Log in

Relevant bibliographies by topics / Investment risk-management / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Investment risk-management.

Dissertations / Theses on the topic 'Investment risk-management'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Investment risk-management.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

List, Hans-Fredo. "Limited risk arbitrage investment management." Thesis, Imperial College London, 1996. http://hdl.handle.net/10044/1/8651.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Ying, Jie. "Essays on investment and risk management." Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6527.

Full text

Abstract:

In this dissertation, I consider a range of topics in investment and risk management. I seek to understand several existing yet puzzling phenomena from a theoretical perspective. In the first chapter, we study the optimal insurance demand of a risk- and ambiguity-averse consumer if contract nonperformance risk is perceived as ambiguous. Ambiguity lowers optimal insurance demand and the consumer's degree of ambiguity aversion is negatively associated with the optimal level of coverage. Biased beliefs and greater ambiguity may increase or decrease the optimal demand for insurance, and we determi

APA, Harvard, Vancouver, ISO, and other styles

3

Eftekhari, Babak. "Essays on risk and portfolio management." Thesis, University of Cambridge, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363958.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Kumar, Mukesh. "Risk management practices in global manufacturing investment." Thesis, University of Cambridge, 2010. https://www.repository.cam.ac.uk/handle/1810/226745.

Full text

Abstract:

This thesis explores risk management practices in global manufacturing investment. It reflects the growing internationalisation of manufacturing and the increasing complexity and fragmentation of manufacturing systems. Issues of risk management have become increasingly important in financial and company governance contexts not least because of growing international concerns about the consequences of unregulated risk. However while significant progress has been made in the awareness and articulation of financial risk there appeared to be little evidence of systematic management of risks associa

APA, Harvard, Vancouver, ISO, and other styles

5

Memtsa, Chrysi D. "Factor models, risk management and investment decisions." Thesis, Durham University, 1999. http://etheses.dur.ac.uk/4606/.

Full text

Abstract:

The recent extending empirical evidence regarding the power of factor models versus the traditional CAPM has motivated the research in the current thesis. Substantial controversy has been raised over two issues: 1) Are the new factors, market value and book-to-market equity, the most important sources of risk? and 2) Is it time to consider CAPM as a useless model? Effectively, these are the main questions we attempt to address in the current research within a unified framework of firm attributes and more aspects of the econometrical applied approaches. The main findings of the empirical resear

APA, Harvard, Vancouver, ISO, and other styles

6

Grant, Peter. "Developing risk management strategies for stock market investment portfolio management." Thesis, Port Elizabeth Technikon, 2004. http://hdl.handle.net/10948/215.

Full text

Abstract:

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 in stock market trading. The awareness of stock market risk elevates the requirement for risk management strategies as discussed in Chapter 1. The research scope is identified, and an overview of the study gives further guidance as to what lies ahead. The theory behind macroeconomic forces and how they influence share prices is discussed in Chapter 2. It is established that market sectors and companies within those sectors

APA, Harvard, Vancouver, ISO, and other styles

7

Wolfram, Raphael. "Commercial real estate price risk A risk management approach using capital markets /." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01666379002/$FILE/01666379002.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Wu, Yi-Tsung. "Essays on international investment holdings and risk sharing." Diss., Online access via UMI:, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

De, Villiers H. O. "Risk-adjusted performance : an overview." Thesis, Stellenbosch : Stellenbosch University, 2005. http://hdl.handle.net/10019.1/50442.

Full text

Abstract:

Thesis (MBA)--Stellenbosch University, 2005.<br>ENGLISH ABSTRACT: Investors accept that actual investment pertormance differs from anticipated pertormance. The difference between the two is attributed to investment risk. Professional investment managers charge significant fees for active investment management. Investors funding this industry should evaluate the risk-adjusted investment pertormance to determine if it justifies the associated costs. A number of research papers have presented various methods for adjusting investment pertormance for the risk assumed in the generation thereo

APA, Harvard, Vancouver, ISO, and other styles

10

BRUNO, SERGIO VITOR DE BARROS. "STRATEGIC RISK MANAGEMENT: A FRAMEWORK FOR RENEWABLE GENERATION INVESTMENT UNDER UNCERTAINTY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2016. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27453@1.

