalancing trades. This thesis demonstrates that any increase in the expected geometric mean associated with rebalancing is likely to be due to reduced volatility drag, and that simpler strategies involving lower transactions costs are likely to be …
Page 1 of 5