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Dissertations / Theses on the topic 'Complex analysis of return on equity'

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Published: 3 June 2025

Last updated: 31 July 2025

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1

Van, Niekerk Rudi. "Analysis of sources of return in South African private equity." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/963.

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Thesis (MBA (Business Management))--Stellenbosch University, 2008.<br>ENGLISH ABSTRACT: Private Equity is rapidly growing as an alternative asset class for investors in South Africa. Local and international literature presents overwhelming evidence to suggest that Private Equity offers superior risk-adjusted returns and portfolio diversification benefits. Private Equity managers charge quite substantial fees and investors might be concerned about the sustainability of the returns achieved by these firms. This research report addresses the question of how exactly Private Equity managers are abl

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2

Tønnessen, Torstein. "Optimization Analysis of Risk/Return of Large Equity Portfolios, Applying Option Strategies." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2008. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9774.

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<p>This is a study of the risk/return characteristics of large equity portfolios, consisting of different option contracts. In times when there is nervousness present in the financial market, and the future prospects of the market are highly uncertain, the importance of appropriate mathematical models is emphasized by traders. Tools to implement option strategies in different markets will be investigated, in order to minimize the risk and maximize the return of the portfolios. Using various options and statistical simulation methods, the risk/return characteristics of options will be studied.

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3

Aybar, Cemil Bulent. "Descriptive analysis of stock return behavior in an emerging equity market : the case of Turkey." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1277392461.

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4

Aybar, Cemil Bülent. "Descriptive analysis of stock return behavior in an emerging equity market : the case of Turkey /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487779439848333.

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5

Jackson, Eric L. (Eric Lathrop). "What about the equity? : a qualitative analysis of governance provisions and return structures for equity investments in joint venture real estate projects." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/33185.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 2005.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (leaves 71-72).<br>This paper looks at the equity component of real estate finance -- the equity portion of the capital stack, if you will. It begins by characterizing the process through which real estate equity is secured by developers, and conversely, how it is placed by investors. It moves on to a discussion

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6

Chaika, Tetiana. "Profitability Ratios on Capital and Investment Analysis of Ukrainian Hospitality Industry (calculated by official statistical reporting)." Thesis, Klaipeda University, 2019. http://repository.kpi.kharkov.ua/handle/KhPI-Press/40895.

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Profitability is a characteristic of the ability of a company to generate profits per unit of revenue (income), assets, capital, investments, cash flows, etc. Single isolated values of return on capital (investment) are not able to provide information about the success or failure of the use of capital and investments. This study presents the main metrics of return on capital and investment and the method of their calculation on the Ukrainian companies’ open financial statements.<br>Рентабельність – характеристика здатності підприємства генерувати прибуток у розрахунку на одиницю виручки (доход

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7

Costa, Raquel Ferreira dos Santos Duarte. "Exploring profitability diversity through financial statement analysis." Master's thesis, NSBE - UNL, 2013. http://hdl.handle.net/10362/11622.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics<br>The present work intends to serve Financial Statement Analysis courses’ improving students’ learning process, applying real-life examples in assessing and evaluating the ability to use and interpret fundamental data. Common-sized financial statements and other financial ratios for Portuguese and Brazilian companies, operating in three different industries, are provided. Common-sized, used for identifying the industries, allow comparisons

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8

Zhou, Xianxian. "The impact of split share structure reform on corporate governance in China : an empirical analysis of ownership structure and firm performance of listed companies." University of the Western Cape, 2011. http://hdl.handle.net/11394/5222.

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Magister Economicae - MEcon<br>China has embarked on a wide range of economic reforms in the past thirty years. One of the major reforms was to restructure state-owned enterprises (SOEs) into public listed companies (PLCs) to improve the performance and quality of corporate governance of SOEs. However, the unique phenomenon of China’s equity market is that the state continues to hold a controlling stake in PLCs with less than 40% of shares tradable in the stock market. This seriously affects the performance and quality of corporate governance of China’s PLCs. This mini-thesis investigates the

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9

Falkenborn, Filip, and Mehdi Lahlou. "Do Correlations Between Macroeconomic Variables and Equity Return Change during Volatile Times? : A statistical Analysis with Focus on the Oil Crisis 2014." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-169865.

