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You searched for subject:( Markowitz Harry Financial management Portfolio management Securities ). Showing records 1 – 30 of 104155 total matches.

[1] [2] [3] [4] [5] … [3472]

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1. [No author]. An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016.

Degree: 2016, Fundação Escola de Comércio Álvares Penteado

 The objective of this paper is to analyze the different portfolios formed by Markowitz's (1952) mean-variance model and a naive strategy (1/N) composed of ETFs… (more)

Subjects/Keywords: Carteiras (Finan??as) - Administra????o. T??tulos (Finan??as). Markowitz, Harry ??? Carteira (Finan??as) ??? Administra????o; Markowitz, Harry - Financial management. Portfolio management. Securities.

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

APA (6th Edition):

author], [. (2016). An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. (Thesis). Fundação Escola de Comércio Álvares Penteado. Retrieved from http://tede.fecap.br:8080/jspui/handle/jspui/734

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??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. ” 2016. Thesis, Fundação Escola de Comércio Álvares Penteado. Accessed November 20, 2019. http://tede.fecap.br:8080/jspui/handle/jspui/734.

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??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. ” 2016. Web. 20 Nov 2019.

Vancouver:

author] [. An??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. [Internet] [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2016. [cited 2019 Nov 20]. Available from: http://tede.fecap.br:8080/jspui/handle/jspui/734.

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??lise de desempenho de estrat??gias com carteiras formadas por ETFs no Brasil nos anos de 2012 a 2016. [Thesis]. Fundação Escola de Comércio Álvares Penteado; 2016. Available from: http://tede.fecap.br:8080/jspui/handle/jspui/734

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


University of South Africa

2. Huni, Sally. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .

Degree: 2018, University of South Africa

 The aim of this study was to assess the feasibility of constructing optimal portfolios using the Johannesburg Securities Exchange tradable sector indices. Three indices were… (more)

Subjects/Keywords: Global minimum variance portfolio; Johannesburg Securities Exchange; Global financial crisis; Markowitz; Modern portfolio theory

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

APA (6th Edition):

Huni, S. (2018). Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/25289

Chicago Manual of Style (16th Edition):

Huni, Sally. “Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .” 2018. Masters Thesis, University of South Africa. Accessed November 20, 2019. http://hdl.handle.net/10500/25289.

MLA Handbook (7th Edition):

Huni, Sally. “Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework .” 2018. Web. 20 Nov 2019.

Vancouver:

Huni S. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . [Internet] [Masters thesis]. University of South Africa; 2018. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10500/25289.

Council of Science Editors:

Huni S. Portfolio optimisation using the Johannesburg Securities Exchange tradable indices : an application of the Markowitz's mean-variance framework . [Masters Thesis]. University of South Africa; 2018. Available from: http://hdl.handle.net/10500/25289


Technical University of Lisbon

3. Oliveira, Vitor Manuel Branco. Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20.

Degree: 2009, Technical University of Lisbon

Mestrado em Finanças

Este trabalho visa avaliar o contributo de uma gestão activa comparativamente a uma gestão passiva no desempenho de determinado portfolio, composto por… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Carteira Óptima; Portfolio de Acções; Indice PSI 20; Modelo de Markowitz; Active Management Portfolio; Passive Management Portfolio; Optimised Portfolio; Equity Portfolio; PSI 20 Index; Markowitz Model

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APA (6th Edition):

Oliveira, V. M. B. (2009). Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741

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):

Oliveira, Vitor Manuel Branco. “Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20.” 2009. Thesis, Technical University of Lisbon. Accessed November 20, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741.

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

MLA Handbook (7th Edition):

Oliveira, Vitor Manuel Branco. “Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20.” 2009. Web. 20 Nov 2019.

Vancouver:

Oliveira VMB. Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20. [Internet] [Thesis]. Technical University of Lisbon; 2009. [cited 2019 Nov 20]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741.

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

Council of Science Editors:

Oliveira VMB. Comparação entre gestão activa e gestão passiva de um portfolio de acções: um estudo empírico com base no PSI 20. [Thesis]. Technical University of Lisbon; 2009. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/741

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


Massey University

4. Browning, Rebecca. Do cross listed securities in the face of extreme events present any risk return benefits for New Zealand investors?.

Degree: Master of Business Studies, Finance, 2005, Massey University

 Many investors are looking for alternative investment options in todays market as correlations among markets have increased, causing diversification benefits once gained to be diminished.… (more)

Subjects/Keywords: Securities; Risk management; Portfolio management

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APA (6th Edition):

Browning, R. (2005). Do cross listed securities in the face of extreme events present any risk return benefits for New Zealand investors?. (Masters Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/11997

Chicago Manual of Style (16th Edition):

Browning, Rebecca. “Do cross listed securities in the face of extreme events present any risk return benefits for New Zealand investors?.” 2005. Masters Thesis, Massey University. Accessed November 20, 2019. http://hdl.handle.net/10179/11997.

MLA Handbook (7th Edition):

Browning, Rebecca. “Do cross listed securities in the face of extreme events present any risk return benefits for New Zealand investors?.” 2005. Web. 20 Nov 2019.

Vancouver:

Browning R. Do cross listed securities in the face of extreme events present any risk return benefits for New Zealand investors?. [Internet] [Masters thesis]. Massey University; 2005. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10179/11997.