Full text

Abstract:

COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>O investimento em fontes renováveis, apesar do crescimento recente, ainda é dificultado devido à volatilidade dos mercados de curto prazo. Contratos forward são essenciais mesmo em mercados de balcão como o Ambiente de Contratação Livre (ACL) Brasileiro. Contatos forward permitem a redução da incerteza sobre a receita, ajudam a garantir a adequação do fornecimento graças à sinalização de preços para a expansão e podem também ser obrigatórios para realização do project finance de novos empreendim

APA, Harvard, Vancouver, ISO, and other styles

11

Afanasieva, Olha Borysivna, Ольга Борисівна Афанасьєва, Ольга Борисовна Афанасьева, et al. "Risk management, corporate governance and investment banking: the role of CRO." Thesis, Українська академія банківської справи Національного банку України, 2013. http://essuir.sumdu.edu.ua/handle/123456789/59596.

Full text

Abstract:

After recent events of global financial crisis and further recession bank boards became more disturbed about the risk governance issues. The lesson was learned that timely risk oversight and measures to its minimization would lead to stability of a bank. That’s why the foundation and ensuring of effective functioning of Risk Management Committee in bank is one of the primary goals in this context.

APA, Harvard, Vancouver, ISO, and other styles

12

Kettis, Magdalena. "The Challenge of Political Risk : Exploring the political risk management of Swedsih multinational corporations." Doctoral thesis, Stockholms universitet, Statsvetenskapliga institutionen, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-112.

Full text

Abstract:

In an overarching aim to bridge the gap between political science and international business studies, this study explores how, against the backgrond of globalization, multinational coprorations understand and deal with the influence of many differet and sometimes very dynamic political environments, by focusing on the political risk management of a number of Swedish multinational corporations invoved in foreign investing. Based on interviewswith coproate executives in these corporations, this qualitative study found that Swedish invetsors use a "pragmatic" approach toeards political risk and t

APA, Harvard, Vancouver, ISO, and other styles

13

Andriosopoulos, Kostas. "Modelling spot prices, risk management, and investment strategies for the energy markets." Thesis, City University London, 2011. http://openaccess.city.ac.uk/11670/.

Full text

Abstract:

This thesis addresses the topics of spot price modelling, risk management, and investment applications in the energy markets. Eight of the most important energy markets that trade futures contracts on NYMEX, and one Spot Energy Index (SEI) proposed for the first time in this thesis, are investigated. A new modelling approach is proposed for optimally capturing the behaviour of the energy spot prices, combining a mean-reverting and a spike model that incorporate two different speeds of mean reversion, and time-varying volatility modelled as a GARCH and an EGARCH process. The aforementioned mode

APA, Harvard, Vancouver, ISO, and other styles

14

O'Har, John Patrick. "Transportation asset management systems: a risk-oriented decision making approach to bridge investment." Thesis, Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/41231.

Full text

Abstract:

Transportation Asset Management (TAM) systems are in use at a significant number of transportation agencies. These systems can be used to effectively allocate resources and continuously inventory and monitor the condition of transportation infrastructure assets. Risk-oriented decision making is becoming an increasingly important component of the management process at many organizations, including transportation agencies. TAM systems can be used to incorporate risk assessment and risk management techniques at transportation agencies. To demonstrate the value of incorporating risk in TAM sys

APA, Harvard, Vancouver, ISO, and other styles

15

Gross, Eden. "Risk Management in South Africa Before, During, and After the 2008 Global Financial Crisis: An Application to Different Sectors." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/32693.

Full text

Abstract:

The risk management functions of most financial institutions occupy themselves with the estimation of the value at risk (VaR) of their portfolios as a measure of market risk. Various methods are available to calculate the VaR measure, and this can be done at various degrees of confidence. This study evaluates and analyses the performance of five popular VaR forecasting methods in the South African context, using the closing values of three of the major indices available on the Johannesburg Stock Exchange (JSE), namely the All Share Index (ALSI), the Financials-Industrials Index (FINDI), and th

APA, Harvard, Vancouver, ISO, and other styles

16

BARBOSA, LUCIANA SALLES. "ECONOMIC FEASIBILITIES IN THE REAL ESTATE INVESTMENT MARKET: RISK MANAGEMENT AND REAL OPTIONS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2005. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7064@1.

