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You searched for subject:( Financial management Capital assets pricing model Evaluation Management). Showing records 1 – 30 of 186923 total matches.

[1] [2] [3] [4] [5] … [6231]

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1. [No author]. Determinantes do Price-to-Book (P/B) das empresas listadas na B3 .

Degree: 2018, Fundação Escola de Comércio Álvares Penteado

 The aim of this research is to analyze the impact of two discretionary variables in determining the Price-to-book (P / B) indicators: (i) equity valuation… (more)

Subjects/Keywords: Administra????o financeira. Modelo de precifica????o de ativos. Avalia????o ??? Administra????o.; Financial management. Capital assets pricing model. Evaluation - Management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2018). Determinantes do Price-to-Book (P/B) das empresas listadas na B3 . (Thesis). Fundação Escola de Comércio Álvares Penteado. Retrieved from http://tede.fecap.br:8080/jspui/handle/jspui/779

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

author], [No. “Determinantes do Price-to-Book (P/B) das empresas listadas na B3 .” 2018. Thesis, Fundação Escola de Comércio Álvares Penteado. Accessed October 21, 2020. http://tede.fecap.br:8080/jspui/handle/jspui/779.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

author], [No. “Determinantes do Price-to-Book (P/B) das empresas listadas na B3 .” 2018. Web. 21 Oct 2020.

Vancouver:

author] [. Determinantes do Price-to-Book (P/B) das empresas listadas na B3 . [Internet] [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2018. [cited 2020 Oct 21]. Available from: http://tede.fecap.br:8080/jspui/handle/jspui/779.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. Determinantes do Price-to-Book (P/B) das empresas listadas na B3 . [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2018. Available from: http://tede.fecap.br:8080/jspui/handle/jspui/779

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New South Wales

2. Hamada, Mahmoud. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions.

Degree: Actuarial Studies, 2001, University of New South Wales

 This dissertation consist of three contributions to financial and insurance mathematics.The first part considers numerical methods for dynamic portfolio optimisation in the expected utility model.… (more)

Subjects/Keywords: Portfolio management; Capital assets pricing model

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APA (6th Edition):

Hamada, M. (2001). Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Hamada, Mahmoud. “Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions.” 2001. Doctoral Dissertation, University of New South Wales. Accessed October 21, 2020. http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true.

MLA Handbook (7th Edition):

Hamada, Mahmoud. “Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions.” 2001. Web. 21 Oct 2020.

Vancouver:

Hamada M. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. [Internet] [Doctoral dissertation]. University of New South Wales; 2001. [cited 2020 Oct 21]. Available from: http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true.

Council of Science Editors:

Hamada M. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. [Doctoral Dissertation]. University of New South Wales; 2001. Available from: http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true


Nelson Mandela Metropolitan University

3. Janse Van Rensburg, S. Modelling of size-based portfolios using a mixture of normal distributions.

Degree: MComm, Faculty of Science, 2009, Nelson Mandela Metropolitan University

 From option pricing using the Black and Scholes model, to determining the signi cance of regression coe cients in a capital asset pricing model (CAPM),… (more)

Subjects/Keywords: Capital assets pricing model

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APA (6th Edition):

Janse Van Rensburg, S. (2009). Modelling of size-based portfolios using a mixture of normal distributions. (Masters Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/985

Chicago Manual of Style (16th Edition):

Janse Van Rensburg, S. “Modelling of size-based portfolios using a mixture of normal distributions.” 2009. Masters Thesis, Nelson Mandela Metropolitan University. Accessed October 21, 2020. http://hdl.handle.net/10948/985.

MLA Handbook (7th Edition):

Janse Van Rensburg, S. “Modelling of size-based portfolios using a mixture of normal distributions.” 2009. Web. 21 Oct 2020.

Vancouver:

Janse Van Rensburg S. Modelling of size-based portfolios using a mixture of normal distributions. [Internet] [Masters thesis]. Nelson Mandela Metropolitan University; 2009. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10948/985.

Council of Science Editors:

Janse Van Rensburg S. Modelling of size-based portfolios using a mixture of normal distributions. [Masters Thesis]. Nelson Mandela Metropolitan University; 2009. Available from: http://hdl.handle.net/10948/985

4. Sakouvogui, Kekoura. Robust Capital Asset Pricing Model Estimation through Cross-Validation.

Degree: 2018, North Dakota State University

 Limitations of Capital Asset Pricing Model (CAPM) continue to present inconsistent em- pirical results despite its rm mathematical foundations provided in recent studies. In this… (more)

Subjects/Keywords: Capital assets pricing model.

