Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:( Financial management Capital assets pricing model Evaluation Management). Showing records 1 – 30 of 173276 total matches.

[1] [2] [3] [4] [5] … [5776]

Search Limiters

Last 2 Years | English Only

Degrees

Languages

Country

▼ Search Limiters

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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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 August 22, 2019. 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. 22 Aug 2019.

Vancouver:

author] [. Determinantes do Price-to-Book (P/B) das empresas listadas na B3 . [Internet] [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2018. [cited 2019 Aug 22]. 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 Western Australia

2. Limkriangkrai, Manapon. An empirical investigation of asset-pricing models in Australia.

Degree: PhD, 2007, University of Western Australia

[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research… (more)

Subjects/Keywords: Investments; Finance; Capital assets pricing model; Assets (Accounting); Risk assessment; Portfolio management; Asset pricing; International integration; Three-factor model; Liquidity

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Limkriangkrai, M. (2007). An empirical investigation of asset-pricing models in Australia. (Doctoral Dissertation). University of Western Australia. Retrieved from http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01

Chicago Manual of Style (16th Edition):

Limkriangkrai, Manapon. “An empirical investigation of asset-pricing models in Australia.” 2007. Doctoral Dissertation, University of Western Australia. Accessed August 22, 2019. http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01.

MLA Handbook (7th Edition):

Limkriangkrai, Manapon. “An empirical investigation of asset-pricing models in Australia.” 2007. Web. 22 Aug 2019.

Vancouver:

Limkriangkrai M. An empirical investigation of asset-pricing models in Australia. [Internet] [Doctoral dissertation]. University of Western Australia; 2007. [cited 2019 Aug 22]. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01.

Council of Science Editors:

Limkriangkrai M. An empirical investigation of asset-pricing models in Australia. [Doctoral Dissertation]. University of Western Australia; 2007. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01


Georgia Tech

3. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. http://hdl.handle.net/1853/37236.

MLA Handbook (7th Edition):

Selik, Michael Andrew. “Analysis of four alternative energy mutual funds.” 2010. Web. 22 Aug 2019.

Vancouver:

Selik MA. Analysis of four alternative energy mutual funds. [Internet] [Masters thesis]. Georgia Tech; 2010. [cited 2019 Aug 22]. 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 Hong Kong

4. 付君; Fu, Jun. Asset pricing, hedging and portfolio optimization.

Degree: PhD, 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.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

付君; Fu, J. (2012). Asset pricing, hedging and portfolio optimization. (Doctoral Dissertation). University of Hong Kong. Retrieved from Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210

Chicago Manual of Style (16th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2019. Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

MLA Handbook (7th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Web. 22 Aug 2019.

Vancouver:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Aug 22]. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

Council of Science Editors:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210


University of New South Wales

5. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. 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. 22 Aug 2019.

Vancouver:

Hamada M. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. [Internet] [Doctoral dissertation]. University of New South Wales; 2001. [cited 2019 Aug 22]. 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

6. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. 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. 22 Aug 2019.

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 2019 Aug 22]. 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


University of Hong Kong

7. Luo, Dan. Two essays on asset pricing.

Degree: PhD, 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.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Luo, D. (2012). Two essays on asset pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211

Chicago Manual of Style (16th Edition):

Luo, Dan. “Two essays on asset pricing.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2019. Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211.

MLA Handbook (7th Edition):

Luo, Dan. “Two essays on asset pricing.” 2012. Web. 22 Aug 2019.

Vancouver:

Luo D. Two essays on asset pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Aug 22]. Available from: Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211.

Council of Science Editors:

Luo D. Two essays on asset pricing. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211

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

Degree: MS, Agribusiness and Applied Economics, 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.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Sakouvogui, Kekoura. “Robust Capital Asset Pricing Model Estimation through Cross-Validation.” 2018. Masters Thesis, North Dakota State University. Accessed August 22, 2019. http://hdl.handle.net/10365/29019.

MLA Handbook (7th Edition):

Sakouvogui, Kekoura. “Robust Capital Asset Pricing Model Estimation through Cross-Validation.” 2018. Web. 22 Aug 2019.

Vancouver:

Sakouvogui K. Robust Capital Asset Pricing Model Estimation through Cross-Validation. [Internet] [Masters thesis]. North Dakota State University; 2018. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10365/29019.

Council of Science Editors:

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


University of KwaZulu-Natal

9. [No author]. The international capital asset pricing model : empirical evidence for South Africa.