Full text

Abstract:

COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>Investimentos no mercado imobiliário envolvem grande aporte de capital e baixa liquidez, não sendo incorporados de forma instantânea, apresentando lento payback, além de diversas incertezas econômicas relativas à demanda, preço/m2 e velocidade de vendas, que aumentam o risco percebido dos investidores. Foi analisada a viabilidade econômica de um lançamento imobiliário na cidade do Rio de Janeiro identificando as opções reais relevantes ao empreendimento como a aquisição de informações, opções de adiamento e abandono do proj

APA, Harvard, Vancouver, ISO, and other styles

17

Theart, Lomari. "Liquidity as an investment style : evidence from the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86258.

Full text

Abstract:

Thesis (MComm)--Stellenbosch University, 2014.<br>ENGLISH ABSTRACT: Individual and institutional investors alike are continuously searching for investment styles and strategies that can yield enhanced risk-adjusted portfolio returns. In this regard, a number of investment styles have emerged in empirical analysis as explanatory factors of portfolio return. These include size (the rationale that small stocks outperform large stocks), value (high book-to-market ratio stocks outperform low book-to-market ratio stocks) and momentum (stocks currently outperforming will continue

APA, Harvard, Vancouver, ISO, and other styles

18

Olson, Rickard, Erik Forsman, and Tommy Brehmer. "The Investment Process : Risk and Uncertainty Handling in Small and Medium Sized Subcontractors." Thesis, Jönköping University, JIBS, Business Administration, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-139.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Seo, Sangtaek. "Effects of federal risk management programs on investment, production, and contract design under uncertainty." Texas A&M University, 2004. http://hdl.handle.net/1969.1/3117.

Full text

Abstract:

Agricultural producers face uncertain agricultural production and market conditions. Much of the uncertainty faced by agricultural producers cannot be controlled by the producer, but can be managed. Several risk management programs are available in the U.S. to help manage uncertainties in agricultural production, marketing, and finance. This study focuses on the farm level economic implications of the federal risk management programs. In particular, the effects of the federal risk management programs on investment, production, and contract design are investigated. The dissertation is comprised

APA, Harvard, Vancouver, ISO, and other styles

20

DAVID, PEDRO AMERICO MORETZ-SOHN. "SPOT PRICE REGULATION, INVESTMENT ATTRACTION AND RISK MANAGEMENT IN THE BRAZILIAN ELECTRICAL ENERGY MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5216@1.

Full text

Abstract:

FURNAS CENTRAIS ELÉTRICAS S.A<br>O mercado brasileiro de energia elétrica ainda não encontrou um modelo de mercado e de formação de preço que garanta a expansão auto-sustentada da oferta. Investigando em detalhe o modelo atual de despacho da geração e formação do preço, demonstramos a sua pouca eficácia na atração de investimentos, e identificamos a causa dessa falha como sendo a miopia do modelo de despacho, uma vez os estados críticos do sistema só aprecem de forma significativa quando o sistema já estiver degradado. São estudados três modelos alternativos que modificam a função-objet

APA, Harvard, Vancouver, ISO, and other styles

21

Oberholtzer, Daniel Vincent. "Margin-at-Risk for Agricultural Processors: Flour Milling Scenarios." Thesis, North Dakota State University, 2011. https://hdl.handle.net/10365/29554.

Full text

Abstract:

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 developed in the financial industry to objectively measure, and thus better comprehend, market risk's effect on positions. This thesis gives a thorough background of the issues involved with risk measurement. Different scenarios were then used to demonstrate how the risk measurement method can be applied to the agricultural processing margin. In this thesis, the flour milling margin was used to demonstrate how a f

APA, Harvard, Vancouver, ISO, and other styles

22

Allie, Jahangir. "The value of financial advice : an analysis of the investment performance of advised and non-advised individual investors." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/20038.

Full text

Abstract:

Financial advisors have long been considered a part of the financial market through the advice that they offer investors. Behavioural finance has demonstrated that individual investors do not always behave in a rational manner, unlike financial advisors who seem not be prone to the behavioural biases that individuals experience when investment decisions are made. Furthermore, financial advisors have greater access to information, financial analytical tools, as well as better education in financial markets compared to the average individual. Financial advisors are thus better equipped to assist

APA, Harvard, Vancouver, ISO, and other styles

23

Turner, Neil J. K. "Tenant environmental performance and property investment : the use of environmental management systems in reducing risk." Thesis, University of South Wales, 1995. https://pure.southwales.ac.uk/en/studentthesis/tenant-environmental-performance-and-property-investment(bba421ea-ccf8-448f-96cd-331424b58016).html.

