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 12 of 12 for “"investment style"”.
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Value versus glamour investing : a South African case
… and local studies indicates that the value investment style consistently earns returns above those of the growth investment style. The same principle seems to apply, in an international context, when using the glamour investment style, which is a sub-style of growth, as a comparative to …
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Determining whether active investment, using a combination of investment styles, out-performs passive investment
… paper was to examine the possibility of active investment out-performing the passive investment by using a combination-based investment style for an extensive period. The combination-based style included financial-ratio-based style, market-based style and behavioural-finance-based style in the …
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Factor-based replication of hedge funds using a state space model
… using South African specific asset class and investment style factors. This study finds that the Kalman filter does not provide the expected improvement in replication ability over the rolling-window regression, for the hedge fund indices analysed. The competing techniques appear to each be …
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Venture capital industry development in the Hong Kong and Pearl River Delta Region
… activities. I also investigate the investment profile, investment style, competition, and other important elements, of venture-capital firms in the region, especially in Hong Kong. This research was conducted through review of current literature and personal interviews with …
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The Performance of Real Estate Investment Strategy Across Multiple Cycles: A Comparison of Core and Non-Core Strategies Based on A New Dataset and Industry Interviews
… and strategic adjustments in real estate investment amidst changing capital market cycles, particularly in the post-pandemic landscape. Using a new source of data from the MSCI Property Index and NCREIF Research database, the study analyzes historic performance trends across strategies …
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Essays on Investor Attention
… stocks, consistent with the betting-against-beta investment style approach. Persistent volume and stock price changes following the index addition confirm investor attention hypothesis. Third, it studies inventor attention within the framework of M&A announcements, investigating whether market …
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Modelling spot prices, risk management, and investment strategies for the energy markets
… of spot price modelling, risk management, and investment applications in the energy markets. Eight of the most important energy markets that trade futures contracts on NYMEX, and one Spot Energy Index (SEI) proposed for the first time in this thesis, are investigated. A new modelling approach …
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The performance of value versus growth stocks on the JSE during and post the financial crisis
The value-growth investment style is a popular strategy for obtaining abnormal returns. However, limited research has been done on how value and growth stocks perform during periods of economic downturn, particularly in emerging economies. The 2008 financial crisis has been named one of the worst …
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Tvarių investicinių fondų veiklos vertinimas /
… European companies generate not lower returns on investment compared to corresponding traditional funds. The work consists of four main parts: the analysis of literature, the methodology, the research and its results, conclusion and recommendations. Literature analysis contains the concept, …
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Risk and Uncertainty in Healthcare Finance, Investment Management, and Asset Pricing
… aimed to improve the risk/return trade off of investment when developing mRNA vaccine candidates for 11 emerging infectious diseases. Vaccine development is not only challenging due to the high scientific risk when developing a compound, but also due to the uncertainty in the occurrence of …
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Essays on Information Asymmetry, Active Management, and Performance
… mutual funds (MVMFs) that utilize a range of investment strategies focused on portfolio volatility. These funds have increased in popularity in the wake of the financial crisis (December 2007 to June 2009) which introduced considerable volatility into the markets. We test whether MVMFs provide …