Council of Science Editors:

Browning R. Do cross listed securities in the face of extreme events present any risk return benefits for New Zealand investors?. [Masters Thesis]. Massey University; 2005. Available from: http://hdl.handle.net/10179/11997


Hong Kong University of Science and Technology

5. Zhang, Dawei MATH. Essays on xVA, wrong-way risks and initial margin : from definition to calculations.

Degree: 2018, Hong Kong University of Science and Technology

 In this thesis, we will redefine the notions of CVA, DVA and FVA and derive the formulae for the rest of xVA as the expected… (more)

Subjects/Keywords: Derivative securities; Risk management; Mathematical models; Credit; Valuation; Portfolio management

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APA (6th Edition):

Zhang, D. M. (2018). Essays on xVA, wrong-way risks and initial margin : from definition to calculations. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-991012660867703412 ; http://repository.ust.hk/ir/bitstream/1783.1-97467/1/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):

Zhang, Dawei MATH. “Essays on xVA, wrong-way risks and initial margin : from definition to calculations.” 2018. Thesis, Hong Kong University of Science and Technology. Accessed November 20, 2019. https://doi.org/10.14711/thesis-991012660867703412 ; http://repository.ust.hk/ir/bitstream/1783.1-97467/1/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):

Zhang, Dawei MATH. “Essays on xVA, wrong-way risks and initial margin : from definition to calculations.” 2018. Web. 20 Nov 2019.

Vancouver:

Zhang DM. Essays on xVA, wrong-way risks and initial margin : from definition to calculations. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2018. [cited 2019 Nov 20]. Available from: https://doi.org/10.14711/thesis-991012660867703412 ; http://repository.ust.hk/ir/bitstream/1783.1-97467/1/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:

Zhang DM. Essays on xVA, wrong-way risks and initial margin : from definition to calculations. [Thesis]. Hong Kong University of Science and Technology; 2018. Available from: https://doi.org/10.14711/thesis-991012660867703412 ; http://repository.ust.hk/ir/bitstream/1783.1-97467/1/th_redirect.html

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


University of Florida

6. Goldberg, Todd. Portfolio Backtesting DSS.

Degree: 2012, University of Florida

 Investing in today's financial markets requires a smarter and more hands on approach than was required decades ago. Information technology has allowed for even small… (more)

Subjects/Keywords: Algorithms; Arithmetic mean; Financial portfolios; Investment risks; Investors; Limit orders; Market prices; Prices; Securities markets; Security prices; Decision support systems; Investments; Money – Management; Portfolio management

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APA (6th Edition):

Goldberg, T. (2012). Portfolio Backtesting DSS. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00061049

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):

Goldberg, Todd. “Portfolio Backtesting DSS.” 2012. Thesis, University of Florida. Accessed November 20, 2019. http://ufdc.ufl.edu/AA00061049.

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

MLA Handbook (7th Edition):

Goldberg, Todd. “Portfolio Backtesting DSS.” 2012. Web. 20 Nov 2019.

Vancouver:

Goldberg T. Portfolio Backtesting DSS. [Internet] [Thesis]. University of Florida; 2012. [cited 2019 Nov 20]. Available from: http://ufdc.ufl.edu/AA00061049.

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

Council of Science Editors:

Goldberg T. Portfolio Backtesting DSS. [Thesis]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/AA00061049

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


University of the Western Cape

7. Seepi, Thoriso P.J. Methods of optimizing investment portfolios .

Degree: 2013, University of the Western Cape

 In this thesis, we discuss methods for optimising the expected rate of return of a portfolio with minimal risk. As part of the work we… (more)

Subjects/Keywords: Optimisation; Convex optimisation; Modern portfolio theory; Portfolio management; Quadratic programming; Markowitz mean variance optimisation; Capital asset pricing models; Value at risk

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APA (6th Edition):

Seepi, T. P. J. (2013). Methods of optimizing investment portfolios . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3883

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):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Thesis, University of the Western Cape. Accessed November 20, 2019. http://hdl.handle.net/11394/3883.

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

MLA Handbook (7th Edition):

Seepi, Thoriso P J. “Methods of optimizing investment portfolios .” 2013. Web. 20 Nov 2019.

Vancouver:

Seepi TPJ. Methods of optimizing investment portfolios . [Internet] [Thesis]. University of the Western Cape; 2013. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/11394/3883.

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

Council of Science Editors:

Seepi TPJ. Methods of optimizing investment portfolios . [Thesis]. University of the Western Cape; 2013. Available from: http://hdl.handle.net/11394/3883

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

8. Lucas Ferreira de Castro. EstratÃgia de composiÃÃo de carteira Ãtima de fundos de investimento para os regimes prÃprios de previdÃncia social com base na seleÃÃo de portfÃlio de Markowitz.

Degree: Master, 2014, Universidade Federal do Ceará

Este trabalho propÃe uma estratÃgia de alocaÃÃo Ãtima dos ativos dos RPPS exclusivamente em fundos de investimentos, respeitando-se os limites impostos pela ResoluÃÃo CMN n.Â… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; PrevidÃncia; RPPS; SeleÃÃo de PortfÃlio Markowitz; OtimizaÃÃo; GestÃo de Carteira; Security; RPPS; Markowitz Portfolio Selection; Optimization; Portfolio Management; OtimizaÃÃo; GestÃo de carteiras

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APA (6th Edition):

Castro, L. F. d. (2014). EstratÃgia de composiÃÃo de carteira Ãtima de fundos de investimento para os regimes prÃprios de previdÃncia social com base na seleÃÃo de portfÃlio de Markowitz. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=13673 ;

Chicago Manual of Style (16th Edition):

Castro, Lucas Ferreira de. “EstratÃgia de composiÃÃo de carteira Ãtima de fundos de investimento para os regimes prÃprios de previdÃncia social com base na seleÃÃo de portfÃlio de Markowitz.” 2014. Masters Thesis, Universidade Federal do Ceará. Accessed November 20, 2019. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=13673 ;.

