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You searched for subject:(Risk Premia). Showing records 1 – 25 of 25 total matches.

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Università della Svizzera italiana

1. Povala, Pavol. Modeling the term structure of interest rates.

Degree: 2013, Università della Svizzera italiana

 This doctoral thesis studies the behavior of yields on government bonds. I focus on three aspects of the yield curve: (i) the link between bond… (more)

Subjects/Keywords: Bond risk premia

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APA (6th Edition):

Povala, P. (2013). Modeling the term structure of interest rates. (Thesis). Università della Svizzera italiana. Retrieved from http://doc.rero.ch/record/203150

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):

Povala, Pavol. “Modeling the term structure of interest rates.” 2013. Thesis, Università della Svizzera italiana. Accessed December 15, 2019. http://doc.rero.ch/record/203150.

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

MLA Handbook (7th Edition):

Povala, Pavol. “Modeling the term structure of interest rates.” 2013. Web. 15 Dec 2019.

Vancouver:

Povala P. Modeling the term structure of interest rates. [Internet] [Thesis]. Università della Svizzera italiana; 2013. [cited 2019 Dec 15]. Available from: http://doc.rero.ch/record/203150.

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

Council of Science Editors:

Povala P. Modeling the term structure of interest rates. [Thesis]. Università della Svizzera italiana; 2013. Available from: http://doc.rero.ch/record/203150

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


University of Rochester

2. Wu, Mi; Kaniel, Ron. FX risk premia from the bond markets.

Degree: PhD, 2018, University of Rochester

 This paper proposes a two-country term structure model of joint behavior of bond markets and foreign exchange (FX) markets. With risk factors extracted from local… (more)

Subjects/Keywords: Bond risk premia; Currency returns; Exchange rates

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APA (6th Edition):

Wu, Mi; Kaniel, R. (2018). FX risk premia from the bond markets. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/34196

Chicago Manual of Style (16th Edition):

Wu, Mi; Kaniel, Ron. “FX risk premia from the bond markets.” 2018. Doctoral Dissertation, University of Rochester. Accessed December 15, 2019. http://hdl.handle.net/1802/34196.

MLA Handbook (7th Edition):

Wu, Mi; Kaniel, Ron. “FX risk premia from the bond markets.” 2018. Web. 15 Dec 2019.

Vancouver:

Wu, Mi; Kaniel R. FX risk premia from the bond markets. [Internet] [Doctoral dissertation]. University of Rochester; 2018. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1802/34196.

Council of Science Editors:

Wu, Mi; Kaniel R. FX risk premia from the bond markets. [Doctoral Dissertation]. University of Rochester; 2018. Available from: http://hdl.handle.net/1802/34196


Florida International University

3. Lee, Derek-Dion D. The Era of Global Risk Premia.

Degree: PhD, Business Administration, 2018, Florida International University

  I propose a global risk factor – Currency Traded Risk (CTR). This risk factor is the first to identify the directional link between currencies… (more)

Subjects/Keywords: carry trade; currency risk; variance risk premia; risk premia; volatility risk; predictive; global systematic risk; Finance and Financial Management

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APA (6th Edition):

Lee, D. D. (2018). The Era of Global Risk Premia. (Doctoral Dissertation). Florida International University. Retrieved from https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856

Chicago Manual of Style (16th Edition):

Lee, Derek-Dion D. “The Era of Global Risk Premia.” 2018. Doctoral Dissertation, Florida International University. Accessed December 15, 2019. https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856.

MLA Handbook (7th Edition):

Lee, Derek-Dion D. “The Era of Global Risk Premia.” 2018. Web. 15 Dec 2019.

Vancouver:

Lee DD. The Era of Global Risk Premia. [Internet] [Doctoral dissertation]. Florida International University; 2018. [cited 2019 Dec 15]. Available from: https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856.

Council of Science Editors:

Lee DD. The Era of Global Risk Premia. [Doctoral Dissertation]. Florida International University; 2018. Available from: https://digitalcommons.fiu.edu/etd/3777 ; 10.25148/etd.FIDC006856 ; FIDC006856


NSYSU

4. Lin, Shu-Yu. The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management.

Degree: PhD, Finance, 2009, NSYSU

 The work presented in this dissertation can be grouped around two major themes. The first theme relates to the asset allocation and the second theme… (more)

Subjects/Keywords: positive feedback; risk management; asset allocation; time-varying risk premia

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APA (6th Edition):

Lin, S. (2009). The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115109-171347

Chicago Manual of Style (16th Edition):

Lin, Shu-Yu. “The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management.” 2009. Doctoral Dissertation, NSYSU. Accessed December 15, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115109-171347.

MLA Handbook (7th Edition):

Lin, Shu-Yu. “The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management.” 2009. Web. 15 Dec 2019.

