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 21 for “"diversified portfolio"”.
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An investigation into the use of multiple cryptocurrencies in a diversified portfolio
… (Bitcoin, Ethereum and Litecoin) in a diversified portfolio from the perspective of a South African investor over the period 30 July 2015 to 20 December 2017. Cryptocurrencies are mostly still in their infancy, and reliable information regarding their usefulness as an asset class in a …
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The effect of economic factors on the performance of the Australian stock market
Portfolio theory, created by economists, was a breakthrough in financial economics. This theory looks at the stock market as a whole and analyses how, for a given rate of expected return, assets can be invested efficiently and how risk can be minimized. An effectively diversified portfolio …
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Returns to farm real estate: analysis of an Illinois farmland portfolio
… A distinction of this document is that an actual portfolio of Illinois farms are evaluated. This thesis extends past research by analyzing a longer and more current period. The results suggest that Illinois farmland pays a substantial premium above what is required for systematic risk and that its …
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ESSAYS IN EMPIRICAL CORPORATE FINANCE
… publicly listed U.S. firms. Instead of holding a diversified portfolio, family owners, such as the Waltons of Walmart, hold large fractions of their wealth in a single stock. To explain this decision, we build a unique model of ambiguity aversion wherein the family’s information advantage in their …
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An Empirical Investigation of Portfolios with Little Idiosyncratic Risk
… the following research question: How large is a diversified portfolio? Although previous work is abundant, very little progress has been made in answering this question since the seminal work of Evans and Archer (1968). This study proposes two approaches to address the research question. The …
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Farmland Risk-Return Characteristics and Fama-French 5 Factor Model
… the marginal risk farmland contributes to a diversified portfolio, this study aims to examine if latest methodologies, such as the Fama-French five-factor model, can offer a more nuanced explanation of farmland returns or affirm the unique risk-return dynamics of farmland identified in …
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Modelling the long-and-short run dynamics of share price movements in the resource sector
… considerable significance when making bets on a diversified portfolio of investments.
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Modern Portfolio Theory Applied to Institutional Real Estate Investment
… asset class that is paramount to a well-balanced portfolio, the question of what product types and markets will provide the highest return, less volatility, and greatest diversification remains unclear. This research aims to find the optimal capital allocation in Real Estate that will generate the …
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Investing in aircraft: the South African legal landscape and the partnership model of acquisition
… in adopting an investment strategy is to have a diversified portfolio. In other words, as the age old adage states: "Never put all your eggs in one basket". It is this financial strategy that has prompted the growth inter alia in South Africa of the alternative asset class of investments …
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Portfolio diversification for long holding periods: how many stocks do Canadian investors need?
… between 8 to 20 stocks are adequate for a 'well' diversified portfolio based on American studies, and 30 to 50 stocks based on a Canadian study. The majority of the past literature has used American data with a focus on the short-term investment horizon. Cleary and Copp's (1999) paper is the only …
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Portfolio allocation for Korean investors in the US real estate market
The purpose of this research was to explore portfolio diversification by property type for Korean institutional investors in the U.S. real estate market. In the process, we analyzed the rapidly increasing Korean investment in the U.S. real estate market and identified the points cross-border …
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Governing Decarbonisation : The State and the New Politics of Climate Change
… active support of state institutions and a diversified portfolio of policy approaches and objectives. The material for this compilation thesis is drawn from the Swedish policy realm. The included papers analyse the development of arrangements for environmental governance, climate policy …
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Robust optimization for portfolio risk : a ravisit of worst-case risk management procedures after Basel III award.
… and practical improvements on robust portfolio optimization procedures. Firstly, the thesis discusses the drawbacks of classical mean-variance optimization models, and examines robust portfolio optimization procedures with CVaR and worst-case CVaR risk models by providing a clear …
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Three essays on identifying safe havens for equity investors
… This also provides the time-varying inputs for portfolio construction to aid investors’ understanding of the interactions between gold and equity. Results reveal that statistically significant return and volatility spillover from equity to gold is nonexistent over a thirty-one year period. On …
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Dividend policy, share price and return: a study on the Johannesburg Stock Exchange
… however, be given to maintaining an adequately diversified portfolio. The test results further imply that firms may increase their value by reducing the dividend pay-out and accordingly, with capital requirements met from internal sources, reducing the amount of new capital raised through equity …
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Strategies for demonstration and early deployment of carbon capture and storage : a technical and economic assessment of capture percentage
… coal to natural gas. This can occur through a diversified portfolio of options for technologies and fuels, consumer protection, and reduced risk of carbon lock-in.
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A business plan for StartupChina / an incubator for Chinese E-commerce start-ups
… for foreign investors to participate in a diversified portfolio of early-stage e-commerce companies in the Chinese market. StartupChina finds the best deals and incorporates them into a balanced portfolio network of companies. Second, entrepreneurs are provided with much needed capital, …
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Exploring the paired share REIT and quantifying its tax advantage
… funds have allowed small investors access to a diversified portfolio of stocks. As is the case with mutual funds, REITs enjoy a conduit status, allowing them to avoid corporate level taxation as long as they meet certain requirements. These requirements have been designed and legislated to …
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Three essays on mispricing and market efficiency
… because it is an effective way of holding a diversified portfolio while minimizing trading costs and taxes. In this paper, we focus on one negative externality of indexing: the effect on efficiency of stock prices. Based on a sample of large and liquid U.S. stocks, we find that greater …
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Relational strategy, business scope, and firm performance: evidence from supplier-client relationships in knowledge-based services
… impacts from deeper commitments across a firm’s portfolio of relationships, and whether firms can generate competitive advantages from being a more relational partner, are less understood. In my first empirical study (chapter two), I extend the relational view by examining the firm-level growth …
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