Full text

Abstract:

Within the property research community consideration of environmental risk in relation to a tenant's polluting activities has received little attention. Whilst the profession has begun to address environmental issues through various research initiatives, the study of current land uses causing environmental problems and, m particular, the consequences for property investors, is at a very early stage. Through the literature review, and the major empirical project undertaken in the course of this research, significant advancements have been made in this area. It has been possible to establish the

APA, Harvard, Vancouver, ISO, and other styles

24

Fife, Allan, University of Western Sydney, College of Law and Business, and of Construction Property and Planning School. "A comparative assessment of the factors influencing the valuation and market pricing of fractional interests in real estate." THESIS_CLAB_CPP_Fife_A.xml, 2001. http://handle.uws.edu.au:8081/1959.7/509.

Full text

Abstract:

As the relative capital value of major real estate investment grows, and investment risk continues to centralise, the requirement to diversify this risk through shared ownership has increased. This international trend toward increased co-ownership has been manifested in cross border collaborations and, with this sharing of risks has come the dilemma of preserving the operational integrity of these assets and the capital value of the fractional interests created. This thesis considers the process of valuation of fractional interests, examining the methods employed in both the real estate and se

APA, Harvard, Vancouver, ISO, and other styles

25

Rubio, Jose F. "Analysis of investment strategies: a new look at investment returns." ScholarWorks@UNO, 2013. http://scholarworks.uno.edu/td/1759.

Full text

Abstract:

Chapter 1: Intuition suggests that constraint investment strategies will result in losses due to a limited portfolio allocation. Yet prior research has shown that this is not the case for a particular set of constraint mutual funds so-called Socially Responsible Investing, SRI. In this paper I show that such assets do face loses to portfolio efficiency due to their limited asset universe. I contribute to the literature by employing two techniques to estimate asset performance. First, I estimate a DEA based efficiency score that allows for direct comparison between ex-post efficiency rankings a

APA, Harvard, Vancouver, ISO, and other styles

26

Merdad, Hesham J. "Two Essays in Islamic Finance and Investment." ScholarWorks@UNO, 2012. http://scholarworks.uno.edu/td/1467.

Full text

Abstract:

The main purpose of this dissertation is to lessen the gap in the Islamic finance and investment literature by providing new answers to the most vital question raised in that literature: Is the adherence to the Shariah law associated with at any cost? The first chapter provides a primer on Islamic finance. It discusses several restrictions and necessary adaptations that must be made to have a Shariah-compliant product. The takeaway is that Shariah law mandates is related to fundamentals and, thus has a direct effect on the risk-return profile of all sorts of different products. This is referre

APA, Harvard, Vancouver, ISO, and other styles

27

Leboho, Nakedi Wilson. "Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/96980.

Full text

Abstract:

Thesis (MSc)--Stellenbosch University, 2015<br>ENGLISH ABSTRACT : Equity-based insurance guarantees also known as unit-linked annuities are annuities with embedded exotic, long-term and path-dependent options which can be categorised into variable and equity indexed annuities, whereby investors participate in the security markets through insurance companies that guarantee them a minimum of their invested premiums. The difference between the financial options and options embedded in equity-based policies is that financial ones are financed by the option buyers’ premiums, whereas options of the

APA, Harvard, Vancouver, ISO, and other styles

28

Ellis, Maryke Louise. "Potential impact of the Mineral and Petroleum Resources Development Amendment Bill on investment in South Africa's upstream oil and gas industry." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/15747.

Full text

Abstract:

The Mineral and Petroleum Resources Development Amendment Bill has drawn criticism from industry experts and the press. There are a number of amendments that could be damaging to future investment in South Africa's upstream oil and gas industry. This study examines the key changes brought about by the Bill, South Africa's fiscal terms, how the fiscal terms are impacted by the Bill and current activity in South Africa's upstream oil and gas sector. The report then focuses on the most significant change made by the Bill, which is the level of State Participation. A fit for purpose economic model

APA, Harvard, Vancouver, ISO, and other styles

29

Ganief, Moegamad Shahiem. "Development of value at risk measures : towards an extreme value approach." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52189.