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APA (6th Edition):

Sakouvogui, K. (2018). Robust Capital Asset Pricing Model Estimation through Cross-Validation. (Thesis). North Dakota State University. Retrieved from http://hdl.handle.net/10365/29019

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sakouvogui, Kekoura. “Robust Capital Asset Pricing Model Estimation through Cross-Validation.” 2018. Thesis, North Dakota State University. Accessed October 21, 2020. http://hdl.handle.net/10365/29019.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sakouvogui, Kekoura. “Robust Capital Asset Pricing Model Estimation through Cross-Validation.” 2018. Web. 21 Oct 2020.

Vancouver:

Sakouvogui K. Robust Capital Asset Pricing Model Estimation through Cross-Validation. [Internet] [Thesis]. North Dakota State University; 2018. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10365/29019.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sakouvogui K. Robust Capital Asset Pricing Model Estimation through Cross-Validation. [Thesis]. North Dakota State University; 2018. Available from: http://hdl.handle.net/10365/29019

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Montana State University

5. Shen, Zhihua. Cost : a possible explanation for risk premium?.

Degree: MS, College of Agriculture, 1995, Montana State University

 Transaction costs, information costs and defaults costs are suspected to partially explain differences in returns which were previously attributed to risk premiums in the financial(more)

Subjects/Keywords: Portfolio management.; Investments.; Capital assets pricing model.; Econometric models.

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APA (6th Edition):

Shen, Z. (1995). Cost : a possible explanation for risk premium?. (Masters Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/2259

Chicago Manual of Style (16th Edition):

Shen, Zhihua. “Cost : a possible explanation for risk premium?.” 1995. Masters Thesis, Montana State University. Accessed October 21, 2020. https://scholarworks.montana.edu/xmlui/handle/1/2259.

MLA Handbook (7th Edition):

Shen, Zhihua. “Cost : a possible explanation for risk premium?.” 1995. Web. 21 Oct 2020.

Vancouver:

Shen Z. Cost : a possible explanation for risk premium?. [Internet] [Masters thesis]. Montana State University; 1995. [cited 2020 Oct 21]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/2259.

Council of Science Editors:

Shen Z. Cost : a possible explanation for risk premium?. [Masters Thesis]. Montana State University; 1995. Available from: https://scholarworks.montana.edu/xmlui/handle/1/2259

6. Vogel, John Robert. Essays on Empirical Asset Pricing.

Degree: 2014, Drexel University

 This dissertation includes three essays of empirical asset pricing. In the first essay, The Value/Growth Anomaly and Hard to Value Firms, I show that combining… (more)

Subjects/Keywords: Finance; Assets (Accounting); Pricing – Econometric models; Capital assets pricing model

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Vogel, J. R. (2014). Essays on Empirical Asset Pricing. (Thesis). Drexel University. Retrieved from http://hdl.handle.net/1860/4440

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vogel, John Robert. “Essays on Empirical Asset Pricing.” 2014. Thesis, Drexel University. Accessed October 21, 2020. http://hdl.handle.net/1860/4440.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vogel, John Robert. “Essays on Empirical Asset Pricing.” 2014. Web. 21 Oct 2020.

Vancouver:

Vogel JR. Essays on Empirical Asset Pricing. [Internet] [Thesis]. Drexel University; 2014. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/1860/4440.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vogel JR. Essays on Empirical Asset Pricing. [Thesis]. Drexel University; 2014. Available from: http://hdl.handle.net/1860/4440

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Massey University

7. Bai, Min. Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand .

Degree: 2013, Massey University

 Short-selling is a strategy in which an investor sells a security that he/she does not own in order to make profits from a falling price.… (more)

Subjects/Keywords: Short selling; Capital assets pricing model

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APA (6th Edition):

Bai, M. (2013). Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/4893

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bai, Min. “Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand .” 2013. Thesis, Massey University. Accessed October 21, 2020. http://hdl.handle.net/10179/4893.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bai, Min. “Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand .” 2013. Web. 21 Oct 2020.

Vancouver:

Bai M. Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand . [Internet] [Thesis]. Massey University; 2013. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10179/4893.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bai M. Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand . [Thesis]. Massey University; 2013. Available from: http://hdl.handle.net/10179/4893

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Edith Cowan University

8. De Mello, Lurion. An investigation of the equity premium using habit utility and equity returns: Australian evidence.

Degree: 2004, Edith Cowan University

 The gap between the return on stocks and the return on the risk free assets represented by bonds is named the 'Equity Premium' or 'Equity… (more)

Subjects/Keywords: Capital assets pricing model; Investments; Mathematical models; Rate of return; Mathematical models.; Finance and Financial Management

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APA (6th Edition):

De Mello, L. (2004). An investigation of the equity premium using habit utility and equity returns: Australian evidence. (Thesis). Edith Cowan University. Retrieved from https://ro.ecu.edu.au/theses/808

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

De Mello, Lurion. “An investigation of the equity premium using habit utility and equity returns: Australian evidence.” 2004. Thesis, Edith Cowan University. Accessed October 21, 2020. https://ro.ecu.edu.au/theses/808.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

De Mello, Lurion. “An investigation of the equity premium using habit utility and equity returns: Australian evidence.” 2004. Web. 21 Oct 2020.