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Every investor place his or her investment with the desire of maximum return with lowest possible risk. To accomplish this desire a good knowledge of how macro variables affect the equity return is important. During the last two decades we have had several crises turning these basics up-side-down. This thesis aims to examine how macroeconomic variables have affected the equity return during stable times and further analyse what impact the recent oil crisis have had on these correlations. This research is limited to only a few selected counties in Europe, namely Germany, Sweden, France, Norway

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10

Yu, Zeyi. "Efficiency and competition analysis in nine Asian banking industries." Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/24135.

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This thesis adopts a new operational method to measure and investigate the relationship among cost efficiency, market competition and profitability in major Asian economies by using an unbalanced panel data sample of 278 commercial banks during the financial upheaval period of 2005-2012 before and after the global financial crisis. Firstly, we estimate the cost efficiency by employing different stochastic frontier analysis (SFA) models, which include the equity capital to indicate loss-absorbing capacity and risk preference and cross-country differences to be additional environmental variables

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11

Halldestam, Markus, and Katarina Karlsson. "Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354678.

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This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. Our result shows that the day of the week effect, weekend effect, turn of the year, turn of the month and holiday effect have had an impact on the daily rate of return, both domestic and abroad. Similar to international markets the calendar anomalies in Sweden start to be less prominent during 1980’s. Also, our result displays that, since the 1970’s, UK holidays have had a negative impact on the dail

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12

Oškerová, Kateřina. "Návrh na zajištění finanční stability podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2007. http://www.nusl.cz/ntk/nusl-221581.

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This master´s thesis asses the financial situation of the ralated company in the years 2002 to 2005 at the basis of sesecte methods of the financial anlaysis. It comprieses proposals of possible solutions of identified probléme which should result in the improvement of financial situation of the rirm in future years.

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13

Kuna, Petr. "Analýza výsledků finančního hospodaření českých podniků a jejich vztah k makroekonomickému vývoji." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-74135.

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The foundation stone of this thesis is to perform a financial analysis of Czech non-financial companies for the years from 2007 to 2009 in order to evaluate development of the basic groups of financial analysis ratios before and after the outbreak of the financial crisis. Based on this analysis, I analyze the changes of the selected ratios in relation with the macroeconomic development. This is carried out by means of the description in words and for some significant changes using correlation analysis with GDP. The analysis results in the findings that the changes of ratios of return on assets

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14

Čoupek, Lukáš. "Hodnocení finanční situace podniku a návrhy na její zlepšení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222455.

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Tato diplomová práce se zabývá hodnocením finanční situace vybraného podniku formou finanční analýzy. Cílem diplomové práce je navrhnout možná opatření, která povedou ke zlepšení finanční situace v následujícím období.

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15

Fransson, Carita. "Finansiell risk och lönsamhet i Svenska fastighetsbolag under 2008." Thesis, University of Gävle, Department of Business and Economic Studies, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-7009.

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<p><strong>Syfte:</strong> Studiens syfte är att analysera och undersöka om det finns något samband mellan den finansiella risken och lönsamheten. Det övergripande syftet är att se om valet av finansiell risk fungerar som finansieringsstrategi i verkligheten.</p><p><strong>Metod:</strong> Studien bygger på den deduktiva ansatsen där teorier kommer att testas och analyseras mot empiriska data tagna från årsredovisningar. Den kvantitativa metoden används då data från 305 stycken årsredovisningar ska användas för att finna om det finns samband och variation mellan finansiell risk och lönsamhet de

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16

Schejbal, Jiří. "Ekonomická analýza podniku Mlékárna Hlinsko, a.s." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-198249.