MLA Handbook (7th Edition):

Castro, Lucas Ferreira de. “EstratÃgia de composiÃÃo de carteira Ãtima de fundos de investimento para os regimes prÃprios de previdÃncia social com base na seleÃÃo de portfÃlio de Markowitz.” 2014. Web. 20 Nov 2019.

Vancouver:

Castro LFd. EstratÃgia de composiÃÃo de carteira Ãtima de fundos de investimento para os regimes prÃprios de previdÃncia social com base na seleÃÃo de portfÃlio de Markowitz. [Internet] [Masters thesis]. Universidade Federal do Ceará 2014. [cited 2019 Nov 20]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=13673 ;.

Council of Science Editors:

Castro LFd. EstratÃgia de composiÃÃo de carteira Ãtima de fundos de investimento para os regimes prÃprios de previdÃncia social com base na seleÃÃo de portfÃlio de Markowitz. [Masters Thesis]. Universidade Federal do Ceará 2014. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=13673 ;


University of Aberdeen

9. Chen, Jing. Three essays on the Chinese equity market.

Degree: 2011, University of Aberdeen

 This thesis presents three essays on the Chinese equity market. Specifically I focus on the long run common trends and microstructure of the market after… (more)

Subjects/Keywords: 332; Equity : Investment analysis : Securities : Stock exchanges : Portfolio management

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APA (6th Edition):

Chen, J. (2011). Three essays on the Chinese equity market. (Doctoral Dissertation). University of Aberdeen. Retrieved from http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540479

Chicago Manual of Style (16th Edition):

Chen, Jing. “Three essays on the Chinese equity market.” 2011. Doctoral Dissertation, University of Aberdeen. Accessed November 20, 2019. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540479.

MLA Handbook (7th Edition):

Chen, Jing. “Three essays on the Chinese equity market.” 2011. Web. 20 Nov 2019.

Vancouver:

Chen J. Three essays on the Chinese equity market. [Internet] [Doctoral dissertation]. University of Aberdeen; 2011. [cited 2019 Nov 20]. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540479.

Council of Science Editors:

Chen J. Three essays on the Chinese equity market. [Doctoral Dissertation]. University of Aberdeen; 2011. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.540479


University of British Columbia

10. Koster, Hendrik Aaldrik Jan. Optimal trading strategies and risk in the government bond market : two essays in financial economics .

Degree: 1987, University of British Columbia

 The two main questions arising from the problem of optimal bond portfolio management concern the formulation of an optimal trading rule and the specification of… (more)

Subjects/Keywords: Government securities; Portfolio management

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APA (6th Edition):

Koster, H. A. J. (1987). Optimal trading strategies and risk in the government bond market : two essays in financial economics . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/28846

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):

Koster, Hendrik Aaldrik Jan. “Optimal trading strategies and risk in the government bond market : two essays in financial economics .” 1987. Thesis, University of British Columbia. Accessed November 20, 2019. http://hdl.handle.net/2429/28846.

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

MLA Handbook (7th Edition):

Koster, Hendrik Aaldrik Jan. “Optimal trading strategies and risk in the government bond market : two essays in financial economics .” 1987. Web. 20 Nov 2019.

Vancouver:

Koster HAJ. Optimal trading strategies and risk in the government bond market : two essays in financial economics . [Internet] [Thesis]. University of British Columbia; 1987. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/2429/28846.

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

Council of Science Editors:

Koster HAJ. Optimal trading strategies and risk in the government bond market : two essays in financial economics . [Thesis]. University of British Columbia; 1987. Available from: http://hdl.handle.net/2429/28846

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


Florida Atlantic University

11. Hao, Lizhong. Earnings management around IPO lockup expiration and the role of auditors.

Degree: PhD, 2013, Florida Atlantic University

Summary: I examine the presence of earnings management at pre-IPO and lockup periods. Motivated by significant post-lockup insider sales documented in prior research, I investigate… (more)

Subjects/Keywords: Going public (Securities); Business forecasting; Organizational effectiveness; Investment analysis; Portfolio management

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

APA (6th Edition):

Hao, L. (2013). Earnings management around IPO lockup expiration and the role of auditors. (Doctoral Dissertation). Florida Atlantic University. Retrieved from http://purl.flvc.org/fcla/dt/3362378

Chicago Manual of Style (16th Edition):

Hao, Lizhong. “Earnings management around IPO lockup expiration and the role of auditors.” 2013. Doctoral Dissertation, Florida Atlantic University. Accessed November 20, 2019. http://purl.flvc.org/fcla/dt/3362378.

MLA Handbook (7th Edition):

Hao, Lizhong. “Earnings management around IPO lockup expiration and the role of auditors.” 2013. Web. 20 Nov 2019.

Vancouver:

Hao L. Earnings management around IPO lockup expiration and the role of auditors. [Internet] [Doctoral dissertation]. Florida Atlantic University; 2013. [cited 2019 Nov 20]. Available from: http://purl.flvc.org/fcla/dt/3362378.

Council of Science Editors:

Hao L. Earnings management around IPO lockup expiration and the role of auditors. [Doctoral Dissertation]. Florida Atlantic University; 2013. Available from: http://purl.flvc.org/fcla/dt/3362378


University of Western Sydney

12. Mohamed Razali, Muhammad N. The significance and performance of Malaysian listed property companies in Pan-Asian property portfolios.