Vancouver:

De Mello L. An investigation of the equity premium using habit utility and equity returns: Australian evidence. [Internet] [Thesis]. Edith Cowan University; 2004. [cited 2020 Oct 21]. Available from: https://ro.ecu.edu.au/theses/808.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

De Mello L. An investigation of the equity premium using habit utility and equity returns: Australian evidence. [Thesis]. Edith Cowan University; 2004. Available from: https://ro.ecu.edu.au/theses/808

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of British Columbia

9. Garlappi, Lorenzo. Essays in asset pricing.

Degree: PhD, Business Administration - Finance, 2001, University of British Columbia

 This dissertation consists of two essays dealing with two selected aspects of the investment decision process faced by individuals and corporations. In the first essay,… (more)

Subjects/Keywords: Capital assets pricing model; Capital investments; Competition; Portfolio management; Research, Industrial - Costs

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APA (6th Edition):

Garlappi, L. (2001). Essays in asset pricing. (Doctoral Dissertation). University of British Columbia. Retrieved from http://hdl.handle.net/2429/14553

Chicago Manual of Style (16th Edition):

Garlappi, Lorenzo. “Essays in asset pricing.” 2001. Doctoral Dissertation, University of British Columbia. Accessed October 21, 2020. http://hdl.handle.net/2429/14553.

MLA Handbook (7th Edition):

Garlappi, Lorenzo. “Essays in asset pricing.” 2001. Web. 21 Oct 2020.

Vancouver:

Garlappi L. Essays in asset pricing. [Internet] [Doctoral dissertation]. University of British Columbia; 2001. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/2429/14553.

Council of Science Editors:

Garlappi L. Essays in asset pricing. [Doctoral Dissertation]. University of British Columbia; 2001. Available from: http://hdl.handle.net/2429/14553


Rutgers University

10. Gorman, Michael. Essays on measuring asset pricing anomalies.

Degree: PhD, Management, 2016, Rutgers University

Traditional methods of measuring asset pricing anomalies have historically relied on full sample tests of static parameters. With the increase of computational power and data… (more)

Subjects/Keywords: Capital assets pricing model; Assets (Accounting) – Prices – Forecasting

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APA (6th Edition):

Gorman, M. (2016). Essays on measuring asset pricing anomalies. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/50520/

Chicago Manual of Style (16th Edition):

Gorman, Michael. “Essays on measuring asset pricing anomalies.” 2016. Doctoral Dissertation, Rutgers University. Accessed October 21, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/50520/.

MLA Handbook (7th Edition):

Gorman, Michael. “Essays on measuring asset pricing anomalies.” 2016. Web. 21 Oct 2020.

Vancouver:

Gorman M. Essays on measuring asset pricing anomalies. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2020 Oct 21]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50520/.

Council of Science Editors:

Gorman M. Essays on measuring asset pricing anomalies. [Doctoral Dissertation]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50520/


University of Hong Kong

11. Fu, Jun. Asset pricing, hedging and portfolio optimization.

Degree: 2012, University of Hong Kong

 Starting from the most famous Black-Scholes model for the underlying asset price, there has been a large variety of extensions made in recent decades. One… (more)

Subjects/Keywords: Capital assets pricing model.; Hedging (Finance) - Mathematical models.; Portfolio management - Mathematical models.

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APA (6th Edition):

Fu, J. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/167210

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Thesis, University of Hong Kong. Accessed October 21, 2020. http://hdl.handle.net/10722/167210.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Web. 21 Oct 2020.

Vancouver:

Fu J. Asset pricing, hedging and portfolio optimization. [Internet] [Thesis]. University of Hong Kong; 2012. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10722/167210.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fu J. Asset pricing, hedging and portfolio optimization. [Thesis]. University of Hong Kong; 2012. Available from: http://hdl.handle.net/10722/167210

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Tech

12. Selik, Michael Andrew. Analysis of four alternative energy mutual funds.

Degree: MS, Economics, 2010, Georgia Tech

 We analyze four alternative energy mutual funds using a multi-factor capital asset pricing model with generalized autoregressive conditionally heteroskedastic errors (CAPM-GARCH). Our findings will help… (more)

Subjects/Keywords: CAPM; GARCH; Alternative energy; Mutual funds; Investments; Capital assets pricing model; Portfolio management

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APA (6th Edition):

Selik, M. A. (2010). Analysis of four alternative energy mutual funds. (Masters Thesis). Georgia Tech. Retrieved from http://hdl.handle.net/1853/37236

Chicago Manual of Style (16th Edition):

Selik, Michael Andrew. “Analysis of four alternative energy mutual funds.” 2010. Masters Thesis, Georgia Tech. Accessed October 21, 2020. http://hdl.handle.net/1853/37236.