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The diploma thesis focus on elaboration of economic analysis of company Mlékárna Hlinsko, a. s. The thesis includes the basic characteristics of the industries in which the company operates, including the composition of Porter's five forces model. In the thesis are used profitability ratios, leverage, activity, liquidity and capital market. At the same time, it analyzes the degree of operating leverage and impact assessment of financial leverage. To determine the incremental impact on the return on equity is used Du Pont decomposition. As part of a comprehensive evaluation were applied credibi

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17

Bodin, Andreas, and Marko Peteri. "Utvärdering av svenska aktie- och aktieindexfonder : En empirisk studie av Sharpekvot, Treynorkvot och M-kvadrat, år 1998-2008." Thesis, Södertörn University College, School of Business Studies, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-1709.

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18

Skogsvik, Stina. "Redovisningsmått, värderelevans och informationseffektivitet." Doctoral thesis, Handelshögskolan i Stockholm, Centrum för redovisningsbaserad finansiell analys och kostnadsintäktsanalys (BFAC), 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-580.

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På vilket sätt är redovisningsmått som publiceras i företagens årsredovisningar relevanta för att bestämma aktievärden? Kan redovisningsmått användas för att utforma lönsamma placeringsstrategier i aktier? Frågor som dessa är av intresse för såväl akademiker som professionellt verksamma placerare. I denna avhandling utreds huruvida publicerade redovisningsmått är värderelevanta, i betydelsen att de kan användas för prognoser av företagens framtida räntabilitet på eget kapital. Statistiska modeller för prognos av räntabilitet på eget kapital med hjälp av redovisningsbaserade nyckeltal har esti

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19

Semenova, Tatiana. "Model finančního řízení podniku a jeho efektivní implementace." Doctoral thesis, Vysoké učení technické v Brně. Fakulta stavební, 2020. http://www.nusl.cz/ntk/nusl-433590.

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Objective of doctoral thesis is creation of model of financial management of company based on determining the optimal set of key indicators of success and their interaction principle in order to improve the efficiency of the company. Creation of a model of financial management of the enterprise is based on the study and comparison financial and managerial practices of ten large construction companies located in the Czech Republic and in Portugal. A model has been created that links the methods of financial management and analysis. The model was subsequently successfully tested on two specific

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20

Staňková, Alena. "Využití finanční analýzy pro zjištění výkonnosti firmy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-221952.

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The diploma work considers about an estimation of company effiency. As a target analysis is used the financial analysis, delimitation of single financial analysis guider and its evaluation. As a effiency criterion is used EVA guider. The practical part presents an aplication of chosen guiders of financial analysis and EVA guiders and the evaluation of chosen company effiency

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21

Чайка, Татьяна Юрьевна, та Вугар Гасанов. "Использование модифицированной формулы Дюпона при факторном анализе влияния нематериальных активов на рентабельность собственного капитала". Thesis, ФОП Панов А. М, 2020. http://repository.kpi.kharkov.ua/handle/KhPI-Press/47025.

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Классическая модель Дюпона позволяет оценить влияние на рентабельность собственного капитала таких факторов, как рентабельность продаж; оборачиваемость активов и финансовый леверидж. Факторный анализ на основе классической модели Дюпона позволяет определить пути максимизации прибыльности капитала, вложенного в компанию собственниками и акционерами. В данном исследовании рассмотрена специфика применения модифицированной модели Дюпона, позволяющей также выделить влияние на рентабельность собственного капитала эффективности использования нематериальных активов. Модифицированная модель Дюпона поз

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22

Zichová, Lucie. "Financování podnikatelských aktivit." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222689.

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This master´s thesis concerns with evaluation of financial situation of the company by means of financial analysis of its accounts and tries to propose alteration in capital structure of the company. This thesis contains theoretical, analytical and proposal part. The theoretical part concerns explanation of basic ideas and methods of financial analysis and sources of company financing, analytical part evaluate the financial situation of the company in last five years. End of this thesis indicate potential improvement of the financial situation through change in capital structure.

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23

Strebeľová, Veronika. "Financial Planning and Financial Analysis of a Limited Liability Company." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-124842.

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Composition of financial plan for year 2012 and executing financial analysis of a limited liability company. In composition of financial plan were used three variant -- an optimistic, a realistic and a pesimistic. Used methods of financial analysis were analysis of absolute indicators and financial ratios, including logaritmical decomposition of Return on Equity. Comparing each of those variants with reality valid on May 31, 2012.