Degree: Accounting, 2011, University of KwaZulu-Natal

 An integral component of all corporations‘ financial operations is the determination of the cost of equity of the firm. This input is required in many… (more)

Subjects/Keywords: Capital assets pricing model.; Capital – Accounting.; Accounting.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

author], [. (2011). The international capital asset pricing model : empirical evidence for South Africa. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/8269

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. “The international capital asset pricing model : empirical evidence for South Africa. ” 2011. Thesis, University of KwaZulu-Natal. Accessed August 22, 2019. http://hdl.handle.net/10413/8269.

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. “The international capital asset pricing model : empirical evidence for South Africa. ” 2011. Web. 22 Aug 2019.

Vancouver:

author] [. The international capital asset pricing model : empirical evidence for South Africa. [Internet] [Thesis]. University of KwaZulu-Natal; 2011. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10413/8269.

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

Council of Science Editors:

author] [. The international capital asset pricing model : empirical evidence for South Africa. [Thesis]. University of KwaZulu-Natal; 2011. Available from: http://hdl.handle.net/10413/8269

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


Massey University

10. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. 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. 22 Aug 2019.

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 2019 Aug 22]. 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

11. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 http://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 August 22, 2019. http://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. 22 Aug 2019.

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 2019 Aug 22]. Available from: http://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: http://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

12. Garlappi, Lorenzo. Essays in asset pricing .

Degree: 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

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):

Garlappi, Lorenzo. “Essays in asset pricing .” 2001. Thesis, University of British Columbia. Accessed August 22, 2019. http://hdl.handle.net/2429/14553.

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

MLA Handbook (7th Edition):

Garlappi, Lorenzo. “Essays in asset pricing .” 2001. Web. 22 Aug 2019.

Vancouver:

Garlappi L. Essays in asset pricing . [Internet] [Thesis]. University of British Columbia; 2001. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2429/14553.

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

Council of Science Editors:

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

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


Rutgers University

13. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. https://rucore.libraries.rutgers.edu/rutgers-lib/50520/.

MLA Handbook (7th Edition):

Gorman, Michael. “Essays on measuring asset pricing anomalies.” 2016. Web. 22 Aug 2019.

Vancouver:

Gorman M. Essays on measuring asset pricing anomalies. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2019 Aug 22]. 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 KwaZulu-Natal

14. [No author]. An empirical study of capital asset pricing model anomalies on the JSE.

Degree: Business administration, 2000, University of KwaZulu-Natal

 The introduction of the Capital Asset Pricing Model in 1964, and its subsequent study by hundreds of thousands if not millions of people at universities… (more)

Subjects/Keywords: Johannesburg Stock Exchange.; Capital assets pricing model.; Business administration.; Portfolio management.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

author], [. (2000). An empirical study of capital asset pricing model anomalies on the JSE. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/4374

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. “An empirical study of capital asset pricing model anomalies on the JSE. ” 2000. Thesis, University of KwaZulu-Natal. Accessed August 22, 2019. http://hdl.handle.net/10413/4374.

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. “An empirical study of capital asset pricing model anomalies on the JSE. ” 2000. Web. 22 Aug 2019.

Vancouver:

author] [. An empirical study of capital asset pricing model anomalies on the JSE. [Internet] [Thesis]. University of KwaZulu-Natal; 2000. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10413/4374.

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

Council of Science Editors:

author] [. An empirical study of capital asset pricing model anomalies on the JSE. [Thesis]. University of KwaZulu-Natal; 2000. Available from: http://hdl.handle.net/10413/4374

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


Montana State University

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

Degree: 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 Econometric models.; Investments Econometric models.; Capital assets pricing model.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

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):

Shen, Zhihua. “Cost : a possible explanation for risk premium?.” 1995. Thesis, Montana State University. Accessed August 22, 2019. https://scholarworks.montana.edu/xmlui/handle/1/2259.

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

MLA Handbook (7th Edition):

Shen, Zhihua. “Cost : a possible explanation for risk premium?.” 1995. Web. 22 Aug 2019.

Vancouver:

Shen Z. Cost : a possible explanation for risk premium?. [Internet] [Thesis]. Montana State University; 1995. [cited 2019 Aug 22]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/2259.

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

Council of Science Editors:

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

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


University of British Columbia

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

Degree: 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

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):

Sagi, Jacob S. “Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing .” 2000. Thesis, University of British Columbia. Accessed August 22, 2019. http://hdl.handle.net/2429/11161.

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

MLA Handbook (7th Edition):

Sagi, Jacob S. “Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing .” 2000. Web. 22 Aug 2019.

Vancouver:

Sagi JS. Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing . [Internet] [Thesis]. University of British Columbia; 2000. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2429/11161.