MLA Handbook (7th Edition):

Selik, Michael Andrew. “Analysis of four alternative energy mutual funds.” 2010. Web. 21 Oct 2020.

Vancouver:

Selik MA. Analysis of four alternative energy mutual funds. [Internet] [Masters thesis]. Georgia Tech; 2010. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/1853/37236.

Council of Science Editors:

Selik MA. Analysis of four alternative energy mutual funds. [Masters Thesis]. Georgia Tech; 2010. Available from: http://hdl.handle.net/1853/37236


University of British Columbia

13. Sagi, Jacob S. Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing.

Degree: PhD, Business Administration - Finance, 2000, University of British Columbia

 This dissertation describes two theories of risky choice based on a normatively axiomatized partial order. The first theory is an atemporal alternative to von Neumann… (more)

Subjects/Keywords: Risk management  – Mathematical models; Equilibrium (Economics)  – Mathematical models; Capital assets pricing model

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APA (6th Edition):

Sagi, J. S. (2000). Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing. (Doctoral Dissertation). University of British Columbia. Retrieved from http://hdl.handle.net/2429/11161

Chicago Manual of Style (16th Edition):

Sagi, Jacob S. “Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing.” 2000. Doctoral Dissertation, University of British Columbia. Accessed October 21, 2020. http://hdl.handle.net/2429/11161.

MLA Handbook (7th Edition):

Sagi, Jacob S. “Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing.” 2000. Web. 21 Oct 2020.

Vancouver:

Sagi JS. Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing. [Internet] [Doctoral dissertation]. University of British Columbia; 2000. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/2429/11161.

Council of Science Editors:

Sagi JS. Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing. [Doctoral Dissertation]. University of British Columbia; 2000. Available from: http://hdl.handle.net/2429/11161


Stellenbosch University

14. El Ghandour, Laila. Liquidity risk and no arbitrage.

Degree: MSc, Mathematical Sciences, 2013, Stellenbosch University

ENGLISH ABSTRACT: In modern theory of finance, the so-called First and Second Fundamental Theorems of Asset Pricing play an important role in pricing options with… (more)

Subjects/Keywords: Mathematics; Capital assets pricing model; Arbitrage; Pricing; Liquidity (Economics)

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APA (6th Edition):

El Ghandour, L. (2013). Liquidity risk and no arbitrage. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/79975

Chicago Manual of Style (16th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Masters Thesis, Stellenbosch University. Accessed October 21, 2020. http://hdl.handle.net/10019.1/79975.

MLA Handbook (7th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Web. 21 Oct 2020.

Vancouver:

El Ghandour L. Liquidity risk and no arbitrage. [Internet] [Masters thesis]. Stellenbosch University; 2013. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10019.1/79975.

Council of Science Editors:

El Ghandour L. Liquidity risk and no arbitrage. [Masters Thesis]. Stellenbosch University; 2013. Available from: http://hdl.handle.net/10019.1/79975


University of KwaZulu-Natal

15. Kehle, Kudzai Emmanuel. Strategic intellectual capital management : case study in the banking and financial services sector in Zimbabwe.

Degree: 2016, University of KwaZulu-Natal

 In today’s dynamic and competitive business environment, one way organisations can achieve and sustain competitive advantages is through the leveraging of valuable, inimitable, rare intangible… (more)

Subjects/Keywords: Banking and financial services.; Competitive advantage.; Intangible assets.; Strategic management.; Intellectual capital.; Zimbabwe.

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APA (6th Edition):

Kehle, K. E. (2016). Strategic intellectual capital management : case study in the banking and financial services sector in Zimbabwe. (Thesis). University of KwaZulu-Natal. Retrieved from https://researchspace.ukzn.ac.za/handle/10413/16688

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kehle, Kudzai Emmanuel. “Strategic intellectual capital management : case study in the banking and financial services sector in Zimbabwe.” 2016. Thesis, University of KwaZulu-Natal. Accessed October 21, 2020. https://researchspace.ukzn.ac.za/handle/10413/16688.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kehle, Kudzai Emmanuel. “Strategic intellectual capital management : case study in the banking and financial services sector in Zimbabwe.” 2016. Web. 21 Oct 2020.

