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 11 of 11 for “"portfolio size"”.
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An Empirical Investigation of Portfolios with Little Idiosyncratic Risk
… 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 first approach …
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Simulation modeling to predict drug pipeline throughput in early pharmaceutical R&D
… leaders must make decisions today about R&D portfolio size and balance, the impact of which will not be observable for many years. This thesis investigates the effectiveness of simulation modeling to add clarity in this uncertain environment. Specifically, performing research at Novartis …
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The Determinants of Success in Venture Capital Finance
… literature. Venture capitalists' choices of portfolio size, distance from portfolio firms, location, and to some extent, level of diversification in their investment portfolio, are all significant factors in explaining the success rates of venture capital funds. These results are robust even …
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Magic formula optimisation in the South African Market
… Howard (2015) by challenging the "Magic Formula" portfolio composition assumptions. In doing so, optimal combinations of holding period and portfolio size which: maximise the geometric mean return, minimise the volatility of returns and maximise the risk adjusted return, shall be determined. The …
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Matching Individual Environmental, Social and Governance Revealed Preferences with Investment Portfolios
… popular in the last decade. However, portfolio managers face challenges in creating customized portfolios that align with investors' ESG preferences due to varying interpretations of sustainable investing and the lack of accurate information. This research shows that different ESG …
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Complexity cost quantification and modeling for strategic portfolio management
This project explores portfolio management and planning through effectively reducing complexity within operations. We apply this to a major healthcare company (referred to as Company X). The anticipated launch of new molecules and formulations into the existing high mix product portfolio presents …
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Auditor Size And Audit Quality: A Partner-Level Perspective
<p>This study examines the effect of auditor size on audit quality at the level of audit partners. Auditor size is defined by three criteria: the wealth of the audit partners; the size of the partners' client portfolios; and the number of audit partners in the firm. Using data from China, where …
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The predictive ability of discriminant analysis to identify takeover targets for portfolio selection
… acquisition targets. The model is tested in a portfolio selection setting to determine its ability to identify portfolios capable of performance superior to that of the market. The sample in the model building phase is composed of seventy-one firms acquired during the years of 1976 and 1977. …
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Essays on the Economics of Electronic Commerce and Social Networks
… investors indeed behave differently in terms of portfolio size and diversification strategies, their portfolios do not necessarily outperform those of retail investors. Institutional investors' bids have significant influence on the bidding strategies of retail investors, as well as final …
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Quantitative Models for Prudential Credit Risk Management
… that when a Gaussian link function is used the portfolio loss follows a Vašíček distribution. Furthermore, the asset correlation coefficient (as defined under Basel III) is shown to be a function of the level of systemic risk (which is measured by the variance of the exogenous component) and the …
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Quantitative models for prudential credit risk management
… that when a Gaussian link function is used the portfolio loss follows a Vašíček distribution. Furthermore, the asset correlation coefficient (as defined under Basel III) is shown to be a function of the level of systemic risk (which is measured by the variance of the exogenous component) and the …