Degree: 2015, University of Western Sydney

 The performance and significance of property securities in Malaysia has not been analysed due to a lack of awareness and expertise in Malaysia, particularly on… (more)

Subjects/Keywords: Global Financial Crisis, 2008-2009; real estate investment trusts; securities; property; portfolio management; Malaysia; Asia; Thesis (Ph.D.) – University of Western Sydney, 2015

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APA (6th Edition):

Mohamed Razali, M. N. (2015). The significance and performance of Malaysian listed property companies in Pan-Asian property portfolios. (Thesis). University of Western Sydney. Retrieved from http://hdl.handle.net/1959.7/uws:31337

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):

Mohamed Razali, Muhammad N. “The significance and performance of Malaysian listed property companies in Pan-Asian property portfolios.” 2015. Thesis, University of Western Sydney. Accessed November 20, 2019. http://hdl.handle.net/1959.7/uws:31337.

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

MLA Handbook (7th Edition):

Mohamed Razali, Muhammad N. “The significance and performance of Malaysian listed property companies in Pan-Asian property portfolios.” 2015. Web. 20 Nov 2019.

Vancouver:

Mohamed Razali MN. The significance and performance of Malaysian listed property companies in Pan-Asian property portfolios. [Internet] [Thesis]. University of Western Sydney; 2015. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/1959.7/uws:31337.

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

Council of Science Editors:

Mohamed Razali MN. The significance and performance of Malaysian listed property companies in Pan-Asian property portfolios. [Thesis]. University of Western Sydney; 2015. Available from: http://hdl.handle.net/1959.7/uws:31337

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

13. Oberholtzer, Daniel Vincent. Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios.

Degree: MS, Agribusiness and Applied Economics, 2011, North Dakota State University

 Historic market volatility has made risk management decisions by firms in the agricultural supply chain more challenging. Market risk measurement methods, such as Value-at-Risk, were… (more)

Subjects/Keywords: Flour industry  – Risk management.; Financial risk management.; Portfolio management.; Investment analysis.; Financial futures.

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APA (6th Edition):

Oberholtzer, D. V. (2011). Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios. (Masters Thesis). North Dakota State University. Retrieved from http://hdl.handle.net/10365/29554

Chicago Manual of Style (16th Edition):

Oberholtzer, Daniel Vincent. “Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios.” 2011. Masters Thesis, North Dakota State University. Accessed November 20, 2019. http://hdl.handle.net/10365/29554.

MLA Handbook (7th Edition):

Oberholtzer, Daniel Vincent. “Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios.” 2011. Web. 20 Nov 2019.

Vancouver:

Oberholtzer DV. Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios. [Internet] [Masters thesis]. North Dakota State University; 2011. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10365/29554.

Council of Science Editors:

Oberholtzer DV. Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios. [Masters Thesis]. North Dakota State University; 2011. Available from: http://hdl.handle.net/10365/29554


Technical University of Lisbon

14. Félix, João Pedro Santos Silva. A gestão de carteira de acções aplicada ao mercado francês.

Degree: 2011, Technical University of Lisbon

Mestrado em Finanças

O principal objectivo deste estudo é avaliar as possíveis vantagens de uma carteira caracterizada por uma gestão activa face a uma carteira… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Carteira Óptima; Carteira de Variância Mínima; Modelo de Markowitz; Carteira de acções; Rácio de Sharpe; Active Management; Passive Management; Optimized Portfolio; Minimum Variance Portfolio; Markowitz Model; Equity Portfolio; Sharpe Ratio

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

APA (6th Edition):

Félix, J. P. S. S. (2011). A gestão de carteira de acções aplicada ao mercado francês. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263

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):

Félix, João Pedro Santos Silva. “A gestão de carteira de acções aplicada ao mercado francês.” 2011. Thesis, Technical University of Lisbon. Accessed November 20, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263.

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

MLA Handbook (7th Edition):

Félix, João Pedro Santos Silva. “A gestão de carteira de acções aplicada ao mercado francês.” 2011. Web. 20 Nov 2019.

Vancouver:

Félix JPSS. A gestão de carteira de acções aplicada ao mercado francês. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2019 Nov 20]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263.

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

Council of Science Editors:

Félix JPSS. A gestão de carteira de acções aplicada ao mercado francês. [Thesis]. Technical University of Lisbon; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10263

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


Technical University of Lisbon

15. Sousa, Júnior Gabriel Faria de. Active versus passive management : the case of BOVESPA.

Degree: 2016, Technical University of Lisbon

Mestrado em Finanças

O principal objetivo deste trabalho é analisar alguns modelos subjacente à gestão de carteiras ativa e passiva e qual seria seu impacto… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Portfolio de Acções; Modelo de Markowitz; Modelo de Variância Mínima; Carteira de Acções com Pesos Iguais; Rácio de Sharpe; Active Management; Passive Management; Portfolio Shares; Markowitz Model; Minimum Variance Model; Equity Portfolio with Equal Weights; Sharpe ratio

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

APA (6th Edition):

Sousa, J. G. F. d. (2016). Active versus passive management : the case of BOVESPA. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647

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):

Sousa, Júnior Gabriel Faria de. “Active versus passive management : the case of BOVESPA.” 2016. Thesis, Technical University of Lisbon. Accessed November 20, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647.

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

MLA Handbook (7th Edition):

Sousa, Júnior Gabriel Faria de. “Active versus passive management : the case of BOVESPA.” 2016. Web. 20 Nov 2019.

Vancouver:

Sousa JGFd. Active versus passive management : the case of BOVESPA. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2019 Nov 20]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647.