Vancouver:

Kehle KE. Strategic intellectual capital management : case study in the banking and financial services sector in Zimbabwe. [Internet] [Thesis]. University of KwaZulu-Natal; 2016. [cited 2020 Oct 21]. Available from: https://researchspace.ukzn.ac.za/handle/10413/16688.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kehle KE. Strategic intellectual capital management : case study in the banking and financial services sector in Zimbabwe. [Thesis]. University of KwaZulu-Natal; 2016. Available from: https://researchspace.ukzn.ac.za/handle/10413/16688

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Johannesburg

16. Smyth, Annette. The role of liquidity as an assumption in the Black and Scholes option pricing model.

Degree: 2014, University of Johannesburg

M.Com. (Finance and Investment Management)

The latest financial crisis that began in 2007 in the USA and spread to Europe, Africa and other continents has… (more)

Subjects/Keywords: Capital assets pricing model; Liquidity (Economics); Assumptions; Black and Scholes Model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Smyth, A. (2014). The role of liquidity as an assumption in the Black and Scholes option pricing model. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/9470

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Smyth, Annette. “The role of liquidity as an assumption in the Black and Scholes option pricing model.” 2014. Thesis, University of Johannesburg. Accessed October 21, 2020. http://hdl.handle.net/10210/9470.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Smyth, Annette. “The role of liquidity as an assumption in the Black and Scholes option pricing model.” 2014. Web. 21 Oct 2020.

Vancouver:

Smyth A. The role of liquidity as an assumption in the Black and Scholes option pricing model. [Internet] [Thesis]. University of Johannesburg; 2014. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10210/9470.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Smyth A. The role of liquidity as an assumption in the Black and Scholes option pricing model. [Thesis]. University of Johannesburg; 2014. Available from: http://hdl.handle.net/10210/9470

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Columbia University

17. Tomunen, Tuomas. Essays on Asset Pricing.

Degree: 2020, Columbia University

 How are the prices of financial assets determined? In this dissertation, I test various theories empirically, focusing on several classes of bonds. In the first… (more)

Subjects/Keywords: Finance; Capital assets pricing model; Assets (Accounting) – Prices; Bonds; Bond market; Macroeconomics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tomunen, T. (2020). Essays on Asset Pricing. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-tph7-tt75

Chicago Manual of Style (16th Edition):

Tomunen, Tuomas. “Essays on Asset Pricing.” 2020. Doctoral Dissertation, Columbia University. Accessed October 21, 2020. https://doi.org/10.7916/d8-tph7-tt75.

MLA Handbook (7th Edition):

Tomunen, Tuomas. “Essays on Asset Pricing.” 2020. Web. 21 Oct 2020.

Vancouver:

Tomunen T. Essays on Asset Pricing. [Internet] [Doctoral dissertation]. Columbia University; 2020. [cited 2020 Oct 21]. Available from: https://doi.org/10.7916/d8-tph7-tt75.

Council of Science Editors:

Tomunen T. Essays on Asset Pricing. [Doctoral Dissertation]. Columbia University; 2020. Available from: https://doi.org/10.7916/d8-tph7-tt75


Columbia University

18. An, Byeongje. Three Essays on Asset Pricing.

Degree: 2016, Columbia University

 The first essay examines the joint determination of the contract for a private equity (PE) fund manager and the equilibrium risk premium of the PE… (more)

Subjects/Keywords: Finance; Assets (Accounting) – Prices; Capital assets pricing model; Business; Private equity funds

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APA (6th Edition):

An, B. (2016). Three Essays on Asset Pricing. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8C82NV1

Chicago Manual of Style (16th Edition):

An, Byeongje. “Three Essays on Asset Pricing.” 2016. Doctoral Dissertation, Columbia University. Accessed October 21, 2020. https://doi.org/10.7916/D8C82NV1.

MLA Handbook (7th Edition):

An, Byeongje. “Three Essays on Asset Pricing.” 2016. Web. 21 Oct 2020.

Vancouver:

An B. Three Essays on Asset Pricing. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2020 Oct 21]. Available from: https://doi.org/10.7916/D8C82NV1.

Council of Science Editors:

An B. Three Essays on Asset Pricing. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D8C82NV1


Hong Kong University of Science and Technology

19. Wang, Baolian. Essays on empirical asset pricing.

Degree: 2014, Hong Kong University of Science and Technology

 This thesis contains two essays: both are on tail events. The first essay is on probability weighting which suggests that people tend to overweight the… (more)

Subjects/Keywords: Capital assets pricing model ; Stocks ; Prices ; Mathematical models

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, B. (2014). Essays on empirical asset pricing. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-86338 ; https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Baolian. “Essays on empirical asset pricing.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed October 21, 2020. http://repository.ust.hk/ir/Record/1783.1-86338 ; https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Baolian. “Essays on empirical asset pricing.” 2014. Web. 21 Oct 2020.

Vancouver:

Wang B. Essays on empirical asset pricing. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2020 Oct 21]. Available from: http://repository.ust.hk/ir/Record/1783.1-86338 ; https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang B. Essays on empirical asset pricing. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: http://repository.ust.hk/ir/Record/1783.1-86338 ; https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

20. 罗丹. Two essays on asset pricing.

Degree: 2012, University of Hong Kong

 This thesis centers around the pricing and risk-return tradeoff of credit and equity derivatives. The first essay studies the pricing in the CDS Index (CDX)… (more)

Subjects/Keywords: Capital assets pricing model.