Vancouver:

Lin S. The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management. [Internet] [Doctoral dissertation]. NSYSU; 2009. [cited 2019 Dec 15]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115109-171347.

Council of Science Editors:

Lin S. The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management. [Doctoral Dissertation]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115109-171347


University of California – San Diego

5. Dossani, Asad. Essays on Inference from Option Markets.

Degree: Economics, 2018, University of California – San Diego

 This dissertation consists of three chapters that analyze the economic information contained in option markets. Option markets are forward looking, and thus contain valuable insight… (more)

Subjects/Keywords: Finance; Economics; Monetary Policy; Option Markets; Risk Premia

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APA (6th Edition):

Dossani, A. (2018). Essays on Inference from Option Markets. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/35w7m37v

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):

Dossani, Asad. “Essays on Inference from Option Markets.” 2018. Thesis, University of California – San Diego. Accessed December 15, 2019. http://www.escholarship.org/uc/item/35w7m37v.

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

MLA Handbook (7th Edition):

Dossani, Asad. “Essays on Inference from Option Markets.” 2018. Web. 15 Dec 2019.

Vancouver:

Dossani A. Essays on Inference from Option Markets. [Internet] [Thesis]. University of California – San Diego; 2018. [cited 2019 Dec 15]. Available from: http://www.escholarship.org/uc/item/35w7m37v.

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

Council of Science Editors:

Dossani A. Essays on Inference from Option Markets. [Thesis]. University of California – San Diego; 2018. Available from: http://www.escholarship.org/uc/item/35w7m37v

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


Queen Mary, University of London

6. Mouabbi, Sarah. Essays on term structure models.

Degree: PhD, 2014, Queen Mary, University of London

 Estimating risk premia has been at the forefront of the financial economics' literature due to their informational content. Risk premia are of particular interest to… (more)

Subjects/Keywords: Economics and Finance; risk premia estimation; dynamic term structure model

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APA (6th Edition):

Mouabbi, S. (2014). Essays on term structure models. (Doctoral Dissertation). Queen Mary, University of London. Retrieved from http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758

Chicago Manual of Style (16th Edition):

Mouabbi, Sarah. “Essays on term structure models.” 2014. Doctoral Dissertation, Queen Mary, University of London. Accessed December 15, 2019. http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758.

MLA Handbook (7th Edition):

Mouabbi, Sarah. “Essays on term structure models.” 2014. Web. 15 Dec 2019.

Vancouver:

Mouabbi S. Essays on term structure models. [Internet] [Doctoral dissertation]. Queen Mary, University of London; 2014. [cited 2019 Dec 15]. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758.

Council of Science Editors:

Mouabbi S. Essays on term structure models. [Doctoral Dissertation]. Queen Mary, University of London; 2014. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/27206 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.765758


Case Western Reserve University

7. Robinson, Thomas Richard. External demands for earnings management: The association between earnings variability and bond risk premia.

Degree: PhD, Management, 1993, Case Western Reserve University

 This dissertation examines the relationships among earnings variability, earnings management and bond risk premia. While previous empirical accounting research has focused on the existence of… (more)

Subjects/Keywords: External demands; earnings management; earnings variability; bond risk premia

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APA (6th Edition):

Robinson, T. R. (1993). External demands for earnings management: The association between earnings variability and bond risk premia. (Doctoral Dissertation). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1056638529

Chicago Manual of Style (16th Edition):

Robinson, Thomas Richard. “External demands for earnings management: The association between earnings variability and bond risk premia.” 1993. Doctoral Dissertation, Case Western Reserve University. Accessed December 15, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=case1056638529.

MLA Handbook (7th Edition):

Robinson, Thomas Richard. “External demands for earnings management: The association between earnings variability and bond risk premia.” 1993. Web. 15 Dec 2019.

Vancouver:

Robinson TR. External demands for earnings management: The association between earnings variability and bond risk premia. [Internet] [Doctoral dissertation]. Case Western Reserve University; 1993. [cited 2019 Dec 15]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1056638529.

Council of Science Editors:

Robinson TR. External demands for earnings management: The association between earnings variability and bond risk premia. [Doctoral Dissertation]. Case Western Reserve University; 1993. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1056638529


University of Washington

8. Ma, Xuyang. Essays on return predictability and yield factors.

Degree: PhD, 2014, University of Washington

 This dissertation includes three chapters in which the first two are on return predictability and the third is on yield curve and yield factors. The… (more)

Subjects/Keywords: bond risk premia; capital gain; principal component; return predictability; S-shape factor; yield curve; Economics; economics

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APA (6th Edition):

Ma, X. (2014). Essays on return predictability and yield factors. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/26367

Chicago Manual of Style (16th Edition):

Ma, Xuyang. “Essays on return predictability and yield factors.” 2014. Doctoral Dissertation, University of Washington. Accessed December 15, 2019. http://hdl.handle.net/1773/26367.