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

Council of Science Editors:

Sousa JGFd. Active versus passive management : the case of BOVESPA. [Thesis]. Technical University of Lisbon; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11647

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


Technical University of Lisbon

16. Martins, Luís Pedro Rosa. A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano.

Degree: 2014, Technical University of Lisbon

Mestrado em Finanças

O objectivo deste trabalho é verificar as possíveis vantagens da gestão activa face à gestão passiva de uma carteira de acções com… (more)

Subjects/Keywords: Gestão Activa; Gestão Passiva; Portfolio de Acções; Modelo de Markowitz; Modelo de Variância Mínima; Carteira de Acções com Pesos Iguais; Active Management; Passive Management; Portfolio Shares; Markowitz Model; Minimum Variance Model; Equity Portfolio with Equal Weights

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

APA (6th Edition):

Martins, L. P. R. (2014). A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198

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):

Martins, Luís Pedro Rosa. “A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano.” 2014. Thesis, Technical University of Lisbon. Accessed November 20, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198.

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

MLA Handbook (7th Edition):

Martins, Luís Pedro Rosa. “A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano.” 2014. Web. 20 Nov 2019.

Vancouver:

Martins LPR. A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2019 Nov 20]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198.

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

Council of Science Editors:

Martins LPR. A eficiência nas Carteiras de Markowitz, Variância Mínima e Naïve aplicada ao índice italiano. [Thesis]. Technical University of Lisbon; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8198

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


University of Johannesburg

17. Sonnekus, Hélène. Aspects of capital allocation.

Degree: 2013, University of Johannesburg

M.Sc. (Statistics)

Most people in the world rely on a well-functioning and stable financial system. Problems experienced by financial institutions, such as too little liquidity… (more)

Subjects/Keywords: Financial risk management; Asset allocation; Risk - Measurement; Portfolio management

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

APA (6th Edition):

Sonnekus, H. (2013). Aspects of capital allocation. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/8569

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):

Sonnekus, Hélène. “Aspects of capital allocation.” 2013. Thesis, University of Johannesburg. Accessed November 20, 2019. http://hdl.handle.net/10210/8569.

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

MLA Handbook (7th Edition):

Sonnekus, Hélène. “Aspects of capital allocation.” 2013. Web. 20 Nov 2019.

Vancouver:

Sonnekus H. Aspects of capital allocation. [Internet] [Thesis]. University of Johannesburg; 2013. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10210/8569.

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

Council of Science Editors:

Sonnekus H. Aspects of capital allocation. [Thesis]. University of Johannesburg; 2013. Available from: http://hdl.handle.net/10210/8569

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


Florida Atlantic University

18. Premti, Arjan. Three essays on the impact of analyst recommendations in the banking industry.

Degree: 2014, Florida Atlantic University

Summary: By analyzing the information provided by analyst recommendations in the banking industry, I find that analyst recommendations trigger an immediate impact on the value… (more)

Subjects/Keywords: Financial engineering; Investment analysis; Portfolio management; Risk management

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

APA (6th Edition):

Premti, A. (2014). Three essays on the impact of analyst recommendations in the banking industry. (Thesis). Florida Atlantic University. Retrieved from http://purl.flvc.org/fau/fd/FA00004151 ; (URL) http://purl.flvc.org/fau/fd/FA00004151

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):

Premti, Arjan. “Three essays on the impact of analyst recommendations in the banking industry.” 2014. Thesis, Florida Atlantic University. Accessed November 20, 2019. http://purl.flvc.org/fau/fd/FA00004151 ; (URL) http://purl.flvc.org/fau/fd/FA00004151.

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

MLA Handbook (7th Edition):

Premti, Arjan. “Three essays on the impact of analyst recommendations in the banking industry.” 2014. Web. 20 Nov 2019.

Vancouver:

Premti A. Three essays on the impact of analyst recommendations in the banking industry. [Internet] [Thesis]. Florida Atlantic University; 2014. [cited 2019 Nov 20]. Available from: http://purl.flvc.org/fau/fd/FA00004151 ; (URL) http://purl.flvc.org/fau/fd/FA00004151.

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

Council of Science Editors:

Premti A. Three essays on the impact of analyst recommendations in the banking industry. [Thesis]. Florida Atlantic University; 2014. Available from: http://purl.flvc.org/fau/fd/FA00004151 ; (URL) http://purl.flvc.org/fau/fd/FA00004151

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


University of Alberta

19. Amoako-Tuffour, Joe. Portfolio substitution and the demand for Government of Canada marketable bonds.

Degree: PhD, Department of Economics, 1990, University of Alberta

Subjects/Keywords: Portfolio management – Canada.; Government securities – Canada.

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

APA (6th Edition):

Amoako-Tuffour, J. (1990). Portfolio substitution and the demand for Government of Canada marketable bonds. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/8p58pg378

Chicago Manual of Style (16th Edition):

Amoako-Tuffour, Joe. “Portfolio substitution and the demand for Government of Canada marketable bonds.” 1990. Doctoral Dissertation, University of Alberta. Accessed November 20, 2019. https://era.library.ualberta.ca/files/8p58pg378.

MLA Handbook (7th Edition):

Amoako-Tuffour, Joe. “Portfolio substitution and the demand for Government of Canada marketable bonds.” 1990. Web. 20 Nov 2019.

Vancouver:

Amoako-Tuffour J. Portfolio substitution and the demand for Government of Canada marketable bonds. [Internet] [Doctoral dissertation]. University of Alberta; 1990. [cited 2019 Nov 20]. Available from: https://era.library.ualberta.ca/files/8p58pg378.

Council of Science Editors:

Amoako-Tuffour J. Portfolio substitution and the demand for Government of Canada marketable bonds. [Doctoral Dissertation]. University of Alberta; 1990. Available from: https://era.library.ualberta.ca/files/8p58pg378

20. Alsubaie, Abdullah. Essays on Momentum, Autoregressive Returns, and Conditional Volatility: Evidence From the Saudi Stock Market.