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APA (6th Edition):

罗丹. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/167211

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

罗丹. “Two essays on asset pricing.” 2012. Thesis, University of Hong Kong. Accessed October 21, 2020. http://hdl.handle.net/10722/167211.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

罗丹. “Two essays on asset pricing.” 2012. Web. 21 Oct 2020.

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

Vancouver:

罗丹. Two essays on asset pricing. [Internet] [Thesis]. University of Hong Kong; 2012. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10722/167211.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

罗丹. Two essays on asset pricing. [Thesis]. University of Hong Kong; 2012. Available from: http://hdl.handle.net/10722/167211

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete
Not specified: Masters Thesis or Doctoral Dissertation


University of British Columbia

21. Burke, Stephen Dean. Conditional nonlinear asset pricing kernels and the size and book-to-market effects.

Degree: PhD, Business Administration - Finance, 2002, University of British Columbia

 We develop and test asset pricing model formulations that are simultaneously conditional and nonlinear. Formulations based upon five popular asset pricing models are tested against… (more)

Subjects/Keywords: Capital assets pricing model

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APA (6th Edition):

Burke, S. D. (2002). Conditional nonlinear asset pricing kernels and the size and book-to-market effects. (Doctoral Dissertation). University of British Columbia. Retrieved from http://hdl.handle.net/2429/12968

Chicago Manual of Style (16th Edition):

Burke, Stephen Dean. “Conditional nonlinear asset pricing kernels and the size and book-to-market effects.” 2002. Doctoral Dissertation, University of British Columbia. Accessed October 21, 2020. http://hdl.handle.net/2429/12968.

MLA Handbook (7th Edition):

Burke, Stephen Dean. “Conditional nonlinear asset pricing kernels and the size and book-to-market effects.” 2002. Web. 21 Oct 2020.

Vancouver:

Burke SD. Conditional nonlinear asset pricing kernels and the size and book-to-market effects. [Internet] [Doctoral dissertation]. University of British Columbia; 2002. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/2429/12968.

Council of Science Editors:

Burke SD. Conditional nonlinear asset pricing kernels and the size and book-to-market effects. [Doctoral Dissertation]. University of British Columbia; 2002. Available from: http://hdl.handle.net/2429/12968


University of British Columbia

22. Smith, Daniel Robert. Essays in empirical asset pricing.

Degree: PhD, Business Administration - Finance, 2002, University of British Columbia

 This thesis consists of two essays which contribute to different but related aspects of the empirical asset pricing literature. The common theme is that incorrect… (more)

Subjects/Keywords: Capital assets pricing model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Smith, D. R. (2002). Essays in empirical asset pricing. (Doctoral Dissertation). University of British Columbia. Retrieved from http://hdl.handle.net/2429/13589

Chicago Manual of Style (16th Edition):

Smith, Daniel Robert. “Essays in empirical asset pricing.” 2002. Doctoral Dissertation, University of British Columbia. Accessed October 21, 2020. http://hdl.handle.net/2429/13589.

MLA Handbook (7th Edition):

Smith, Daniel Robert. “Essays in empirical asset pricing.” 2002. Web. 21 Oct 2020.

Vancouver:

Smith DR. Essays in empirical asset pricing. [Internet] [Doctoral dissertation]. University of British Columbia; 2002. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/2429/13589.

Council of Science Editors:

Smith DR. Essays in empirical asset pricing. [Doctoral Dissertation]. University of British Columbia; 2002. Available from: http://hdl.handle.net/2429/13589


Simon Fraser University

23. Wheatley, Simon M. Evidence on the stationarity of systematic risk.

Degree: 1979, Simon Fraser University

Subjects/Keywords: Capital assets pricing model.; Risk.

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APA (6th Edition):

Wheatley, S. M. (1979). Evidence on the stationarity of systematic risk. (Thesis). Simon Fraser University. Retrieved from http://summit.sfu.ca/item/3189

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wheatley, Simon M. “Evidence on the stationarity of systematic risk.” 1979. Thesis, Simon Fraser University. Accessed October 21, 2020. http://summit.sfu.ca/item/3189.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wheatley, Simon M. “Evidence on the stationarity of systematic risk.” 1979. Web. 21 Oct 2020.

Vancouver:

Wheatley SM. Evidence on the stationarity of systematic risk. [Internet] [Thesis]. Simon Fraser University; 1979. [cited 2020 Oct 21]. Available from: http://summit.sfu.ca/item/3189.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wheatley SM. Evidence on the stationarity of systematic risk. [Thesis]. Simon Fraser University; 1979. Available from: http://summit.sfu.ca/item/3189

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

24. Žáčková, Soňa. Možnosti financování velké investiční akce společnosti: Possibilities of the Financing Large Investment of the Company.