Full text

Abstract:

Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: Commercial banks, investment banks, insurance companies, non-financial firms, and pension funds hold portfolios of assets that may include stocks, bonds, currencies, and derivatives. Each institution needs to quantify the amount of risk its portfolio is exposed to in the course of a day, week, month, or year. Extreme events in financial markets, such as the stock market crash of October 1987, are central issues in finance and particularly in risk management and financial regulation. A method called value at risk (VaR) can

APA, Harvard, Vancouver, ISO, and other styles

30

Ho, Man-fong Christabel. "Risk analysis of Hong Kong's real estate market towards 1997 and beyond /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B25947643.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Čičmanec, Juraj. "Posouzení efektivnosti a rizik soukromého stavebního projektu." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2020. http://www.nusl.cz/ntk/nusl-409881.

Full text

Abstract:

The diploma thesis deals with the evaluation of the effectiveness and risks of a private construction project. This work is divided into two parts. The first part is a theoretical part, which defines the basic concepts associated with investment as such, but also directly with investment in real estate and construction investment. In the second part, this work deals with risk assessment, determination of their size and finally risk management. The end of the theoretical part is the elaboration of methodology for the practical part. The beginning of the practical part the work is devoted to the

APA, Harvard, Vancouver, ISO, and other styles

32

Hulín, Michal. "A drug development from risk management perspective." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-124943.

Full text

Abstract:

The purpose of this diploma thesis is to understand financing of drug development from an enterprise risk management perspective as well as to critically assess the efficiency of the ISO framework and risk management techniques used for determining whether to fund drug development or not. The diploma thesis is divided into theoretical and practical part. The first part starts with perception and assessment of uncertainty and risk in the past. It describes how risk-averse individuals attempted to deal with uncertainty and different risk. This is followed by the evolution of traditional risk man

APA, Harvard, Vancouver, ISO, and other styles

33

Lee, Anne Lim. "Return on Investment of the CFTP Framework With and Without Risk Assessment." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/3306.

Full text

Abstract:

In recent years, numerous high tech companies have developed and used technology roadmaps when making their investment decisions. Jay Paap has proposed the Customer Focused Technology Planning (CFTP) framework to draw future technology roadmaps. However, the CFTP framework does not include risk assessment as a critical factor in decision making. The problem addressed in this quantitative study was that high tech companies are either losing money or getting a much smaller than expected return on investment when making technology investment decisions. The purpose of this research was to determin

APA, Harvard, Vancouver, ISO, and other styles

34

De, Wet Ronel. "The evaluation of Omega as an effective tool for portfolio evaluation in the South African context." Thesis, Stellenbosch : Stellenbosch University, 2006. http://hdl.handle.net/10019.1/70664.

Full text

Abstract:

Thesis (MBA)--Stellenbosch University, 2006.<br>ENGLISH ABSTRACT: The Omega function is a relatively newly developed performance measure, falling within the class of downside risk measures. This measure does not make any assumptions regarding the return distributions evaluated, but incorporates the actual return distribution in its calculation. The sensitivity of this measure to simulated changes within the class of stable distributions was tested, within the range of parameters that was evident in the South African investment environment. The Omega and Sharpe ratios that were calculated

APA, Harvard, Vancouver, ISO, and other styles

35

Mostert, J. H. (Jan Hendrik). "The impact of labour-related risks on financial investment decision-making regarding long-term insurance assets." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52535.

Full text

Abstract:

Dissertation (PhD)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: Notwithstanding the importance of institutional financial investments and labour to the South African economy, relatively little attention has been paid by researchers to the interdependence of these two issues. As a result of this gap in the existing literature, a potential exists for inefficient financial investment decision-making by institutional investors with a resultant non-optimal allocation of valuable capital on the JSE Securities Exchange South Africa (previously known as Johannesburg Stock Exchange). Th

APA, Harvard, Vancouver, ISO, and other styles

36

Adamec, Jiří. "Řízení rizik stavebních investičních projektů." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2012. http://www.nusl.cz/ntk/nusl-225636.