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Sikora, Petr. "Podnikatelský záměr." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-221956.

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This diploma work considers financial strategy of a company on financial analysis basis. Financial analysis evaluates past, present and expected future of the financial economy of the company. On the basis of these issues solutions for an improvement of the financial situation of the company as whole are suggested as well as in specific investment project.

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25

Demel, Petr. "Hodnocení finanční situace podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-264834.

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This thesis evaluates the progress and the level of financial stability of the joint–stock company Pivovar Litovel for the years 2002–2007. On a basis of facts-finding about causes of the progress and the types of influence, which are projected on the reached facts, I recommend particular measures for improvement of current standing.

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Braun, Karel. "Využití finanční analýzy v podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2009. http://www.nusl.cz/ntk/nusl-401452.

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The aim of the submitted thesis „Application of financial analysis in a company“ is to perform financial analysis of a enterprise IMOS Brno, a.s. from 2001 to 2007 and to make suggestions for improvement of company financial position. Results of this master´s thesis will give information for a company management and its decision-making process.

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27

Dvořáková, Martina. "Hodnocení finanční situace podniku a návrhy na její zlepšení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2008. http://www.nusl.cz/ntk/nusl-221717.

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This diploma work assess the financial health of the company in the years 2002–2006 on the basis of selected methods of the financial analysis. It includes proposals of possible solutions of identified problems which should result in the improvement of financial situation of the firm in the following years.

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Yu, Kai-Hsiang, and 余愷翔. "The Dynamic Analysis of Default Risk, Liquidity Risk and Equity Return." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/18006105278883387398.

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碩士<br>國立交通大學<br>管理科學系所<br>96<br>When distress events happen, informed traders and liquidity traders will adjust their investment portfolios or get in or out from equity market, inducing market liquidity condition to change over time. Furthermore, the deterioration of market liquidity will cause the cost of raising capital to increases, and the probability of fulfilling financial obligation would substantially decrease. That could be the reasons why the distress events always cluster together in history. Motivated by argument above, this study tries to explore the information transmission proce

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Kharatyan, Davit. "Ratios and indicators that determine return on equity." Master's thesis, 2016. http://hdl.handle.net/10198/13313.

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Mestrado APNOR<br>This study aims to investigate factors that may affect return on equity (ROE). The ROE is a gauge of profit generating efficiency and a strong measure of how well the management of a firm creates value for its shareholders. Firms with higher ROE typically have competitive advantages over their competitors which translates into superior returns for investors. Therefore, seems imperative to study the drivers of ROE, particularly ratios and indicators that may have considerable impact. The analysis is done on a sample of 90 largest non-financial companies which are components of

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Chiu, Cheng-ying, and 邱長盈. "An Analysis of Return Performance of Momentum Strategies on Taiwan Equity Funds." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/47206194746055227995.

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碩士<br>國立中正大學<br>企業管理所<br>96<br>The objective of this study is to investigate the trading performance of momentum strategies on Taiwan Equity Funds of the R.O.C in short,intermediate, and long horizons. Inspired by Lee& Swaminathan (2000), the validity of the momentum life cycle hypothesis is examined. We explore monthly data of the equity funds from June 2000 to February 2008. The main empirical findings are summarized as follows: 1. Past winners of equity funds still outperform past losers over short horizons. 2. The turnover momentum exists in Taiwan equity funds. Buying past high turnover f

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Chang, Yu-wen, and 張鈺雯. "Behavior Analysis of Return on Equity of Taiwan Lists and OTC Companies." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/68975570026370328855.

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碩士<br>國立雲林科技大學<br>企業管理系碩士班<br>94<br>The return on equity (ROE) is affected by two factors which are the ability of application of asset to gain profit and the level of asset-base to the amount of stakeholder investment. In view of the importance and forecast capability of ROE to stock equity and business evaluation, this study analyzes the connection of the variation in components of ROE by taking the rate of ROE of Taiwan lists and OTC companies (hereinafter called “the companies”) as the major object to see the behavior and trend of alternation of ROE in Taiwan. The Du-pont model has some li

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江文龍. "Corporate Governance: The analysis of Manager’s Moral Hazard and Return of Equity Influenced." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/cmasz7.

