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Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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1

Izadi, Selma. "Two Essays in Finance and Economics: “Investment Opportunities in Commodity and Stock Markets for G7 Countries” And “Global and Local Factors Affecting Sovereign Yield Spreads”." ScholarWorks@UNO, 2015. http://scholarworks.uno.edu/td/2087.

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In chapter 1, I investigate the return links and dynamic conditional correlations between the equity and commodity returns for G7 countries from 2000:01 to 2014:10. The commodity futures include BCOM Index which contains the futures and spot price of 22 commodities, Brent and Crude oil futures, gold and silver futures, Wheat, Corn and Soybean futures and CRB index. The finding indicates that during the full sample period GOLD, WHEAT and CORN have the smallest dynamic conditional correlations with all the Equity indexes. In addition, the correlations between the GOLD/Equity pairs are negative d

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2

Meave-Flores, Gerardo 1953. "Investment portfolio analysis: Energy and gold-minerals." Thesis, The University of Arizona, 1987. http://hdl.handle.net/10150/291766.

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The purpose of this research is to analyze the impact that a sample of securities blended together would have upon the variance of the expected returns of an energy and a gold-minerals portfolio. A framework based on the Markowitz model, but solved linearly, has been constructed in which the optimal weight of each security in its respective portfolio is determined in order to minimize variance given the expected portfolio returns. The data elaborated for each stock (price, return and dividend) were on an annual basis for a period of 16 years and are the basis from which the projections of both

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3

Patel, Sunaina Kilachand. "An analysis of foreign direct investment and portfolio investment into developing countries." Oberlin College Honors Theses / OhioLINK, 1996. http://rave.ohiolink.edu/etdc/view?acc_num=oberlin1347648507.

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4

Mills, Bradley. "Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29201.

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This study investigates a new asset allocation technique termed Factor Adjusted Rolling Economic Drawdown (FAREDD), whereby resources are allocated to different assets by way of integrating Principle Component Analysis (PCA) with existing Rolling Economic Drawdown Methods (REDD). The primary purpose of this model is to create a portfolio with low drawdown levels, that can withstand turbulent market periods thus protecting portfolio value through providing stronger diversification benefits while still seeking to maximise risk adjusted and overall return. This will have strong implications for i

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5

Joubert, Hennie. "The allocation of real estate in an investment portfolio." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97342.

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Thesis (MBA)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: In this study investors were informed of the benefits of diversification and the reduction of systematic risk when property is included in an asset allocation portfolio. It also provided investors with information that will assist them in deciding on asset class allocations, specifically including real estate within a mixed-asset portfolio for both the short and long term. The method applied to answer the research questions started with a detailed literature review in order to gain a thorough understanding of the topic. The sec

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6

Cahill, Michael A. "The Role of U.S. Infrastructure Investment in Strategic Asset Allocation." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/560.

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This paper investigates the role of U.S. infrastructure investments in a multi-asset portfolio, by using monthly return data for eight different asset classes from the period December 2002 to March 2013. Applying mean variance, as well as mean-downside risk, optimization models, I show that U.S. infrastructure plays an important role in delivering better risk/return trade-offs than more traditional portfolios. Infrastructure proves to be most beneficial to moderate-risk portfolios where the standard deviation ranges from 2% to 6% and the maximum allocation to infrastructure is 65.49%. Additi

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7

Lotter, Rousseau. "The impact of equity analyst recommendations on market attention, price-consensus and the behaviour of other analysts." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/97986.

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Thesis (PhD)--Stellenbosch University, 2015.<br>ENGLISH ABSTRACT: Analysts are valuation specialists who advise both institutional clients and non-professional investors on the choice and timing of security purchases and sales. The analysts’ advice may have hugely beneficial or unfavourable outcomes for those who rely on them. This study investigated the possible influence of 901 local and international analysts’ recommendations that were issued from 1993 to 2011 on shares listed on the Johannesburg Stock Exchange (JSE). The short-term impact of recommendations on prices and possible behaviou

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8

Chiang, Yat-hung, and 蔣日雄. "Property investment in a portfolio context: analysis of risk and return of office property investment in HongKong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31236728.

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9

Rosen, Jeffrey Scott. "Remittances, Investment, and Portfolio Allocations: An Analysis of Remittance Usage and Risk-Tolerance." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1172936345.

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10

Chow, Sai Hung. "Optimal consumption and portfolio selection problem : the martingale approach /." View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?MATH%202002%20CHOW.

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Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002.<br>Includes bibliographical references (leaves 35-36). Also available in electronic version. Access restricted to campus users.