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

Council of Science Editors:

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

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


University of Technology, Sydney

17. Shi, L. Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs.

Degree: 2010, University of Technology, Sydney

 The representative agent paradigm with homogeneous expectations has been the dominant framework for the development of theories in portfolio analysis, equilibrium asset pricing and derivative… (more)

Subjects/Keywords: Capital assets pricing model.; Asset pricing.; Portfolio anlaysis.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Shi, L. (2010). Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/20331

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):

Shi, L. “Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs.” 2010. Thesis, University of Technology, Sydney. Accessed August 22, 2019. http://hdl.handle.net/10453/20331.

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

MLA Handbook (7th Edition):

Shi, L. “Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs.” 2010. Web. 22 Aug 2019.

Vancouver:

Shi L. Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs. [Internet] [Thesis]. University of Technology, Sydney; 2010. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/10453/20331.

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

Council of Science Editors:

Shi L. Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs. [Thesis]. University of Technology, Sydney; 2010. Available from: http://hdl.handle.net/10453/20331

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


Stellenbosch University

18. 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)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. http://hdl.handle.net/10019.1/79975.

MLA Handbook (7th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Web. 22 Aug 2019.

Vancouver:

El Ghandour L. Liquidity risk and no arbitrage. [Internet] [Masters thesis]. Stellenbosch University; 2013. [cited 2019 Aug 22]. 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


Curtin University of Technology

19. Zhuang, Yuchen. Risk, return and market condition: a new functional-beta capital asset pricing model .

Degree: 2009, Curtin University of Technology

 In this research, we will focus on investigating the relationship between risk and return. We will propose a new model which leads to a more… (more)

Subjects/Keywords: financial systems; market investors; investment/management decision making; capital asset pricing model (CAPM); financial risk managers; market volatility; functional-beta single-index CAPM; risk and return

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Zhuang, Y. (2009). Risk, return and market condition: a new functional-beta capital asset pricing model . (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/78

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):

Zhuang, Yuchen. “Risk, return and market condition: a new functional-beta capital asset pricing model .” 2009. Thesis, Curtin University of Technology. Accessed August 22, 2019. http://hdl.handle.net/20.500.11937/78.

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

MLA Handbook (7th Edition):

Zhuang, Yuchen. “Risk, return and market condition: a new functional-beta capital asset pricing model .” 2009. Web. 22 Aug 2019.

Vancouver:

Zhuang Y. Risk, return and market condition: a new functional-beta capital asset pricing model . [Internet] [Thesis]. Curtin University of Technology; 2009. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/20.500.11937/78.

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

Council of Science Editors:

Zhuang Y. Risk, return and market condition: a new functional-beta capital asset pricing model . [Thesis]. Curtin University of Technology; 2009. Available from: http://hdl.handle.net/20.500.11937/78

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


University of New Orleans

20. Ahmed, Hasib. Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model.

Degree: PhD, Economics and Finance, 2019, University of New Orleans

  Standard asset pricing theories suggest that only systematic risk is priced. Empirical studies report a relationship between idiosyncratic volatility or risk (IVOL) and asset… (more)

Subjects/Keywords: Idiosyncratic Risk; Asset Pricing; Intermediary Asset Pricing Model; Finance and Financial Management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ahmed, H. (2019). Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/2659

Chicago Manual of Style (16th Edition):

Ahmed, Hasib. “Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model.” 2019. Doctoral Dissertation, University of New Orleans. Accessed August 22, 2019. https://scholarworks.uno.edu/td/2659.

MLA Handbook (7th Edition):

Ahmed, Hasib. “Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model.” 2019. Web. 22 Aug 2019.

Vancouver:

Ahmed H. Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model. [Internet] [Doctoral dissertation]. University of New Orleans; 2019. [cited 2019 Aug 22]. Available from: https://scholarworks.uno.edu/td/2659.

Council of Science Editors:

Ahmed H. Pricing of Idiosyncratic Risk in an Intermediary Asset Pricing Model. [Doctoral Dissertation]. University of New Orleans; 2019. Available from: https://scholarworks.uno.edu/td/2659


University of Johannesburg

21. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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 August 22, 2019. 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. 22 Aug 2019.

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 2019 Aug 22]. 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

22. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. https://doi.org/10.7916/D8C82NV1.

MLA Handbook (7th Edition):

An, Byeongje. “Three Essays on Asset Pricing.” 2016. Web. 22 Aug 2019.

Vancouver:

An B. Three Essays on Asset Pricing. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2019 Aug 22]. 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


University of Hong Kong

23. 朱啟祥.; Chu, Kai-cheung. The effects of mean reversion on dynamic corporate finance and asset pricing.