MLA Handbook (7th Edition):

Ma, Xuyang. “Essays on return predictability and yield factors.” 2014. Web. 15 Dec 2019.

Vancouver:

Ma X. Essays on return predictability and yield factors. [Internet] [Doctoral dissertation]. University of Washington; 2014. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1773/26367.

Council of Science Editors:

Ma X. Essays on return predictability and yield factors. [Doctoral Dissertation]. University of Washington; 2014. Available from: http://hdl.handle.net/1773/26367

9. J. Sorbo. INFLATION-INDEXED BONDS IN THE EUROZONE.

Degree: 2017, Università degli Studi di Milano

 The thesis consists in two papers exploiting thorughly the inflation-indexed bond markets in the Eurozone. In the first paper, after presenting some empirical stylized facts… (more)

Subjects/Keywords: Inflation-indexed securities; Sovereign Debt; Real Interest Rate; Risk Premia; Settore SECS-P/01 - Economia Politica; Settore SECS-P/05 - Econometria

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APA (6th Edition):

Sorbo, J. (2017). INFLATION-INDEXED BONDS IN THE EUROZONE. (Thesis). Università degli Studi di Milano. Retrieved from http://hdl.handle.net/2434/532164

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):

Sorbo, J.. “INFLATION-INDEXED BONDS IN THE EUROZONE.” 2017. Thesis, Università degli Studi di Milano. Accessed December 15, 2019. http://hdl.handle.net/2434/532164.

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

MLA Handbook (7th Edition):

Sorbo, J.. “INFLATION-INDEXED BONDS IN THE EUROZONE.” 2017. Web. 15 Dec 2019.

Vancouver:

Sorbo J. INFLATION-INDEXED BONDS IN THE EUROZONE. [Internet] [Thesis]. Università degli Studi di Milano; 2017. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2434/532164.

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

Council of Science Editors:

Sorbo J. INFLATION-INDEXED BONDS IN THE EUROZONE. [Thesis]. Università degli Studi di Milano; 2017. Available from: http://hdl.handle.net/2434/532164

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


University of Pennsylvania

10. Yamarthy, Ram Sai. Essays On Asset Pricing, Debt Valuation, And Macroeconomics.

Degree: 2017, University of Pennsylvania

 My dissertation consists of three chapters which examine topics at the intersection of financial markets and macroeconomics. Two of the sections relate to the valuation… (more)

Subjects/Keywords: Debt Maturity; Debt Valuation; Financial Frictions; Macroeconomics; Risk Premia; Term Structure; Economics; Economic Theory; Finance and Financial Management

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APA (6th Edition):

Yamarthy, R. S. (2017). Essays On Asset Pricing, Debt Valuation, And Macroeconomics. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/2650

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):

Yamarthy, Ram Sai. “Essays On Asset Pricing, Debt Valuation, And Macroeconomics.” 2017. Thesis, University of Pennsylvania. Accessed December 15, 2019. https://repository.upenn.edu/edissertations/2650.

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

MLA Handbook (7th Edition):

Yamarthy, Ram Sai. “Essays On Asset Pricing, Debt Valuation, And Macroeconomics.” 2017. Web. 15 Dec 2019.

Vancouver:

Yamarthy RS. Essays On Asset Pricing, Debt Valuation, And Macroeconomics. [Internet] [Thesis]. University of Pennsylvania; 2017. [cited 2019 Dec 15]. Available from: https://repository.upenn.edu/edissertations/2650.

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

Council of Science Editors:

Yamarthy RS. Essays On Asset Pricing, Debt Valuation, And Macroeconomics. [Thesis]. University of Pennsylvania; 2017. Available from: https://repository.upenn.edu/edissertations/2650

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


Georgia State University

11. Famy, George. Forecasting Reurns to Pure Factors: A Study of Time Varying Risk Premia.

Degree: PhD, Finance, 2006, Georgia State University

 I find evidence of predictability in out-of-sample data for four risk premia using simple econometric models. Two factor return models are used, an APT model… (more)

Subjects/Keywords: time varying risk premia; conditional asset pricing; business cycle; Finance and Financial Management

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APA (6th Edition):

Famy, G. (2006). Forecasting Reurns to Pure Factors: A Study of Time Varying Risk Premia. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/finance_diss/4

Chicago Manual of Style (16th Edition):

Famy, George. “Forecasting Reurns to Pure Factors: A Study of Time Varying Risk Premia.” 2006. Doctoral Dissertation, Georgia State University. Accessed December 15, 2019. https://scholarworks.gsu.edu/finance_diss/4.

MLA Handbook (7th Edition):

Famy, George. “Forecasting Reurns to Pure Factors: A Study of Time Varying Risk Premia.” 2006. Web. 15 Dec 2019.