Degree: 2014, Brno University of Technology

 Master´s thesis evaluate individual variants of the financing of the large investment of the construction company LUMIMONT s.r.o., respectively both by means of calculations of… (more)

Subjects/Keywords: Financování podniku; zdroje financování; finanční řízení; finanční analýza; investice; investiční projekt; metody hodnocení investice.; Financing of the company; financing arrangements; financial management; financial analyse; capital assets; capital project; methods of evaluation of the investment.

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APA (6th Edition):

Žáčková, S. (2014). Možnosti financování velké investiční akce společnosti: Possibilities of the Financing Large Investment of the Company. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/9

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Žáčková, Soňa. “Možnosti financování velké investiční akce společnosti: Possibilities of the Financing Large Investment of the Company.” 2014. Thesis, Brno University of Technology. Accessed October 21, 2020. http://hdl.handle.net/11012/9.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Žáčková, Soňa. “Možnosti financování velké investiční akce společnosti: Possibilities of the Financing Large Investment of the Company.” 2014. Web. 21 Oct 2020.

Vancouver:

Žáčková S. Možnosti financování velké investiční akce společnosti: Possibilities of the Financing Large Investment of the Company. [Internet] [Thesis]. Brno University of Technology; 2014. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/11012/9.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Žáčková S. Možnosti financování velké investiční akce společnosti: Possibilities of the Financing Large Investment of the Company. [Thesis]. Brno University of Technology; 2014. Available from: http://hdl.handle.net/11012/9

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

25. Shuo, Wen. Study on Architecture-Oriented Fixed Assets Management Model.

Degree: Master, Information Management, 2014, NSYSU

 Due to the trend of globalization, international trade, and a variety of business activities, companies must be able to provide timely, fair, and financial information… (more)

Subjects/Keywords: Architecture-Oriented Fixed Assets Management Model; Enterprise Architecture; Fixed Assets; Structure-Behavior Coalescence; Architecture; International Financial Reporting Standards

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shuo, W. (2014). Study on Architecture-Oriented Fixed Assets Management Model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502114-141432

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shuo, Wen. “Study on Architecture-Oriented Fixed Assets Management Model.” 2014. Thesis, NSYSU. Accessed October 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502114-141432.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shuo, Wen. “Study on Architecture-Oriented Fixed Assets Management Model.” 2014. Web. 21 Oct 2020.

Vancouver:

Shuo W. Study on Architecture-Oriented Fixed Assets Management Model. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 Oct 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502114-141432.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shuo W. Study on Architecture-Oriented Fixed Assets Management Model. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0502114-141432

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Arkansas

26. Nguyen, Kathy Ngoc. High School Seniors' Financial Knowledge: The Impact of Financial Literacy Classes and Developmental Assets.

Degree: MSW, 2013, University of Arkansas

  Low levels of financial literacy among high school students are a growing concern in the United States. High school students lack the financial knowledge… (more)

Subjects/Keywords: Social sciences; Developmental assets; Financial knowledge; Financial capability; Financial literacy; Financial socialization; Social capital theory; Finance and Financial Management; Secondary Education and Teaching

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nguyen, K. N. (2013). High School Seniors' Financial Knowledge: The Impact of Financial Literacy Classes and Developmental Assets. (Masters Thesis). University of Arkansas. Retrieved from https://scholarworks.uark.edu/etd/867

Chicago Manual of Style (16th Edition):

Nguyen, Kathy Ngoc. “High School Seniors' Financial Knowledge: The Impact of Financial Literacy Classes and Developmental Assets.” 2013. Masters Thesis, University of Arkansas. Accessed October 21, 2020. https://scholarworks.uark.edu/etd/867.

MLA Handbook (7th Edition):

Nguyen, Kathy Ngoc. “High School Seniors' Financial Knowledge: The Impact of Financial Literacy Classes and Developmental Assets.” 2013. Web. 21 Oct 2020.

Vancouver:

Nguyen KN. High School Seniors' Financial Knowledge: The Impact of Financial Literacy Classes and Developmental Assets. [Internet] [Masters thesis]. University of Arkansas; 2013. [cited 2020 Oct 21]. Available from: https://scholarworks.uark.edu/etd/867.

Council of Science Editors:

Nguyen KN. High School Seniors' Financial Knowledge: The Impact of Financial Literacy Classes and Developmental Assets. [Masters Thesis]. University of Arkansas; 2013. Available from: https://scholarworks.uark.edu/etd/867


Virginia Tech

27. Chan, Yee-Ching Lilian. Multifactor return model based on interim financial statements.

Degree: PhD, Business Administration (Accounting), 1984, Virginia Tech

 The purpose of this research is to examine the significance of a market factor, an industry factor, a company factor and a growth factor in… (more)

Subjects/Keywords: LD5655.V856 1984.C425; Financial statements; Capital assets pricing model

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APA (6th Edition):

Chan, Y. L. (1984). Multifactor return model based on interim financial statements. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/76064

Chicago Manual of Style (16th Edition):

Chan, Yee-Ching Lilian. “Multifactor return model based on interim financial statements.” 1984. Doctoral Dissertation, Virginia Tech. Accessed October 21, 2020. http://hdl.handle.net/10919/76064.