Degree: PhD, 2007, Old Dominion University

  The objective of this dissertation is to examine different aspects of return behavior and provide an out of sample evidence from the Saudi stock… (more)

Subjects/Keywords: Portfolio management; Securities markets; Stock prices

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

APA (6th Edition):

Alsubaie, A. (2007). Essays on Momentum, Autoregressive Returns, and Conditional Volatility: Evidence From the Saudi Stock Market. (Doctoral Dissertation). Old Dominion University. Retrieved from 9780549083276 ; https://digitalcommons.odu.edu/businessadministration_etds/78

Chicago Manual of Style (16th Edition):

Alsubaie, Abdullah. “Essays on Momentum, Autoregressive Returns, and Conditional Volatility: Evidence From the Saudi Stock Market.” 2007. Doctoral Dissertation, Old Dominion University. Accessed November 20, 2019. 9780549083276 ; https://digitalcommons.odu.edu/businessadministration_etds/78.

MLA Handbook (7th Edition):

Alsubaie, Abdullah. “Essays on Momentum, Autoregressive Returns, and Conditional Volatility: Evidence From the Saudi Stock Market.” 2007. Web. 20 Nov 2019.

Vancouver:

Alsubaie A. Essays on Momentum, Autoregressive Returns, and Conditional Volatility: Evidence From the Saudi Stock Market. [Internet] [Doctoral dissertation]. Old Dominion University; 2007. [cited 2019 Nov 20]. Available from: 9780549083276 ; https://digitalcommons.odu.edu/businessadministration_etds/78.

Council of Science Editors:

Alsubaie A. Essays on Momentum, Autoregressive Returns, and Conditional Volatility: Evidence From the Saudi Stock Market. [Doctoral Dissertation]. Old Dominion University; 2007. Available from: 9780549083276 ; https://digitalcommons.odu.edu/businessadministration_etds/78


University of Aberdeen

21. Ismail, Hassan Ismail Hassan. Information asymmetry and the valuation of new issues : the case of Egypt.

Degree: PhD, 2009, University of Aberdeen

 While the literature on underpricing of initial public offerings (IPOs) of common stock is various and expansive, very little research has been undertaken in countries… (more)

Subjects/Keywords: 337; Going public (Securities); Stocks; Financial risk management

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

APA (6th Edition):

Ismail, H. I. H. (2009). Information asymmetry and the valuation of new issues : the case of Egypt. (Doctoral Dissertation). University of Aberdeen. Retrieved from http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=109953 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521321

Chicago Manual of Style (16th Edition):

Ismail, Hassan Ismail Hassan. “Information asymmetry and the valuation of new issues : the case of Egypt.” 2009. Doctoral Dissertation, University of Aberdeen. Accessed November 20, 2019. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=109953 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521321.

MLA Handbook (7th Edition):

Ismail, Hassan Ismail Hassan. “Information asymmetry and the valuation of new issues : the case of Egypt.” 2009. Web. 20 Nov 2019.

Vancouver:

Ismail HIH. Information asymmetry and the valuation of new issues : the case of Egypt. [Internet] [Doctoral dissertation]. University of Aberdeen; 2009. [cited 2019 Nov 20]. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=109953 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521321.

Council of Science Editors:

Ismail HIH. Information asymmetry and the valuation of new issues : the case of Egypt. [Doctoral Dissertation]. University of Aberdeen; 2009. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=109953 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521321

22. Kongera, Ajay. Two Essays on the Effect of Macroeconomic News on the Stock Market.

Degree: PhD, 2011, Old Dominion University

  This dissertation uses macroeconomic variables. In the first essay I use macroeconomic variables to determine if these variables affect the market's returns and volatilities,… (more)

Subjects/Keywords: Securities markets; Macroeconomic variables; Stock market; Finance and Financial Management; Macroeconomics

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

APA (6th Edition):

Kongera, A. (2011). Two Essays on the Effect of Macroeconomic News on the Stock Market. (Doctoral Dissertation). Old Dominion University. Retrieved from 9781124990606 ; https://digitalcommons.odu.edu/businessadministration_etds/32

Chicago Manual of Style (16th Edition):

Kongera, Ajay. “Two Essays on the Effect of Macroeconomic News on the Stock Market.” 2011. Doctoral Dissertation, Old Dominion University. Accessed November 20, 2019. 9781124990606 ; https://digitalcommons.odu.edu/businessadministration_etds/32.

MLA Handbook (7th Edition):

Kongera, Ajay. “Two Essays on the Effect of Macroeconomic News on the Stock Market.” 2011. Web. 20 Nov 2019.

Vancouver:

Kongera A. Two Essays on the Effect of Macroeconomic News on the Stock Market. [Internet] [Doctoral dissertation]. Old Dominion University; 2011. [cited 2019 Nov 20]. Available from: 9781124990606 ; https://digitalcommons.odu.edu/businessadministration_etds/32.

Council of Science Editors:

Kongera A. Two Essays on the Effect of Macroeconomic News on the Stock Market. [Doctoral Dissertation]. Old Dominion University; 2011. Available from: 9781124990606 ; https://digitalcommons.odu.edu/businessadministration_etds/32


Edith Cowan University

23. Sudiman, Josephine. Empirical market microstructure studies of the Indonesian Stock Exchange (IDX).

Degree: 2012, Edith Cowan University

 The overall aim of this study is to improve the understanding of how two market elements within microstructure theory, namely the regulatory and behavioural aspects,… (more)

Subjects/Keywords: Stock exchanges; Indonesia; Securities; Mathematical models; Finance and Financial Management

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

APA (6th Edition):

Sudiman, J. (2012). Empirical market microstructure studies of the Indonesian Stock Exchange (IDX). (Thesis). Edith Cowan University. Retrieved from https://ro.ecu.edu.au/theses/1852

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):

Sudiman, Josephine. “Empirical market microstructure studies of the Indonesian Stock Exchange (IDX).” 2012. Thesis, Edith Cowan University. Accessed November 20, 2019. https://ro.ecu.edu.au/theses/1852.