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11

Chiang, Yat-hung. "Property investment in a portfolio context : analysis of risk and return of office property investment in Hong Kong /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19050239.

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12

Infantino, Shanna. "Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio." Digital WPI, 2012. https://digitalcommons.wpi.edu/etd-theses/651.

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With the ripples in the financial markets and economic stresses that occur around the world today, it would be beneficial to have some insight into the tools that help investors learn about the riskiness of their portfolios. At what value is one's portfolio in danger of being completely wiped out? We aim to further the understanding of values such as these and give an assessment of some risk measures by investing in an interactive portfolio, as well as estimating the values at risk and expected shortfalls of this portfolio.

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13

Shah, Azuri. "Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio." Digital WPI, 2012. https://digitalcommons.wpi.edu/etd-theses/652.

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With the ripples in the financial markets and economic stresses that occur around the world today, it would be beneficial to have some insight into the tools that help investors learn about the riskiness of their portfolios. At what value is one's portfolio in danger of being completely wiped out? We aim to further the understanding of values such as these and give an assessment of some risk measures by investing in an interactive portfolio, as well as estimating the values at risk and expected shortfalls of this portfolio.

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14

Grundke, Peter. "Integrated market and credit portfolio models risk measurement and computational aspects." Wiesbaden Gabler, 2006. http://d-nb.info/987215159/04.

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15

Gumbo, Victor. "Mean absolute deviation skewness model with transactions costs." Pretoria : [s.n.], 2005. http://upetd.up.ac.za/thesis/available/etd-09052005-115438.

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16

Fifield, Suzanne G. M. "Portfolio investment in emerging stock markets : an empirical analysis of the gains from diversification." Thesis, University of Dundee, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340672.

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17

Göeggel, Mathias Christian. "Closed-form solutions to discrete-time portfolio optimization problems." Diss., Rolla, Mo. : Missouri University of Science and Technology, 2010. http://scholarsmine.mst.edu/thesis/pdf/Goeggel_09007dcc807a9b0b.pdf.

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Thesis (M.S.)--Missouri University of Science and Technology, 2010.<br>Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed June 7, 2010) Includes bibliographical references (p. 75).

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18

Kundiger, Kyle. "Optimal investment strategies using multi-property commercial real estate analysis of pre/post housing bubble." Honors in the Major Thesis, University of Central Florida, 2012. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/575.

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This paper analyzes theperformance of five commercial real estate property types (office, retail, industrial, apartment, and hotel) between 2000 and 2012 to determine the U.S. housing crisis'simpact on Real Estate investing. Under the concept of Modern Portfolio Theory, the data was analyzed using investment analysis programs to determine correlation, risk/return characteristics, and trade-offs (Sharpe ratio) as well as the optimal allocation among the individual property types. In light of the results, each property type plays a different role in investment strategies in various economic cycl

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19

Zeise, Carl Eric. "Analysis of trade dependence and correlation of market returns to hedge portfolio risk." CSUSB ScholarWorks, 2006. https://scholarworks.lib.csusb.edu/etd-project/3036.

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The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measur

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20

Yu, Tao. "Portfolio performance and investment styles : an empirical analysis of UK stock markets and unit trusts." Thesis, University of Manchester, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621443.

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This thesis sheds light on evaluating portfolio performance in terms of investment styles the portfolios follow. Investment styles imply that a fund invests in a distinct group of stocks that share some common characteristics. Investment managers with similar investment styles, who select securities based on same principle criteria, are likely to perform more like each other than like the overall market, or like managers with different styles. This thesis aims to provide an investigation into the effects of styles on portfolio performance. To this end, the characteristics of various investment

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21

Tolefat, Abdulrahman Khalil. "An analysis of the investment portfolio composition of Takaful undertakings in the GCC and Malaysia." Thesis, Durham University, 2008. http://etheses.dur.ac.uk/2254/.

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The Islamic finance industry has witnessed a remarkable growth during the last decade. The total shari'ah compliant assets worldwide were estimated at US$700 billion in 2007 compared with US$150 billion in the mid 1990s. The industry is expected to continue its strong growth trend fuelled by increase in oil prices. One of the fastest-growing segments in Islamic finance is the Islamic insurance (takaful) industry which is expected to continue its strong growth rate in the future. This research concerns the Islamic insurance industry and particularly the asset management aspect. This research ai

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22

Harlacher, Markus. "International bond investment An analysis with respect to interest rate differentials and long-term exchange rate expectations /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03603792002/$FILE/03603792002.pdf.

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23

George, Jeffrey. "Portfolio Insurance Using Leveraged ETFs." Digital Commons @ East Tennessee State University, 2017. https://dc.etsu.edu/honors/416.

