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 86 for “"Risk-Sharing"”.
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Labor risk sharing
In this paper we aim to test the extent of labor risk sharing exists in thai village economies. Specifically we test the null hypothesis of full risk sharing at the village level. We outline a simple planner's problem that motivates our empirical specification. Our empirical specification consists …
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ESSAYS ON INTERNATIONAL RISK SHARING
International risk sharing is an intertemporal utility maximizing process in which countries of different economic prospects engage in cross-border trade and financial asset transactions to mitigate impacts of idiosyncratic income shocks on consumption. Measuring the extent of international risk …
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Essays on Risk Sharing and Pricing
… in nontraded industries are a central risk factor driving asset prices in all countries. This is because nontraded industries entail a growth risk that is mostly non-diversifiable, and constitute the largest component of gross domestic product (GDP) of a country. Supportive empirical …
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Peer-to-peer insurance and risk sharing
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-05-01
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Understanding risk sharing mechanisms for brownfields redevelopment
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1997.
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Essays On Consumption Risk-Sharing In Emerging Economies
… on capital market integration and consumption risk sharing in emerging economies. I identify threshold effects in terms of financial market integration to demarcate regimes with varying extent of international risk sharing in emerging economies. In Chapter 2, I study a model of a small open …
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Essays on Corporate Finance and Interstate Risk Sharing
… between bank deregulation and interstate risk sharing. </p> <p>In the first essay, I study the use of commodity derivatives among U.S. oil and gas producers. Using hand-collected data, I find large variations in hedging intensity and hedging profits. On average, firms generate …
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Risk sharing in brownfields redevelopment : a case study approach
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1997.
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Risk Sharing and Asset Returns in Stochastic Endogenous Growth Models
… can trade shares in a stock company and a risk free bond in financial markets, but cannot (directly) insure against idiosyncratic production (income) risk. A simple characterization of the unique (constrained efficient) equilibrium is provided. The calibrated model economy is as successful …
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Risk sharing in contracts : the use of fuel surcharge programs
Various industries employ risk sharing contracts to manage the risks and volatility associated with commodity prices, inaccurate customer demand forecasts, or unpredictable events. For example commodity futures that enable hedging, vendor buy-back programs, and insurance policies are examples of …
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Impact of risk sharing on competitive bidding in truckload transportation
The purpose of this research was to evaluate whether a shipper's fuel surcharge (FSC) program affected its per-load transportation costs in the United States full-truckload (TL) transportation industry. In this study, we restricted transportation costs to line-haul charges and fuel surcharge …
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Economic analysis of drug policies on antibiotics and risk-sharing contracts
… analysis of drug policies: antibiotics and risk-sharing contracts, is part of the research line in Health Economics of the Doctoral Programme in Business Economics of the University of La Rioja. The development of this thesis has been carried out within the Research Group in Health Economics …
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Flexible compensation as a risk sharing device : implications for industrial relations and corporate finance
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1990.
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Managing risks in energy capital projects -- the value of contractual risk-sharing in CCS-EOR
… energy capital projects in light of the various risks faced by these projects. The risks can be categorized as exogenous risks (not in control of involved entities) and endogenous risks (arising from sub-optimal decisions by involved entities). A dominant reason for poor project performance is …
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The Impact of Conditional Cash Transfer Programs Under Risk-Sharing Arrangements: Schooling and Consumption Smoothing in Rural Mexico
… paper develops and estimates a model of informal risk sharing with limited commitment that incorporates children's school attendance choices. The model is estimated using Mexican rural villages data from the PROGRESA experiment and is used to analyze how the presence of informal risk sharing …
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Essays in financial economics
… macroeconomic dynamics depends on the degree of risk sharing in the economy and the origin of uncertainty. I develop a general equilibrium model with imperfect risk sharing and two sources of uncertainty shocks: (i) cash-flow uncertainty shocks, which affect the idiosyncratic volatility of firms' …
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Banking and optimal design
… restrictions, in shaping the distribution of risk-taking and market power among large non-bank financial institutions. Institutions trade to hedge risks, but market concentration leads to constrained-inefficient risk sharing even when all institutions can access complete financial markets. …
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Four essays in financial economics
… but related works. The first is on optimal risk sharing and CEO compensation. Using a principal agent model, I addressed theoretically the optimal tradeoff between the inefficient risk sharing and a high incentive, to conclude that the optimal CEO pay performance level should be negatively …
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Variable annuity guaranteed lifetime withdrawal benefit and decentralized insurance
… lifetime withdrawal benefit and peer-to-peer risk sharing. In the first part of this thesis, we study the variable annuity with guaranteed benefits. We model the guaranteed lifetime withdrawal benefit (GLWB) with step-up and roll-up features, and provide unique formulations of the valuation …
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Essays on Asset Pricing
… heterogeneity affects individual consumption, risk sharing and asset prices. In Chapter One “Capital heterogeneity, time-to-build, and return predictability”, I study how two major types of business investment, equipment and structures, are differently linked to stock returns. I empirically …
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