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碩士<br>國立交通大學<br>管理學院經營管理學程<br>106<br>This paper was designed to analyze if the manager’s moral hazard can be influenced by Return of Equity at Taiwan Memory Module House. We find that the ROE can enhance the manager to do the unethical decision and behavior. Overall, these results suggest the holistic measurement of managers’ performance、the adjustment of organizational structure and ethic training and risk management of strategy to strength the competitive advantage of the corporate.

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KUN-FENG, TSAI, and 蔡坤峰. "Discussion of Return on Equity with DuPont Analysis to form the investor’s targeted investment options." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/85589171847468355463.

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碩士<br>康寧大學<br>企業管理研究所<br>102<br>Since Taiwan authority allowed foreign institutional investors to trade in Taiwanese stock market, the foreign capital in Exchange Market has reached 33.41% of the total value in 2013.As a result of financial globalization, the investment benefit of foreign capital has been achieving several new highest points. What strategies should local investors apply to respond to the massive foreign investment?This study is to review theories of several foreign masters of investment, such as Benjamin Graham and Warren. E. Buffett. This study will be based on Buffett's clai

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Liu, Pei-Yin, and 劉佩音. "Return on Equity & Efficiency Analysis of Banks under Financial Holding Company and Local Independent Banks." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/28710505925180339130.

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Zapp, Jan-Frederik. "Uncovered equity parity: an empirical analysis for the Brazilian financial market." Master's thesis, 2018. http://hdl.handle.net/10362/53053.

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This paper analyzes if the uncovered equity parity conditions, established by Hau and Rey (2006), hold for Brazil or if divergent capital flow dynamics are observable. The paper applies a vector autoregressive model, capturing the interdependencies between local equity returns, capital flows, and currency returns. Contrary to Hau and Rey (2006), I find a positive relation between local equity returns and currency returns caused by the positive impact of local equity return shocks on foreign net capital flows. The results are in line with previous findings from emerging markets in Asia (F

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"An analysis of the South African equity market and sector return-risk relationship (January 1990-December 2002)." Thesis, 2004. http://hdl.handle.net/10413/1991.

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The research paper is an analysis of the South African equity market and sector return-risk relationship. The following two basic questions, addressed in the research paper, pertain to the South African equity market for the period January 1990 to December 2002: (1) how did equity prices behave; and (2) what were the fundamental factors that caused these price movements? Two contrasting sub-periods are identified, namely, Period 1 (January 1990 to June 1997 and Period 2 (July 1997 to December 2002. Period 1 is the pre-Asian financial crisis period and Period 2 is the post-Asian financial crisi

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Malattia, Filippo. "Investments in private equity funds: empirical analysis of their relative performance and its main determinants." Master's thesis, 2020. http://hdl.handle.net/10362/106864.

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Using a limited data set of US-based private equity funds raised and liquidated between 2001 and 2018, this paper analyzes their relative performance over a specific public equities market index. The analysis takes into serious consideration the cash flows structure and time schedule of each specific fund and demonstrates that the average private equity fund outperforms the market index. The second analysis is aimed at discovering which are the main determinants of this performance spread, particularly focusing on two risk factors, information asymmetry an

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Magalhães, Pedro Teixeira. "Stock return predictability and variance risk premia : a frequency domain analysis." Master's thesis, 2021. http://hdl.handle.net/10400.14/35252.

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The main objective of this thesis is to analyze the out-of-sample equity return forecasting power of the variance risk premia and its frequency components. The variance risk premia (VRP) is represented by the difference between the risk neutral (implied variance) and physical (realized variance) expectations of the variance. In the literature, a considerable number of variables present strong in- and out of- sample performances, being one of them the variance risk premia. Likewise, by decomposing some variables into their frequencies, their out-of-sample performances increases. Therefore, in o

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Lin, Chun-Yu, and 林俊佑. "An empirical analysis of the effect of the subprime mortgage crisis onthe extreme return dependence among Asia-Pacific equity markets." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/27118494198668105431.

