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You searched for +publisher:"University of New South Wales" +contributor:("Feldman, David, Banking & Finance, Australian School of Business, UNSW"). Showing records 1 – 8 of 8 total matches.

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University of New South Wales

1. Xu, Xin. Modeling risk of the multi-period market portfolio: an equilibrium-based approach.

Degree: Banking & Finance, 2013, University of New South Wales

 This thesis studies risk of the multi-period market portfolio, both instantaneously and over time, using an equilibrium-based approach.For instantaneous properties, we first show that the… (more)

Subjects/Keywords: Mean-Variance Efficiency; Multi-period Market Portfolio; Portfolio Optimization; Dynamic Programming; Volatility; Market Risk; GARCH; Equilibrium; Market Security Economy; Merton's Problem

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APA (6th Edition):

Xu, X. (2013). Modeling risk of the multi-period market portfolio: an equilibrium-based approach. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/53009 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11687/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Xu, Xin. “Modeling risk of the multi-period market portfolio: an equilibrium-based approach.” 2013. Doctoral Dissertation, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/53009 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11687/SOURCE01?view=true.

MLA Handbook (7th Edition):

Xu, Xin. “Modeling risk of the multi-period market portfolio: an equilibrium-based approach.” 2013. Web. 15 Nov 2019.

Vancouver:

Xu X. Modeling risk of the multi-period market portfolio: an equilibrium-based approach. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/53009 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11687/SOURCE01?view=true.

Council of Science Editors:

Xu X. Modeling risk of the multi-period market portfolio: an equilibrium-based approach. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/53009 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11687/SOURCE01?view=true


University of New South Wales

2. Hu, Wei. VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION.

Degree: Banking & Finance, 2011, University of New South Wales

 As traditional contingent claims valuation methods do not apply to non-transferable and non-hedgeable contingent claims, recent proliferation of such claims creates the need for the… (more)

Subjects/Keywords: Stochastic discount factor; ESO; Constrained portfolio optimization; Credit risk; Reload option

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APA (6th Edition):

Hu, W. (2011). VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Hu, Wei. “VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION.” 2011. Doctoral Dissertation, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true.

MLA Handbook (7th Edition):

Hu, Wei. “VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION.” 2011. Web. 15 Nov 2019.

Vancouver:

Hu W. VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true.

Council of Science Editors:

Hu W. VALUATION OF NON-TRANSFERABLE AND NON-HEDGEABLE CONTINGENT CLAIMS AND AN EXECUTIVE STOCK OPTIONS IMPLEMENTATION. [Doctoral Dissertation]. University of New South Wales; 2011. Available from: http://handle.unsw.edu.au/1959.4/51924 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10594/SOURCE02?view=true


University of New South Wales

3. Xu, Jingrui. Do pension funds beat style-matching passive funds?.

Degree: Banking & Finance, 2013, University of New South Wales

 Pension funds manage approximately 45% of US capital market equity capitalization, about US7.1 trillion, and manage 55% of the Australian one, about US0.65 trillion. Their… (more)

Subjects/Keywords: US and Australian; pension funds; style-matching portfolios

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APA (6th Edition):

Xu, J. (2013). Do pension funds beat style-matching passive funds?. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/52533 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11206/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Xu, Jingrui. “Do pension funds beat style-matching passive funds?.” 2013. Masters Thesis, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/52533 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11206/SOURCE01?view=true.

MLA Handbook (7th Edition):

Xu, Jingrui. “Do pension funds beat style-matching passive funds?.” 2013. Web. 15 Nov 2019.

Vancouver:

Xu J. Do pension funds beat style-matching passive funds?. [Internet] [Masters thesis]. University of New South Wales; 2013. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/52533 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11206/SOURCE01?view=true.

Council of Science Editors:

Xu J. Do pension funds beat style-matching passive funds?. [Masters Thesis]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/52533 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11206/SOURCE01?view=true


University of New South Wales

4. Ding, Ning. The evolving relation between market competition and corporate payout policy.

Degree: Banking & Finance, 2011, University of New South Wales

 This thesis is the first to investigate the association between market competition, the choice between dividends and stock repurchases as payout methods, and dividend smoothing.… (more)

Subjects/Keywords: Dividends; Stock repurchases; Market competition

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APA (6th Edition):

Ding, N. (2011). The evolving relation between market competition and corporate payout policy. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Ding, Ning. “The evolving relation between market competition and corporate payout policy.” 2011. Masters Thesis, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true.

MLA Handbook (7th Edition):

Ding, Ning. “The evolving relation between market competition and corporate payout policy.” 2011. Web. 15 Nov 2019.

Vancouver:

Ding N. The evolving relation between market competition and corporate payout policy. [Internet] [Masters thesis]. University of New South Wales; 2011. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true.