Vancouver:

Famy G. Forecasting Reurns to Pure Factors: A Study of Time Varying Risk Premia. [Internet] [Doctoral dissertation]. Georgia State University; 2006. [cited 2019 Dec 15]. Available from: https://scholarworks.gsu.edu/finance_diss/4.

Council of Science Editors:

Famy G. Forecasting Reurns to Pure Factors: A Study of Time Varying Risk Premia. [Doctoral Dissertation]. Georgia State University; 2006. Available from: https://scholarworks.gsu.edu/finance_diss/4


Pontifical Catholic University of Rio de Janeiro

12. SYLVIO KLEIN TROMPOWSKY HECK. [en] ESSAYS IN CURRENCY RISK AND MARKET MICROSTRUCTURE.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Esta tese de doutorado compõe-se de três artigos, sendo dois em finanças empíricas e um em microestrutura de mercado. O primeiro artigo estuda de… (more)

Subjects/Keywords: [pt] CURVA DE JUROS; [en] INTEREST RATE CURVE; [pt] PREMIO DE RISCO CAMBIAL; [en] CURRENCY RISK PREMIA; [pt] MERCADO INTER-DEALER; [en] INTER-DEALER MARKET

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APA (6th Edition):

HECK, S. K. T. (2009). [en] ESSAYS IN CURRENCY RISK AND MARKET MICROSTRUCTURE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13054

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):

HECK, SYLVIO KLEIN TROMPOWSKY. “[en] ESSAYS IN CURRENCY RISK AND MARKET MICROSTRUCTURE.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 15, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13054.

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

MLA Handbook (7th Edition):

HECK, SYLVIO KLEIN TROMPOWSKY. “[en] ESSAYS IN CURRENCY RISK AND MARKET MICROSTRUCTURE.” 2009. Web. 15 Dec 2019.

Vancouver:

HECK SKT. [en] ESSAYS IN CURRENCY RISK AND MARKET MICROSTRUCTURE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2019 Dec 15]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13054.

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

Council of Science Editors:

HECK SKT. [en] ESSAYS IN CURRENCY RISK AND MARKET MICROSTRUCTURE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13054

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


Queensland University of Technology

13. McClelland, Andrew James. Self excitation in equity indices.

Degree: 2012, Queensland University of Technology

 A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes… (more)

Subjects/Keywords: self exciting; option implied; transform-based option pricing; affine jump diffusion; market crash; particle filtering; nonlinear filtering; risk premia; parallelisation; graphics processing unit

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APA (6th Edition):

McClelland, A. J. (2012). Self excitation in equity indices. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/63629/

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):

McClelland, Andrew James. “Self excitation in equity indices.” 2012. Thesis, Queensland University of Technology. Accessed December 15, 2019. https://eprints.qut.edu.au/63629/.

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

MLA Handbook (7th Edition):

McClelland, Andrew James. “Self excitation in equity indices.” 2012. Web. 15 Dec 2019.

Vancouver:

McClelland AJ. Self excitation in equity indices. [Internet] [Thesis]. Queensland University of Technology; 2012. [cited 2019 Dec 15]. Available from: https://eprints.qut.edu.au/63629/.

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

Council of Science Editors:

McClelland AJ. Self excitation in equity indices. [Thesis]. Queensland University of Technology; 2012. Available from: https://eprints.qut.edu.au/63629/

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


University of Southern California

14. Sierra Jimenez, Jesus Antolin. Essays on interest rate determination in open economies.

Degree: PhD, Business Administration, 2009, University of Southern California

 This thesis examines how government accumulation of foreign exchange reserves affect interest rates in an open economy. In the first essay, I examine this issue… (more)

Subjects/Keywords: general equilibrium; two country model; perturbation methods; time-varying risk premia; foreign official holdings; foreign official intervention; VAR; impulse response function; imperfect financial integration; incomplete markets; financial friction; UIP

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APA (6th Edition):

Sierra Jimenez, J. A. (2009). Essays on interest rate determination in open economies. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/407889/rec/2466

Chicago Manual of Style (16th Edition):

Sierra Jimenez, Jesus Antolin. “Essays on interest rate determination in open economies.” 2009. Doctoral Dissertation, University of Southern California. Accessed December 15, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/407889/rec/2466.

MLA Handbook (7th Edition):

Sierra Jimenez, Jesus Antolin. “Essays on interest rate determination in open economies.” 2009. Web. 15 Dec 2019.

Vancouver:

Sierra Jimenez JA. Essays on interest rate determination in open economies. [Internet] [Doctoral dissertation]. University of Southern California; 2009. [cited 2019 Dec 15]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/407889/rec/2466.