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

MLA Handbook (7th Edition):

Sudiman, Josephine. “Empirical market microstructure studies of the Indonesian Stock Exchange (IDX).” 2012. Web. 20 Nov 2019.

Vancouver:

Sudiman J. Empirical market microstructure studies of the Indonesian Stock Exchange (IDX). [Internet] [Thesis]. Edith Cowan University; 2012. [cited 2019 Nov 20]. Available from: https://ro.ecu.edu.au/theses/1852.

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

Council of Science Editors:

Sudiman J. Empirical market microstructure studies of the Indonesian Stock Exchange (IDX). [Thesis]. Edith Cowan University; 2012. Available from: https://ro.ecu.edu.au/theses/1852

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


University of Cape Town

24. Runhaar, Anton Johan. Active portfolio management: improving factor-based portfolio construction by applying machine learning to classify stock performance.

Degree: MBA, Research of GSB, 2017, University of Cape Town

 This study investigated the application of machine learning to active portfolio management by comparing the performance of a factor based investment strategy to one that… (more)

Subjects/Keywords: Portfolio Management

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

APA (6th Edition):

Runhaar, A. J. (2017). Active portfolio management: improving factor-based portfolio construction by applying machine learning to classify stock performance. (Masters Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/25474

Chicago Manual of Style (16th Edition):

Runhaar, Anton Johan. “Active portfolio management: improving factor-based portfolio construction by applying machine learning to classify stock performance.” 2017. Masters Thesis, University of Cape Town. Accessed November 20, 2019. http://hdl.handle.net/11427/25474.

MLA Handbook (7th Edition):

Runhaar, Anton Johan. “Active portfolio management: improving factor-based portfolio construction by applying machine learning to classify stock performance.” 2017. Web. 20 Nov 2019.

Vancouver:

Runhaar AJ. Active portfolio management: improving factor-based portfolio construction by applying machine learning to classify stock performance. [Internet] [Masters thesis]. University of Cape Town; 2017. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/11427/25474.

Council of Science Editors:

Runhaar AJ. Active portfolio management: improving factor-based portfolio construction by applying machine learning to classify stock performance. [Masters Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/25474

25. Grant, Peter. Developing risk management strategies for stock market investment portfolio management.

Degree: Faculty of Management, 2004, Port Elizabeth Technikon

 This study was conducted to establish whether risk management strategies could be developed to enable stock market investment portfolio managers to reduce the risk involved… (more)

Subjects/Keywords: Stocks; Risk management; Portfolio management; Investments; Securities

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

APA (6th Edition):

Grant, P. (2004). Developing risk management strategies for stock market investment portfolio management. (Thesis). Port Elizabeth Technikon. Retrieved from http://hdl.handle.net/10948/215

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):

Grant, Peter. “Developing risk management strategies for stock market investment portfolio management.” 2004. Thesis, Port Elizabeth Technikon. Accessed November 20, 2019. http://hdl.handle.net/10948/215.

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

MLA Handbook (7th Edition):

Grant, Peter. “Developing risk management strategies for stock market investment portfolio management.” 2004. Web. 20 Nov 2019.

Vancouver:

Grant P. Developing risk management strategies for stock market investment portfolio management. [Internet] [Thesis]. Port Elizabeth Technikon; 2004. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/10948/215.

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

Council of Science Editors:

Grant P. Developing risk management strategies for stock market investment portfolio management. [Thesis]. Port Elizabeth Technikon; 2004. Available from: http://hdl.handle.net/10948/215

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

26. Stadnick, Priscilla. Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO - Brazil.

Degree: Umeå School of Business, 2008, Umeå University

  Project Portfolio Management is a tool for effective resource allocation, for the selection of those projects with the highest potential to become tomorrow’s new… (more)

Subjects/Keywords: Project portfolio management; innovation; financial industry; Business studies; Företagsekonomi

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APA (6th Edition):

Stadnick, P. (2008). Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO - Brazil. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1525

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):

Stadnick, Priscilla. “Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO - Brazil.” 2008. Thesis, Umeå University. Accessed November 20, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1525.

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

MLA Handbook (7th Edition):

Stadnick, Priscilla. “Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO - Brazil.” 2008. Web. 20 Nov 2019.

Vancouver:

Stadnick P. Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO - Brazil. [Internet] [Thesis]. Umeå University; 2008. [cited 2019 Nov 20]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1525.

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

Council of Science Editors:

Stadnick P. Project Portfolio Management Practices for Innovation – A Case Study at ABN AMRO - Brazil. [Thesis]. Umeå University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1525

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

27. Orozco, Jorge Luis. Portfolio Asset Allocation On a Sector Rotation Strategy Triggered by Fed's Discount Rate.

Degree: 2016, Buffalo State College

 The purpose of this project is to evaluate sector rotation strategies to determine if they out-perform market index strategies. This work will focus on the… (more)

Subjects/Keywords: Portfolio Asset Allocation; Strategy; outperforming the market; Finance and Financial Management

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

APA (6th Edition):

Orozco, J. L. (2016). Portfolio Asset Allocation On a Sector Rotation Strategy Triggered by Fed's Discount Rate. (Thesis). Buffalo State College. Retrieved from http://digitalcommons.buffalostate.edu/economics_theses/16

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):

Orozco, Jorge Luis. “Portfolio Asset Allocation On a Sector Rotation Strategy Triggered by Fed's Discount Rate.” 2016. Thesis, Buffalo State College. Accessed November 20, 2019. http://digitalcommons.buffalostate.edu/economics_theses/16.