Council of Science Editors:

Ding N. The evolving relation between market competition and corporate payout policy. [Masters Thesis]. University of New South Wales; 2011. Available from: http://handle.unsw.edu.au/1959.4/50413 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:9304/SOURCE02?view=true


University of New South Wales

5. Li, Jiaming. China's national promotions and firms' decision making.

Degree: Banking & Finance, 2016, University of New South Wales

 Employing a sample of 17,534 firm year observations across 31 provinces over 2000-2013 in mainland China, this thesis examines the role of China’s political tournaments… (more)

Subjects/Keywords: Taxes; Politically Motivated Corporate Decisions; Corporate Investments; Agency; China

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APA (6th Edition):

Li, J. (2016). China's national promotions and firms' decision making. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/55966 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:39729/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Li, Jiaming. “China's national promotions and firms' decision making.” 2016. Masters Thesis, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/55966 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:39729/SOURCE02?view=true.

MLA Handbook (7th Edition):

Li, Jiaming. “China's national promotions and firms' decision making.” 2016. Web. 15 Nov 2019.

Vancouver:

Li J. China's national promotions and firms' decision making. [Internet] [Masters thesis]. University of New South Wales; 2016. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/55966 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:39729/SOURCE02?view=true.

Council of Science Editors:

Li J. China's national promotions and firms' decision making. [Masters Thesis]. University of New South Wales; 2016. Available from: http://handle.unsw.edu.au/1959.4/55966 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:39729/SOURCE02?view=true


University of New South Wales

6. Thul. Characterizations of and closed-form solutions for plain vanilla and exotic derivatives.

Degree: Banking & Finance, 2013, University of New South Wales

 This dissertation is composed of three stand-alone research projects on the valuation of contingent claims.The first essay proposes an extension of the Kou (2002) double… (more)

Subjects/Keywords: Displaced tails; Option pricing; Jump-diffusion; Barrier bending; Two-volatility model; Closed-form solution; Esscher transform

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APA (6th Edition):

Thul. (2013). Characterizations of and closed-form solutions for plain vanilla and exotic derivatives. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/57323 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43287/SOURCE02?view=true

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Thul. “Characterizations of and closed-form solutions for plain vanilla and exotic derivatives.” 2013. Doctoral Dissertation, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/57323 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43287/SOURCE02?view=true.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Thul. “Characterizations of and closed-form solutions for plain vanilla and exotic derivatives.” 2013. Web. 15 Nov 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Thul. Characterizations of and closed-form solutions for plain vanilla and exotic derivatives. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/57323 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43287/SOURCE02?view=true.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Thul. Characterizations of and closed-form solutions for plain vanilla and exotic derivatives. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/57323 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43287/SOURCE02?view=true

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


University of New South Wales

7. Wang, Alan. Familial support in the mutual fund performance competition.

Degree: Banking & Finance, 2017, University of New South Wales

 Numerous papers have presented evidence of mutual fund families engaging in self-interested behaviour, regardless of or contrary to the interestsof its investors. Such findings have… (more)

Subjects/Keywords: Mutual fund; Funds management; Fund returns; Fund family

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APA (6th Edition):

Wang, A. (2017). Familial support in the mutual fund performance competition. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/58777 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:47578/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Wang, Alan. “Familial support in the mutual fund performance competition.” 2017. Masters Thesis, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/58777 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:47578/SOURCE02?view=true.

MLA Handbook (7th Edition):

Wang, Alan. “Familial support in the mutual fund performance competition.” 2017. Web. 15 Nov 2019.

Vancouver:

Wang A. Familial support in the mutual fund performance competition. [Internet] [Masters thesis]. University of New South Wales; 2017. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/58777 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:47578/SOURCE02?view=true.

Council of Science Editors:

Wang A. Familial support in the mutual fund performance competition. [Masters Thesis]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/58777 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:47578/SOURCE02?view=true


University of New South Wales

8. Kwong, Tsz Wang. Asset pricing and portfolio choice with technical analysis.

Degree: Banking & Finance, 2017, University of New South Wales

 Technical analysis is the study of market movements, primarily through the use of past prices and volumes, for the purpose of forecasting future price trends.… (more)

Subjects/Keywords: Portfolio choice; Technical analysis; Asst pricing

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APA (6th Edition):

Kwong, T. W. (2017). Asset pricing and portfolio choice with technical analysis. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/57401 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43365/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Kwong, Tsz Wang. “Asset pricing and portfolio choice with technical analysis.” 2017. Doctoral Dissertation, University of New South Wales. Accessed November 15, 2019. http://handle.unsw.edu.au/1959.4/57401 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43365/SOURCE02?view=true.

MLA Handbook (7th Edition):

Kwong, Tsz Wang. “Asset pricing and portfolio choice with technical analysis.” 2017. Web. 15 Nov 2019.

Vancouver:

Kwong TW. Asset pricing and portfolio choice with technical analysis. [Internet] [Doctoral dissertation]. University of New South Wales; 2017. [cited 2019 Nov 15]. Available from: http://handle.unsw.edu.au/1959.4/57401 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43365/SOURCE02?view=true.

Council of Science Editors:

Kwong TW. Asset pricing and portfolio choice with technical analysis. [Doctoral Dissertation]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/57401 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:43365/SOURCE02?view=true

.