Council of Science Editors:

Sierra Jimenez JA. Essays on interest rate determination in open economies. [Doctoral Dissertation]. University of Southern California; 2009. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/407889/rec/2466


University of Canterbury

15. McAleer, M. Risk Management and Financial Derivatives: An Overview.

Degree: Department of Economics and Finance, 2012, University of Canterbury

Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is the expansion of financial derivatives. The purpose… (more)

Subjects/Keywords: risk management; optimal portfolios; financial derivatives; financial econometrics; options; futures; volatility; spillovers; hedging; default; risk premia; complete markets; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics; Field of Research::14 - Economics::1403 - Econometrics

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APA (6th Edition):

McAleer, M. (2012). Risk Management and Financial Derivatives: An Overview. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/9806

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):

McAleer, M. “Risk Management and Financial Derivatives: An Overview.” 2012. Thesis, University of Canterbury. Accessed December 15, 2019. http://hdl.handle.net/10092/9806.

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

MLA Handbook (7th Edition):

McAleer, M. “Risk Management and Financial Derivatives: An Overview.” 2012. Web. 15 Dec 2019.

Vancouver:

McAleer M. Risk Management and Financial Derivatives: An Overview. [Internet] [Thesis]. University of Canterbury; 2012. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10092/9806.

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

Council of Science Editors:

McAleer M. Risk Management and Financial Derivatives: An Overview. [Thesis]. University of Canterbury; 2012. Available from: http://hdl.handle.net/10092/9806

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

16. Al Wakil, Anmar. Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité : Implied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies.

Degree: Docteur es, Sciences de gestion, 2017, Paris Sciences et Lettres

Les stratégies de volatilité ont connu un rapide essor suite à la crise financière de 2008. Or, les récentes performances catastrophiques de ces instruments indiciels… (more)

Subjects/Keywords: Volatilité implicite; Arbitrage de volatilité; Estimation neutre au risque; Econométrie haute-Fréquence; Primes de risque d'assurance; Investissement factoriel; Hedge funds; Evaluation de performance; Implied Volatility; Volatility Arbitrage; Risk-Neutral estimation; High-Frequency econometrics; Tail risk premia; Factor-Based investing; Hedge funds; Performance evaluation; 658.1

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APA (6th Edition):

Al Wakil, A. (2017). Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité : Implied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2017PSLED047

Chicago Manual of Style (16th Edition):

Al Wakil, Anmar. “Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité : Implied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies.” 2017. Doctoral Dissertation, Paris Sciences et Lettres. Accessed December 15, 2019. http://www.theses.fr/2017PSLED047.

MLA Handbook (7th Edition):

Al Wakil, Anmar. “Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité : Implied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies.” 2017. Web. 15 Dec 2019.

Vancouver:

Al Wakil A. Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité : Implied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2017. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2017PSLED047.

Council of Science Editors:

Al Wakil A. Modélisation de la Volatilité Implicite, Primes de Risque d’Assurance, et Stratégies d’Arbitrage de Volatilité : Implied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies. [Doctoral Dissertation]. Paris Sciences et Lettres; 2017. Available from: http://www.theses.fr/2017PSLED047


University of Cambridge

17. Mann, Samuel. Essays in international macroeconomics and finance.

Degree: PhD, 2018, University of Cambridge

 This collection of essays examines the topic of macroeconomic stabilisation in an international context, focusing on monetary policy, capital controls and exchange rates. Chapter 1,… (more)

Subjects/Keywords: Monetary Policy; High-Frequency Identification; Monetary Union; Labour Market; Housing Market; Capital Controls; Terms of Trade; International Risk-Sharing; Welfare; Pruning; Endogenous Discount Factors; New Open Economy Macroeconomics; Exchange Rates; Value; Carry Trade; Risk Premia; Emerging Markets

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APA (6th Edition):

Mann, S. (2018). Essays in international macroeconomics and finance. (Doctoral Dissertation). University of Cambridge. Retrieved from https://www.repository.cam.ac.uk/handle/1810/279973 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.753452

Chicago Manual of Style (16th Edition):

Mann, Samuel. “Essays in international macroeconomics and finance.” 2018. Doctoral Dissertation, University of Cambridge. Accessed December 15, 2019. https://www.repository.cam.ac.uk/handle/1810/279973 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.753452.

MLA Handbook (7th Edition):

Mann, Samuel. “Essays in international macroeconomics and finance.” 2018. Web. 15 Dec 2019.

Vancouver:

Mann S. Essays in international macroeconomics and finance. [Internet] [Doctoral dissertation]. University of Cambridge; 2018. [cited 2019 Dec 15]. Available from: https://www.repository.cam.ac.uk/handle/1810/279973 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.753452.