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

MLA Handbook (7th Edition):

Orozco, Jorge Luis. “Portfolio Asset Allocation On a Sector Rotation Strategy Triggered by Fed's Discount Rate.” 2016. Web. 20 Nov 2019.

Vancouver:

Orozco JL. Portfolio Asset Allocation On a Sector Rotation Strategy Triggered by Fed's Discount Rate. [Internet] [Thesis]. Buffalo State College; 2016. [cited 2019 Nov 20]. Available from: http://digitalcommons.buffalostate.edu/economics_theses/16.

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

Council of Science Editors:

Orozco JL. Portfolio Asset Allocation On a Sector Rotation Strategy Triggered by Fed's Discount Rate. [Thesis]. Buffalo State College; 2016. Available from: http://digitalcommons.buffalostate.edu/economics_theses/16

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


University of Illinois – Urbana-Champaign

28. Huang, Yu-Hsiang. IT portfolio attributes and investment choices.

Degree: PhD, Business Administration, 2016, University of Illinois – Urbana-Champaign

 Many Chief Information Officers (CIOs) and senior executives face the challenge of finding the appropriate IT resource allocation to meet enterprise strategic goals across multi-organizational… (more)

Subjects/Keywords: IT Portfolio Management (ITPM); Efficiency; Risk tolerance levels; Financial standing

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APA (6th Edition):

Huang, Y. (2016). IT portfolio attributes and investment choices. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/95605

Chicago Manual of Style (16th Edition):

Huang, Yu-Hsiang. “IT portfolio attributes and investment choices.” 2016. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed November 20, 2019. http://hdl.handle.net/2142/95605.

MLA Handbook (7th Edition):

Huang, Yu-Hsiang. “IT portfolio attributes and investment choices.” 2016. Web. 20 Nov 2019.

Vancouver:

Huang Y. IT portfolio attributes and investment choices. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2016. [cited 2019 Nov 20]. Available from: http://hdl.handle.net/2142/95605.

Council of Science Editors:

Huang Y. IT portfolio attributes and investment choices. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/95605


Technical University of Lisbon

29. Monteiro, Pedro Matoso Coimbra Sacramento. A Gestão de Carteira de Acções aplicada ao mercado espanhol.

Degree: 2011, Technical University of Lisbon

Mestrado em Finanças

A presente dissertação teve como objetivo principal analisar e comparar a gestão ativa e passiva de um determinado portfolio constituído por ações… (more)

Subjects/Keywords: Gestão Ativa; Gestão Passiva; Índice Bolsista Espanhol (IBEX 35); Modelo de Markowitz; Modelo de Variância Mínima; Carteira de Ações com Pesos Iguais; Active Management; Passive Management; Spanish Stock Index (IBEX 35); Markowitz Model; Minimum Variance Model; Equity Portfolio with Equal Weights

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

APA (6th Edition):

Monteiro, P. M. C. S. (2011). A Gestão de Carteira de Acções aplicada ao mercado espanhol. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211

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):

Monteiro, Pedro Matoso Coimbra Sacramento. “A Gestão de Carteira de Acções aplicada ao mercado espanhol.” 2011. Thesis, Technical University of Lisbon. Accessed November 20, 2019. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211.

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

MLA Handbook (7th Edition):

Monteiro, Pedro Matoso Coimbra Sacramento. “A Gestão de Carteira de Acções aplicada ao mercado espanhol.” 2011. Web. 20 Nov 2019.

Vancouver:

Monteiro PMCS. A Gestão de Carteira de Acções aplicada ao mercado espanhol. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2019 Nov 20]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211.

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

Council of Science Editors:

Monteiro PMCS. A Gestão de Carteira de Acções aplicada ao mercado espanhol. [Thesis]. Technical University of Lisbon; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10211

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


Central Queensland University

30. Yang, Junhao. International diversification of Australian portfolios into emerging markets : using the copula approach.

Degree: 2013, Central Queensland University

 The objectives of this research are to estimate the potential divesification benefits for an Australian investor in emerging markets; and to develop a new framework… (more)

Subjects/Keywords: Financial risk management.; Investments, Foreign.; Portfolio management.; Investments.; Thesis; Book. e-thesis

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

APA (6th Edition):

Yang, J. (2013). International diversification of Australian portfolios into emerging markets : using the copula approach. (Thesis). Central Queensland University. Retrieved from http://hdl.cqu.edu.au/10018/1013644

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):

Yang, Junhao. “International diversification of Australian portfolios into emerging markets : using the copula approach.” 2013. Thesis, Central Queensland University. Accessed November 20, 2019. http://hdl.cqu.edu.au/10018/1013644.

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

MLA Handbook (7th Edition):

Yang, Junhao. “International diversification of Australian portfolios into emerging markets : using the copula approach.” 2013. Web. 20 Nov 2019.

Vancouver:

Yang J. International diversification of Australian portfolios into emerging markets : using the copula approach. [Internet] [Thesis]. Central Queensland University; 2013. [cited 2019 Nov 20]. Available from: http://hdl.cqu.edu.au/10018/1013644.

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

Council of Science Editors:

Yang J. International diversification of Australian portfolios into emerging markets : using the copula approach. [Thesis]. Central Queensland University; 2013. Available from: http://hdl.cqu.edu.au/10018/1013644

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

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