MLA Handbook (7th Edition):

Chan, Yee-Ching Lilian. “Multifactor return model based on interim financial statements.” 1984. Web. 21 Oct 2020.

Vancouver:

Chan YL. Multifactor return model based on interim financial statements. [Internet] [Doctoral dissertation]. Virginia Tech; 1984. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/10919/76064.

Council of Science Editors:

Chan YL. Multifactor return model based on interim financial statements. [Doctoral Dissertation]. Virginia Tech; 1984. Available from: http://hdl.handle.net/10919/76064

28. Nguyen, Diep. Three Essays on the Financial Capital Markets.

Degree: 2018, University of Western Ontario

 This thesis is comprised of three integrated studies highlighting the financial capital markets and corporate finance decisions in response to market conditions. The first study… (more)

Subjects/Keywords: Financial Capital Markets; Asset Pricing; Behavioral Finance; Corporate Bonds; Bond Maturity; International Finance; Corporate Finance; Finance and Financial Management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nguyen, D. (2018). Three Essays on the Financial Capital Markets. (Thesis). University of Western Ontario. Retrieved from https://ir.lib.uwo.ca/etd/5563

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nguyen, Diep. “Three Essays on the Financial Capital Markets.” 2018. Thesis, University of Western Ontario. Accessed October 21, 2020. https://ir.lib.uwo.ca/etd/5563.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nguyen, Diep. “Three Essays on the Financial Capital Markets.” 2018. Web. 21 Oct 2020.

Vancouver:

Nguyen D. Three Essays on the Financial Capital Markets. [Internet] [Thesis]. University of Western Ontario; 2018. [cited 2020 Oct 21]. Available from: https://ir.lib.uwo.ca/etd/5563.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nguyen D. Three Essays on the Financial Capital Markets. [Thesis]. University of Western Ontario; 2018. Available from: https://ir.lib.uwo.ca/etd/5563

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. Francy, T V. Mean variance approach of portfolio management an empirical analysis of Indian experience;.

Degree: Economics, 2014, Mahatma Gandhi University

newline

Bibliography p. i-xxix, Appendices p. i-x

Advisors/Committee Members: Patrick, Martin.

Subjects/Keywords: Capital assets pricing models; Capital market; India; Mean variance; Portfolio management

Page 1

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APA (6th Edition):

Francy, T. V. (2014). Mean variance approach of portfolio management an empirical analysis of Indian experience;. (Thesis). Mahatma Gandhi University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/22506

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Francy, T V. “Mean variance approach of portfolio management an empirical analysis of Indian experience;.” 2014. Thesis, Mahatma Gandhi University. Accessed October 21, 2020. http://shodhganga.inflibnet.ac.in/handle/10603/22506.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Francy, T V. “Mean variance approach of portfolio management an empirical analysis of Indian experience;.” 2014. Web. 21 Oct 2020.

Vancouver:

Francy TV. Mean variance approach of portfolio management an empirical analysis of Indian experience;. [Internet] [Thesis]. Mahatma Gandhi University; 2014. [cited 2020 Oct 21]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/22506.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Francy TV. Mean variance approach of portfolio management an empirical analysis of Indian experience;. [Thesis]. Mahatma Gandhi University; 2014. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/22506

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas Tech University

30. Perrina, Virginio Mario. The benchmark error problem and international asset pricing: an empirical examination.

Degree: Business Administration, 1999, Texas Tech University

Subjects/Keywords: Rate of return; Capital assets pricing model; Portfolio management; Investments  – Econometric models; Asset-backed financing; Investment analysis; International finance

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APA (6th Edition):

Perrina, V. M. (1999). The benchmark error problem and international asset pricing: an empirical examination. (Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/18633

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Perrina, Virginio Mario. “The benchmark error problem and international asset pricing: an empirical examination.” 1999. Thesis, Texas Tech University. Accessed October 21, 2020. http://hdl.handle.net/2346/18633.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Perrina, Virginio Mario. “The benchmark error problem and international asset pricing: an empirical examination.” 1999. Web. 21 Oct 2020.

Vancouver:

Perrina VM. The benchmark error problem and international asset pricing: an empirical examination. [Internet] [Thesis]. Texas Tech University; 1999. [cited 2020 Oct 21]. Available from: http://hdl.handle.net/2346/18633.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Perrina VM. The benchmark error problem and international asset pricing: an empirical examination. [Thesis]. Texas Tech University; 1999. Available from: http://hdl.handle.net/2346/18633

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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