Full text

Abstract:

This diploma thesis deals with a problem of risk management of investment projects in building industry. The first part makes us familiar with basic terms and classification of risks. We continue with the importance and the content of risk management in investment projects. This part includes detailed description of technique of managing risks and describes chosen applied methods in this thesis. In the second part the real investment project´s risk management is designed following the information from the first part. The aim of this real project is building up an administrative building in Ost

APA, Harvard, Vancouver, ISO, and other styles

37

Louw, Jacobus M. "Improving risk-adjusted returns through the use of derivatives." Thesis, Stellenbosch : University of Stellenbosch, 2010. http://hdl.handle.net/10019.1/6416.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

MELLO, PRISCILA DE BRITTO PEREIRA BANDEIRA DE. "A CASE STUDY ABOUT THE MAIN PORTFOLIO MANAGEMENT APPROACHES, FOCUSING ON RISK MANAGEMENT, APPLIED TO AN INVESTMENT PROJECT PORTFOLIO OF AN ENERGY COMPANY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2014. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24849@1.

Full text

Abstract:

Atualmente, a importância do tema gestão de portfolio vem aumentando nas grandes corporações, muitos estudos relevantes surgem ou são revisitados em função disso. Destacam-se três principais abordagens: as melhores práticas sugeridas para a gestão de portfolio de projetos de investimento, a Teoria Moderna de Portfolio, mais voltada para ativos financeiros, e a aplicação de técnicas de otimização de portfólio. Sendo assim, o presente estudo visa aprofundar os conceitos em cada uma das três abordagens destacadas, buscando compreender suas sinergias e diferenças. Em qualquer das três abordagens,

APA, Harvard, Vancouver, ISO, and other styles

39

Chimhini, Joseline. "International portfolio diversification with special reference to emerging markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2001. https://ro.ecu.edu.au/theses/1076.

Full text

Abstract:

This study evaluates the potential benefits that investors obtain from diversifying their portfolios into emerging markets when the time varying behavior of assets is considered. It also tests whether the existing asset-pricing model developed in the context of developed markets, which assumes complete integration, can explain the expected returns in emerging markets and determines the risk of investing in these markets using cross section and time series data. An international capital asset pricing model (ICAPM) with time varying moments developed by Harvey (1991) is adopted. The conditional

APA, Harvard, Vancouver, ISO, and other styles

40

Naumov, D. L. "Management of financial flows at an enterprise with foreign investment." Master's thesis, Sumy State University, 2020. https://essuir.sumdu.edu.ua/handle/123456789/81372.

Full text

Abstract:

У роботі досліджено вплив управління фінансовими потоками на розвиток та функціонування українського підприємства з іноземними інвестиціями. Аналіз управління фінансовими потоками та капіталом здійснювався на базі підприємства АТ "Технологія". Проведений аналіз сучасного фінансового стану підприємства, та методи управління фінансами, капіталом та ризиками у проведенні господарської діяльності підприємства. Основною метою цього дослідження є розробка рекомендацій щодо поліпшення системи управління фінансами та залучення додаткового інвестиційного капіталу.<br>The paper examines the impact of fi

APA, Harvard, Vancouver, ISO, and other styles

41

Kopke, Kerry-Leigh Elizabeth. "The prima facie relationship between size of assets under management and the risk-adjusted performance of South African collective investment schemes." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/16662.

Full text

Abstract:

Includes bibliographical references<br>There is a plethora of academic literature on the relationship between a collective investment scheme's (or mutual fund) size and its risk-adjusted performance but the research has produced contradictory results with no apparent consensus. Data from a sample size of 100 (one hundred) collective investment schemes in the Association for Savings and Investments (South Africa) ("ASISA"), SA Equity General Fund classification group over a 10 (ten) year period was analysed using regression techniques and ranking analysis to examine whether there was any prime

APA, Harvard, Vancouver, ISO, and other styles

42

Fife, Allan Anthony. "A comparative assessment of the factors influencing the valuation and market pricing of fractional interests in real estate /." View thesis, 2001. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20030704.111824/index.html.

Full text

APA, Harvard, Vancouver, ISO, and other styles

43

Wallnerström, Carl Johan. "On Incentives affecting Risk and Asset Management of Power Distribution." Doctoral thesis, KTH, Elektroteknisk teori och konstruktion, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-37310.

Full text

Abstract:

The introduction of performance based tariff regulations along with higher media and political pressure have increased the need for well-performed risk and asset management applied to electric power distribution systems (DS), which is an infrastructure considered as a natural monopoly. Compared to other technical systems, DS have special characteristics which are important to consider. The Swedish regulation of DS tariffs between 1996 and 2012 is described together with complementary laws such as customer compensation for long outages. The regulator’s rule is to provide incentives for cost eff

APA, Harvard, Vancouver, ISO, and other styles

44

Васильєва, Тетяна Анатоліївна, Татьяна Анатольевна Васильева, Tetiana Anatoliivna Vasylieva та ін. "Удосконалення інвестиційного ризик-менеджменту". Thesis, Донецький національний технічний університет, 2006. http://essuir.sumdu.edu.ua/handle/123456789/60017.