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碩士<br>國立東華大學<br>公司理財碩士學位學程<br>97<br>In this paper we study the dependence structure of extreme value of daily return among Asia-Pacific stock markets before and after subprime mortgage crisis to investigate its impact on these markets. We analyze eight stock indices : U.S., Japan, Korea, Taiwan, Hong Kong, Singapore, China and India using the bivariate extreme value model proposed by Poon, Rockinger and Tawn (2003). In the traditional finance literature, dependence structure in extreme returns of equity is always modeled under the assumption of the existence of asymptotically dependence. If th

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(9784844), Amy-Louise Byrne. "Person-centred care as a technology of compliance: A critical investigation of how nurse navigators care for people with complex conditions." Thesis, 2022. https://figshare.com/articles/thesis/Person-centred_care_as_a_technology_of_compliance_A_critical_investigation_of_how_nurse_navigators_care_for_people_with_complex_conditions/23632461.

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The incidence of chronic disease is increasing across the globe, and therefore, healthcare costs are rising. To meet the growing health needs of individuals and communities, governments are seeking new ways to deliver care that is centred on reducing hospital presentations and promoting self-efficacy in individuals. Health services have introduced the concept of person-centred care as a method of working with the person and their family, ensuring that their care needs are met, with the view of translating this care into reduced hospital presentations. One new model of care which aims to suppor

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Покришка, Лілія Степанівна, та Liliia Pokryshka. "Стратегічне управління банком в сучасних умовах (на прикладі АТ «Укрсиббанк»)". Master's thesis, 2021. http://elartu.tntu.edu.ua/handle/lib/36707.

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У кваліфікаційній роботі розкрито сутність стратегічного управління. Охарактеризовано сучасні підходи до процесу стратегічного управління банком. Описано особливості діяльності досліджуваного банку. Здійснено аналіз основних показників діяльності АТ «Укрсиббанк». Проведено оцінювання зовнішнього та внутрішнього середовищ функціонування банку, сформовано профіль його конкурентної спроможності. Проведено факторний аналіз чистого прибутку та встановлено який із факторів найбільше впливав на його величину протягом 2016-2020 рр. Здійснено економетричне моделювання рентабельності активів та власного

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Nyoka, Charles Jabulani. "Bank capital and profitability : an empirical study of South African commercial banks." Thesis, 2017. http://hdl.handle.net/10500/23243.

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Bank capital has a critical role in banking business the world over. Capital is a principal aspect of regulation and will determine how long a bank remains in business from a regulatory point of view. Its cost and the regulatory amount have an impact on the competitiveness of an institution and will influence the rate of expansion of a bank. The contribution of capital to the profitability and survival of a commercial bank remain an unresolved empirical issue. Prior research on the relationship between capital and profitability has largely focused on developed economies, especially the USA,

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Ahadzie, RM. "Realized skewness and kurtosis in asset markets." Thesis, 2020. https://eprints.utas.edu.au/38455/1/Ahadzie_whole_thesis.pdf.

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The recent advent of high-frequency data has given rise to the notion of realized skewness and realized kurtosis. Unlike sample skewness and sample kurtosis which is normally computed from long samples of low-frequency return series (daily, weekly, monthly return series, and so on), realized skewness and realized kurtosis is computed from high-frequency return series (1-second, 1-minute, 5-minute return series, and so on). The relevance of high-frequency return data has been extensively documented in the extant financial literature. Researchers have shown that with high-frequency return data,

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Totowa, Jacques. "Exploring the correlation between selected performance measurement tools for individual investors in South Africa." Diss., 2015. http://hdl.handle.net/10500/19615.

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It is generally acknowledged that the share price of listed companies is not usually a true reflection of the value imbedded in the said companies. The main purpose of this study is to explore the correlation between selected performance measurement tools, namely Return on Equity (ROE) and Economic Value Added (EVA®), and the share price of companies listed on the Johannesburg Stock Exchange. The study is a quantitative one as it uses data extracted from McGregor BFA database to investigate the relationship between the variables studied. Correlation and linear regression analyses were used in

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