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 36 for “"investment risk"”.
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The investment risk of institutional-grade commercial real estate in Australia
Knowledge of the investment risk of investment-grade commercial real estate (‘ICRE’) is important because it determines the approaches which should be taken to portfolio management. However, relatively little is known about this risk. This research expands the body of knowledge of ICRE investment …
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Stochastic analysis of longevity and investment risk in the context of life annuities
… aims to investigate the effect oflongevity risk in the context of life annuities. It develops different tools and frameworks to measure this risk as a step to facilitate the risk management oflongevity risk. Particular attention is directed to stochastic modelling which allows the …
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A Study of the Relationships between Listed Companies' Environmental, Social and Governance (ESG) Reporting, Company Value and Investment Risk in Hong Kong
… and the relationships with the company value and investment risk of listed companies in Hong Kong. The research aims of this study are to investigate how the board effectiveness affects ESG reporting and the value of ESG reporting. The research objectives of this study are to investigate the …
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How Small Apartment Assets Outperform their Larger Counterparts: An Analysis of Investment Risk and Returns, Price Dynamics, and Leverage Points by Property Size
… outperform large apartment properties on a risk‐adjusted basis and institutional investors inexplicably avoid the market for small properties. Based on academic literature, industry research, and original empirical analysis, this paper identifies six apartment property size categories (by …
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Cost of capital: a practical model incorporated with risk assessment for hotel investments in the middle-price and economy segments
Hotel investments, which have far-reaching impact on hotel companies' long term financial health, will continue to be the primary mode for hotel companies' survival and growth. However, top management has been facing a changing industry and investment community to which they are required to adapt. …
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Risk management practices in global manufacturing investment
This thesis explores risk management practices in global manufacturing investment. It reflects the growing internationalisation of manufacturing and the increasing complexity and fragmentation of manufacturing systems. Issues of risk management have become increasingly important in financial and …
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CEO-to-worker Pay Disparity and the Cost of Debt
… and executive-level pay disparity is related to investment risk in the credit and the equity market. However, none of the studies examine the relationship between CEO-to-worker pay disparity and credit investment risk. The purpose of this study is to investigate the association between …
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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
This thesis models 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, …
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A taxing incentive? a comparison of retirement saving using discretionary investment and Regulation 28 in a Life-Cycle Model
… encourage optimal asset allocation and reduce investment risk for retirement savings when contrasted to discretionary investment. A quantitative risk and return analysis was performed using available data for Regulation 28 compliant funds and the Johannesburg Stock Exchange indices. The …
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The risk-related behaviour of financial intermediaries
… interest rate, foreign exchange rate, and investment risk exposures of financial institutions, respectively. Chapter 1 provides an overarching view of the four empirical chapters and the main objective of the thesis. Chapter 2 examines the return and volatility spillovers among the …
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Probablistic risk analysis of financial investment decisions. A probabilistic analysis of the financial performance of'selected Colombian companies and banks for the period 1973-1977 with application to the investment decision process.
… a stochastic procedure developed for assessing risk and reducing uncertainty inherent in the investment decision making process. It is proposed that the two most important profitability financial ratios in relation to investment decisions are the return on equity and the return on assets …
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Analysis of supplier involvement in new product development and launch
… short life cycle, demand variability, and high investment risk, require responsive, flexible, adaptable supply chains and relevant practices. Those practices need to be properly tailored for specific different types of new products, perceived as a continuum of newness and change. This thesis …
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Optimal corporate investment and financing policies with time-varying investment opportunities
… a model (the BCW model) of dynamic corporate investment, financing, and risk management for a financially constrained firm. In the BCW model, corporate risk management is a combination of internal liquidity management, financial hedging, investment, and payout decisions. However, Bolton et al. …
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Investicijų į AB ,,Akmenės cementas“ gamybos ekonominio efektyvumo didinimą analizė /
… economic efficiency of AB ,,Akmenės cementas“ investments in The Dry Process of Production. The paper describes in detail the essence and classification of investments, functions and significance in economy. It presents and aggregates the methods and principles and problems of investment …
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Commercial real estate volatility : a decomposition of historical market values
Risk -- both its mitigation and its exploitation in pursuit of profits -- is likely the most important topic in the study of investment. Risk in private market commercial real estate, however, has been historically less well understood than other more liquid asset classes. To date, most of the …
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The impact of behavioral factors on annuitisation decisions and decumulation strategies
… pension plans in private sectors has transferred investment risk and longevity risk from pension providers to individuals. Professional advice on how to best generate retirement incomes from accumulated pension savings is therefore in great demand. A common solution is buying an immediate annuity; …
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Another Look at Stock Return Comovement: Some New Evidence and Test
… an ongoing effort by economists to understand investment risk in financial markets. Building on previous findings, in the current thesis I provide some new evidence on this topic with a focus on large-cap stocks and highlight an innovative way to evaluate the statistical significance of …
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The risk and return trade-off in the film industry : a comparative empirical analysis
Despite its proved riskiness, the film industry is one of the most economically relevant industries in the world, constantly undergoing rapid change and development, since every day millions of dollars, pounds, euros or other currencies are invested in film productions. Although restricted to the …
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Tenant Environmental Performance and Property Investment: the use of environmental management systems in reducing risk
… community consideration of environmental risk in relation to a tenant's polluting activities has received little attention. Whilst the profession has begun to address environmental issues through various research initiatives, the study of current land uses causing environmental problems …
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