Full text

Abstract:

Проблема пошуку нових науково-методичних підходів до урахування ризику та невизначеності на протязі усього життєвого циклу інвестиційного проекту є досить актуальною.<br>The problem of finding new scientific and methodological approaches to taking risks and uncertainties throughout the life cycle of an investment project is quite relevant.

APA, Harvard, Vancouver, ISO, and other styles

45

Kyei-Mensah, Justice. "Wealth effects of mergers and acquisitions for US firms : using alternative pricing models." Thesis, Aston University, 2011. http://publications.aston.ac.uk/15737/.

Full text

Abstract:

This empirical study employs a different methodology to examine the change in wealth associated with mergers and acquisitions (M&As) for US firms. Specifically, we employ the standard CAPM, the Fama-French three-factor model and the Carhart four-factor models within the OLS and GJR-GARCH estimation methods to test the behaviour of the cumulative abnormal returns (CARs). Whilst the standard CAPM captures the variability of stock returns with the overall market, the Fama-French factors capture the risk factors that are important to investors. Additionally, augmenting the Fama-French three-factor

APA, Harvard, Vancouver, ISO, and other styles

46

Puplampu, Suzy Aku Akpene. "Product Diversification to Improve Investment Returns for High-Net-Worth-Individuals in Ghana." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/4675.

Full text

Abstract:

The population of high-net-worth-individuals (HNWIs) in Ghana is projected to increase from 2,400 in 2015 to 4,900 by 2024. HNWIs in Ghana desire to have access to alternative investment instruments to enhance diversification and improve investment returns on their portfolios. Guided by the product-market-grid-model, the purpose of this qualitative multiple case study was to explore diversification strategies some fund managers use to improve returns for HNWIs. Twelve participants from 3 investment firms in the Greater Accra Region of Ghana, including CEOs and fund managers with more than 5 ye

APA, Harvard, Vancouver, ISO, and other styles

47

陳盛進. "Research Architecture Investment Behavior and Risk Management." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/41591965661233700677.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Huang, Chun-Hsi, and 黃俊熹. "Risk Management For Real Estate Investment in China." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/91183660125779783335.

Full text

Abstract:

博士<br>國立臺灣科技大學<br>營建工程系<br>88<br>This study compiles the factors exerted by international real estate investors and charts their relationship in SWOT (strengths, weaknesses, opportunities, and threats) analysis and influence diagram. A sensitivity analysis is conducted by examining variables including real estate policy, bureaucracy, vacant housing, real estate outlook, and accurate market information. The effects of these five variables on the unit cost, sales price, selling rate, and project duration are analyzed to ascertain the distribution of the four calculated quantities. Furthermore, t

APA, Harvard, Vancouver, ISO, and other styles

49

(9847262), Junhao Yang. "International diversification of Australian portfolios into emerging markets: Using the copula approach." Thesis, 2013. https://figshare.com/articles/thesis/International_diversification_of_Australian_portfolios_into_emerging_markets_Using_the_copula_approach/13433177.

Full text

Abstract:

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 for constructing optimal portfolios by incorporating the time-varying and asymmetrical nature of dependence between the asset returns of stock markets.The study uses the investable market index as a separate asset class for each of the markets included in the study, and adopts ex ante and ex post comparisons for robustness.

APA, Harvard, Vancouver, ISO, and other styles

50

CHEN, JIAN-YOU, and 陳建友. "Applying Contingency Model Embedded with Real Estate Investment Risk Management Enhance Investment Performance." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/64677581113667051993.

Full text

Abstract:

碩士<br>國立臺北教育大學<br>資訊科學系碩士班<br>105<br>In recent years, Taiwan's city housing prices have been rising, causing people to invest in real estate is more difficult. This study uses contingency model to simulate the risks of investing in real estate and analyze it, and put forward the risk management method for risk. We use real estate transaction information provided by the Ministry of the Interior website. To do the increased and decreased housing prices statistical analysis of the administrative districts. Add with the factor of impact housing prices to do the discuss and analysis. Include Taipei

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!