Council of Science Editors:

Mann S. Essays in international macroeconomics and finance. [Doctoral Dissertation]. University of Cambridge; 2018. Available from: https://www.repository.cam.ac.uk/handle/1810/279973 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.753452


University of Gothenburg / Göteborgs Universitet

18. Chifamba, Ronald. Analysis of Mining Investments in Zimbabwe.

Degree: 2003, University of Gothenburg / Göteborgs Universitet

 The papers in this thesis investigate issues related to investment with particular reference to the mining sector in Zimbabwe. Issues analysed are the levels of… (more)

Subjects/Keywords: Investment; minerals; natural resource; uncertainty; irreversibility; cost function; consumption; return; investment; risk premia; user-cost; capital; Zimbabwe; Economics

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APA (6th Edition):

Chifamba, R. (2003). Analysis of Mining Investments in Zimbabwe. (Thesis). University of Gothenburg / Göteborgs Universitet. Retrieved from http://hdl.handle.net/2077/2927

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):

Chifamba, Ronald. “Analysis of Mining Investments in Zimbabwe.” 2003. Thesis, University of Gothenburg / Göteborgs Universitet. Accessed December 15, 2019. http://hdl.handle.net/2077/2927.

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

MLA Handbook (7th Edition):

Chifamba, Ronald. “Analysis of Mining Investments in Zimbabwe.” 2003. Web. 15 Dec 2019.

Vancouver:

Chifamba R. Analysis of Mining Investments in Zimbabwe. [Internet] [Thesis]. University of Gothenburg / Göteborgs Universitet; 2003. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2077/2927.

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

Council of Science Editors:

Chifamba R. Analysis of Mining Investments in Zimbabwe. [Thesis]. University of Gothenburg / Göteborgs Universitet; 2003. Available from: http://hdl.handle.net/2077/2927

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

19. Dew-Becker, Ian. Essays on Time-Varying Discount Rates.

Degree: PhD, Economics, 2012, Harvard University

Economics Advisors/Committee Members: Campbell, John Y. (advisor).

Subjects/Keywords: economics; asset pricing; business cycle; discount rates; investment; risk premia; investment

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APA (6th Edition):

Dew-Becker, I. (2012). Essays on Time-Varying Discount Rates. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:9306478

Chicago Manual of Style (16th Edition):

Dew-Becker, Ian. “Essays on Time-Varying Discount Rates.” 2012. Doctoral Dissertation, Harvard University. Accessed December 15, 2019. http://nrs.harvard.edu/urn-3:HUL.InstRepos:9306478.

MLA Handbook (7th Edition):

Dew-Becker, Ian. “Essays on Time-Varying Discount Rates.” 2012. Web. 15 Dec 2019.

Vancouver:

Dew-Becker I. Essays on Time-Varying Discount Rates. [Internet] [Doctoral dissertation]. Harvard University; 2012. [cited 2019 Dec 15]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:9306478.

Council of Science Editors:

Dew-Becker I. Essays on Time-Varying Discount Rates. [Doctoral Dissertation]. Harvard University; 2012. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:9306478

20. CHAN WEI-JIN, CALVIN LANZ. Atomic portfolio selection: MVSK utility optimization of global real estate securities.

Degree: 2004, National University of Singapore

Subjects/Keywords: coskewness; cokurtosis; atomic risk premia; mean-variance-skewness-kurtosis (MVSK); co-moment conditions; atomic portfolio selection.

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APA (6th Edition):

CHAN WEI-JIN, C. L. (2004). Atomic portfolio selection: MVSK utility optimization of global real estate securities. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/14504

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):

CHAN WEI-JIN, CALVIN LANZ. “Atomic portfolio selection: MVSK utility optimization of global real estate securities.” 2004. Thesis, National University of Singapore. Accessed December 15, 2019. http://scholarbank.nus.edu.sg/handle/10635/14504.

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

MLA Handbook (7th Edition):

CHAN WEI-JIN, CALVIN LANZ. “Atomic portfolio selection: MVSK utility optimization of global real estate securities.” 2004. Web. 15 Dec 2019.

Vancouver:

CHAN WEI-JIN CL. Atomic portfolio selection: MVSK utility optimization of global real estate securities. [Internet] [Thesis]. National University of Singapore; 2004. [cited 2019 Dec 15]. Available from: http://scholarbank.nus.edu.sg/handle/10635/14504.

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

Council of Science Editors:

CHAN WEI-JIN CL. Atomic portfolio selection: MVSK utility optimization of global real estate securities. [Thesis]. National University of Singapore; 2004. Available from: http://scholarbank.nus.edu.sg/handle/10635/14504

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

21. Gomes, Mathieu. Corporate social responsibility and capital markets : evidence from mergers and acquisitions : Responsabilité sociale des entreprises et marchés financiers : une étude par le prisme des opérations de fusions et acquisitions.