Degree: PhD, 2012, University of Hong Kong

 This thesis aims to investigate the effects of mean reversion on dynamic corporate finance decisions and stock pricing. In Chapter 1, a continuous-time real… (more)

Subjects/Keywords: Corporations - Finance - Mathematical models.; Capital assets pricing model.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

朱啟祥.; Chu, K. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456

Chicago Manual of Style (16th Edition):

朱啟祥.; Chu, Kai-cheung. “The effects of mean reversion on dynamic corporate finance and asset pricing.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed August 22, 2019. Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456.

MLA Handbook (7th Edition):

朱啟祥.; Chu, Kai-cheung. “The effects of mean reversion on dynamic corporate finance and asset pricing.” 2012. Web. 22 Aug 2019.

Vancouver:

朱啟祥.; Chu K. The effects of mean reversion on dynamic corporate finance and asset pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Aug 22]. Available from: Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456.

Council of Science Editors:

朱啟祥.; Chu K. The effects of mean reversion on dynamic corporate finance and asset pricing. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456


Hong Kong University of Science and Technology

24. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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 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 August 22, 2019. 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. 22 Aug 2019.

Vancouver:

Wang B. Essays on empirical asset pricing. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2019 Aug 22]. Available from: 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: 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 British Columbia

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

Degree: 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

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):

Burke, Stephen Dean. “Conditional nonlinear asset pricing kernels and the size and book-to-market effects .” 2002. Thesis, University of British Columbia. Accessed August 22, 2019. http://hdl.handle.net/2429/12968.

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

MLA Handbook (7th Edition):

Burke, Stephen Dean. “Conditional nonlinear asset pricing kernels and the size and book-to-market effects .” 2002. Web. 22 Aug 2019.

Vancouver:

Burke SD. Conditional nonlinear asset pricing kernels and the size and book-to-market effects . [Internet] [Thesis]. University of British Columbia; 2002. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2429/12968.

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

Council of Science Editors:

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

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


University of British Columbia

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

Degree: 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

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):

Smith, Daniel Robert. “Essays in empirical asset pricing .” 2002. Thesis, University of British Columbia. Accessed August 22, 2019. http://hdl.handle.net/2429/13589.

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

MLA Handbook (7th Edition):

Smith, Daniel Robert. “Essays in empirical asset pricing .” 2002. Web. 22 Aug 2019.

Vancouver:

Smith DR. Essays in empirical asset pricing . [Internet] [Thesis]. University of British Columbia; 2002. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/2429/13589.

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

Council of Science Editors:

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

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


Simon Fraser University

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

Degree: 1979, Simon Fraser University

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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 August 22, 2019. 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. 22 Aug 2019.

Vancouver:

Wheatley SM. Evidence on the stationarity of systematic risk. [Internet] [Thesis]. Simon Fraser University; 1979. [cited 2019 Aug 22]. 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


MIT

28. Jimenez, Josephine S. The common stock returns of conglomerate companies in the period 1968-1979 .

Degree: MS, 1981, MIT

Subjects/Keywords: Sloan School of Management.; Conglomerate corporations; Capital assets pricing model; Corporations Valuation; Risk management; Diversification in industry; Stocks

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Jimenez, J. S. (1981). The common stock returns of conglomerate companies in the period 1968-1979 . (Masters Thesis). MIT. Retrieved from http://hdl.handle.net/1721.1/15922

Chicago Manual of Style (16th Edition):

Jimenez, Josephine S. “The common stock returns of conglomerate companies in the period 1968-1979 .” 1981. Masters Thesis, MIT. Accessed August 22, 2019. http://hdl.handle.net/1721.1/15922.

MLA Handbook (7th Edition):

Jimenez, Josephine S. “The common stock returns of conglomerate companies in the period 1968-1979 .” 1981. Web. 22 Aug 2019.

Vancouver:

Jimenez JS. The common stock returns of conglomerate companies in the period 1968-1979 . [Internet] [Masters thesis]. MIT; 1981. [cited 2019 Aug 22]. Available from: http://hdl.handle.net/1721.1/15922.

Council of Science Editors:

Jimenez JS. The common stock returns of conglomerate companies in the period 1968-1979 . [Masters Thesis]. MIT; 1981. Available from: http://hdl.handle.net/1721.1/15922


NSYSU

29. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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 August 22, 2019. 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. 22 Aug 2019.

Vancouver:

Shuo W. Study on Architecture-Oriented Fixed Assets Management Model. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Aug 22]. 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

30. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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 August 22, 2019. 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. 22 Aug 2019.

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 2019 Aug 22]. 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

[1] [2] [3] [4] [5] … [5776]

.