Degree: Docteur es, Sciences de gestion, 2017, Clermont Auvergne

Cette thèse se compose de trois essais empiriques qui étudient l'impact de la responsabilité sociale des entreprises (RSE) dans les opérations de fusions et acquisitions… (more)

Subjects/Keywords: Responsabilité sociale des entreprises; Fusions et acquisitions; Choix des cibles; Prime d'acquisition; Incertitude; Théorie des parties prenantes; Corporate social responsibility; Risk arbitrage; Mergers and acquisitions; Target firm choice; Acquisition premia; Deal uncertainty; Stakeholder theory; 658.162; 174.4

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APA (6th Edition):

Gomes, M. (2017). Corporate social responsibility and capital markets : evidence from mergers and acquisitions : Responsabilité sociale des entreprises et marchés financiers : une étude par le prisme des opérations de fusions et acquisitions. (Doctoral Dissertation). Clermont Auvergne. Retrieved from http://www.theses.fr/2017CLFAD020

Chicago Manual of Style (16th Edition):

Gomes, Mathieu. “Corporate social responsibility and capital markets : evidence from mergers and acquisitions : Responsabilité sociale des entreprises et marchés financiers : une étude par le prisme des opérations de fusions et acquisitions.” 2017. Doctoral Dissertation, Clermont Auvergne. Accessed December 15, 2019. http://www.theses.fr/2017CLFAD020.

MLA Handbook (7th Edition):

Gomes, Mathieu. “Corporate social responsibility and capital markets : evidence from mergers and acquisitions : Responsabilité sociale des entreprises et marchés financiers : une étude par le prisme des opérations de fusions et acquisitions.” 2017. Web. 15 Dec 2019.

Vancouver:

Gomes M. Corporate social responsibility and capital markets : evidence from mergers and acquisitions : Responsabilité sociale des entreprises et marchés financiers : une étude par le prisme des opérations de fusions et acquisitions. [Internet] [Doctoral dissertation]. Clermont Auvergne; 2017. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2017CLFAD020.

Council of Science Editors:

Gomes M. Corporate social responsibility and capital markets : evidence from mergers and acquisitions : Responsabilité sociale des entreprises et marchés financiers : une étude par le prisme des opérations de fusions et acquisitions. [Doctoral Dissertation]. Clermont Auvergne; 2017. Available from: http://www.theses.fr/2017CLFAD020

22. Tiozzo Pezzoli, Luca. Specification analysis of interest rates factors : an international perspective : Une analyse de la spécification des facteurs des taux d'intérêts : Une perspective internationale.

Degree: Docteur es, Sciences de gestion, 2013, Paris 9

Cette thèse concerne la modélisation de la dynamique des courbes des taux internationales avec prise en compte de plusieurs canaux de dépendance. A l’aide d’une… (more)

Subjects/Keywords: Courbes des taux internationales; Facteurs communs et locaux; Modèle espace-état; Algorithme EM; Rentabilités en excès des obligations; Analyse en composantes principales; Inflation; Croissance économique; International treasury yield curves; Common and local factors; State-space models; EM algorithm; International bond risk premia; Principal components; Inflation; Economic growth; 658.1

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APA (6th Edition):

Tiozzo Pezzoli, L. (2013). Specification analysis of interest rates factors : an international perspective : Une analyse de la spécification des facteurs des taux d'intérêts : Une perspective internationale. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2013PA090058

Chicago Manual of Style (16th Edition):

Tiozzo Pezzoli, Luca. “Specification analysis of interest rates factors : an international perspective : Une analyse de la spécification des facteurs des taux d'intérêts : Une perspective internationale.” 2013. Doctoral Dissertation, Paris 9. Accessed December 15, 2019. http://www.theses.fr/2013PA090058.

MLA Handbook (7th Edition):

Tiozzo Pezzoli, Luca. “Specification analysis of interest rates factors : an international perspective : Une analyse de la spécification des facteurs des taux d'intérêts : Une perspective internationale.” 2013. Web. 15 Dec 2019.

Vancouver:

Tiozzo Pezzoli L. Specification analysis of interest rates factors : an international perspective : Une analyse de la spécification des facteurs des taux d'intérêts : Une perspective internationale. [Internet] [Doctoral dissertation]. Paris 9; 2013. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2013PA090058.

Council of Science Editors:

Tiozzo Pezzoli L. Specification analysis of interest rates factors : an international perspective : Une analyse de la spécification des facteurs des taux d'intérêts : Une perspective internationale. [Doctoral Dissertation]. Paris 9; 2013. Available from: http://www.theses.fr/2013PA090058

23. Sandqvist, Joakim. A Framework For Analysing Investable Risk Premia Strategies.

Degree: Industrial Economics and Management (Dept.), 2014, KTH

The focus of this study is to map, classify and analyse how different risk premia strategies that are fully implementable, perform and are affected… (more)

Subjects/Keywords: Risk premia; cluster tree; spanning tree; principal component analysis; macroeconomics; Riskpremier; cluster tree; spanning tree; principal component analysis; makroekonomi

…8! 2.1 Introduction to risk premia investing… …9! 2.3 From risk premia to systematic strategies… …9! 2.4 Definition of risk premia strategies… …several risk premia, compensating investors for holding risky assets. Diversifying through… …these different risk premia and how they interact during different economic phases are thus… 

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APA (6th Edition):

Sandqvist, J. (2014). A Framework For Analysing Investable Risk Premia Strategies. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147547

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):

Sandqvist, Joakim. “A Framework For Analysing Investable Risk Premia Strategies.” 2014. Thesis, KTH. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147547.

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

MLA Handbook (7th Edition):

Sandqvist, Joakim. “A Framework For Analysing Investable Risk Premia Strategies.” 2014. Web. 15 Dec 2019.

Vancouver:

Sandqvist J. A Framework For Analysing Investable Risk Premia Strategies. [Internet] [Thesis]. KTH; 2014. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147547.

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

Council of Science Editors:

Sandqvist J. A Framework For Analysing Investable Risk Premia Strategies. [Thesis]. KTH; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147547

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

24. Dumitrescu, Andrei. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period.

Degree: Business Administration, 2013, Umeå University

  One of the most popular investment and trading strategies over the last decade, has been the currency carry trade, which allows traders and investors… (more)

Subjects/Keywords: carry trade; correlation; currency; equity indexes; financial crisis; foreign exchange; risk premia; uncovered interest parity; volatility; S&P 500; FTSE All-World; VIX

…forward premium puzzle, the time varying risk premia and the carry trade strategy, from which it… …time-varying risk premia, and finally conclude the chapter by reviewing the literature on the… …risk premia. Empirical findings from these fields of research have suggested partial… …of the main drivers of risk premia. Empirical findings of Menkhoff, et al. (2011, p.33… …for the time-varying risk premia. ~ 14 ~ This concept has been widely studied, during the… 

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APA (6th Edition):

Dumitrescu, A. (2013). The relationship between carry trade currencies and equity markets, during the 2003-2012 time period. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213

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):

Dumitrescu, Andrei. “The relationship between carry trade currencies and equity markets, during the 2003-2012 time period.” 2013. Thesis, Umeå University. Accessed December 15, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213.

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

MLA Handbook (7th Edition):

Dumitrescu, Andrei. “The relationship between carry trade currencies and equity markets, during the 2003-2012 time period.” 2013. Web. 15 Dec 2019.

Vancouver:

Dumitrescu A. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Dec 15]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213.

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

Council of Science Editors:

Dumitrescu A. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213

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

25. Mielkie, Melissa A. Options Pricing and Hedging in a Regime-Switching Volatility Model.

Degree: 2014, University of Western Ontario

 Both deterministic and stochastic volatility models have been used to price and hedge options. Observation of real market data suggests that volatility, while stochastic, is… (more)

Subjects/Keywords: Analytic Approximation; Coupled Partial Differential Equations; European Option; Hedging; Implied Volatility; Option Pricing; Quantitative Finance; Regime-Switching; Risk Premia; Applied Mathematics; Finance; Numerical Analysis and Computation; Other Applied Mathematics; Partial Differential Equations

…Comparison of the backward error associated with our approximate regimeswitching risk-neutral… …switching risk-neutral coupled PDEs. Parameters as given in Table 4.2… …between the approximate and numerical solutions at t = 0 for the regime-switching risk-neutral… …Table 5.1. . . . . . Implied volatility smile corresponding to high and low state risk-neutral… …volatility risk. mHL = {0, −1}, mLH = {0, −1}, S = $100, all other parameters… 

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APA (6th Edition):

Mielkie, M. A. (2014). Options Pricing and Hedging in a Regime-Switching Volatility Model. (Thesis). University of Western Ontario. Retrieved from https://ir.lib.uwo.ca/etd/2160

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):

Mielkie, Melissa A. “Options Pricing and Hedging in a Regime-Switching Volatility Model.” 2014. Thesis, University of Western Ontario. Accessed December 15, 2019. https://ir.lib.uwo.ca/etd/2160.

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

MLA Handbook (7th Edition):

Mielkie, Melissa A. “Options Pricing and Hedging in a Regime-Switching Volatility Model.” 2014. Web. 15 Dec 2019.

Vancouver:

Mielkie MA. Options Pricing and Hedging in a Regime-Switching Volatility Model. [Internet] [Thesis]. University of Western Ontario; 2014. [cited 2019 Dec 15]. Available from: https://ir.lib.uwo.ca/etd/2160.

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

Council of Science Editors:

Mielkie MA. Options Pricing and Hedging in a Regime-Switching Volatility Model. [Thesis]. University of Western Ontario; 2014. Available from: https://ir.lib.uwo.ca/etd/2160

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

.