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This study examines the use of leveraged exchange traded funds (LETFs) within a portfolio insurance framework to reduce exposure to downside risk. Investors have learned the importance of mitigating this risk having experienced two “once in a century” events in the last 20 years with the tech crash in the early 2000s and the financial crisis in 2008. Current portfolio insurance strategies are either option based (Leland & Rubinstein, 1976) or constant proportional portfolio insurance (CPPI), (Black & Jones, 1987). The cost of option based strategies can be quite high while a CPPI strategy requ

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24

Martinez, Andres (Martinez Sanchez Hidalgo). "Liquid real estate investment fund in Latin America : analysis of worldwide best practices and portfolio proposal." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/68182.

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Thesis (S.M. in Real Estate Development)--Massachusetts Institute of Technology, Program in Real Estate Development in Conjunction with the Center for Real Estate, 2011.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (p. 80-81).<br>This work was inspired by three factors: as real estate increasingly becomes a global investment option, investors around the world turn their attention to real estate

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25

Brown, Warren Gerhard Pearce. "Fund and manager characteristics : determinants of investment performance." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/1244.

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PhD<br>Thesis (PhD (Business Management))--Stellenbosch University, 2008.<br>The objective of this study is to provide a new approach to assessing fund management and to establish whether there is empirical support for this approach. The new approach will improve investors’ decision making with respect to the management and investment of their assets. We construct equity-only funds from quarterly equity holdings of unit trusts. The funds are ranked each quarter using various performance measures and segmented into winners and losers; firstly according to the median of the ranks and secondly ac

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26

Otto, Hans-Philipp. "Portfolio optimization : equally weighting strategies vs. index investing vs. efficient frontier portfolios : an empirical analysis." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/95621.

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Thesis (MBA)--Stellenbosch University, 2012.<br>This research report is conducted in the field of portfolio optimization. Regarding the existing literature this research paper is set in context of the academic discussion triggered by DeMiguel, Garlappi and Uppal (2009) concerning the perfomance of the naïve investment strategy in comparison to optimized portfolios and extended by the indexing approach. Therefore, it investigates on the question whether the naïve investment strategies outperform the strategy of index investing as well as the minimum and mean variance portfolios in the investmen

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27

Larlar, Selim. "Portfolio optimization analysis of federation of Euro-Asian stock exchances (FEAS)." CSUSB ScholarWorks, 2003. https://scholarworks.lib.csusb.edu/etd-project/2365.

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The results of this thesis suggest that investors should invest in portfolios consisting of the Standard and Poor's 500, the Ten Composite Index and the ten founding stock exchanges, rather than only invest in either the ten founding stock exchanges or Standard and Poor's 500.

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Mudyazvivi, Elton. "An analysis of push and pull factors of capital flows in a regional trading bloc." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/28075.

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Inflows of Foreign Direct Investment (FDI) and Foreign Portfolio Investment (FPI) into Sub Saharan Africa (SSA) between 2000 and 2014 remained a minute fraction (at only 2% and 1% respectively) of global inflows. This study seeks to explain this phenomenon by examining the push (global) and pull (domestic) factors that may help to explain inflows of FDI and FPI in SSA and the mechanisms through which these factors affect inflows (the how). As ongoing regional integration efforts in Africa through trading blocs, the study also discusses the role of regional trading blocs in explaining capital f

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29

Madigele, Loago Thabang wa ga Mmamogapi Banking &amp Finance Australian School of Business UNSW. "Relative performance of alternative investment vehicles: hedge funds, funds of funds, and CTA funds." Awarded by:University of New South Wales. School of Banking and Finance, 2005. http://handle.unsw.edu.au/1959.4/32313.

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This thesis examines the degree to which alternative funds deviate from their style-benchmark and how this is related to past performance and fund size, and how it impacts future risk and returns. Additionally the thesis examines how security selection and market timing skills differ across varying degrees of deviation from the benchmark. The thesis uses data for hedge funds, funds of funds, and CTA funds from the Center for International Securities and Derivatives Markets and employs fund???s tracking error relative to their style-benchmark to estimate the level of drift. The style-benchmarks

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30

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.

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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

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31

Petzer, Greydon E. "Portfolio asset selection through the use of modified moving averages and steepest gradient techniques." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52406.

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Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: Many tracker funds exist in the South African market in which investors can invest their money. Growing in:popularity is the index funds that, instead of investing in individual shares invest into funds that track and guarantee returns related to specific indices. One such fund is the All Share Index 40 (ALSI40) Tracker Fund. The index is equity based to reflect the performance of the ordinary South African share market. Companies selected for inclusion in the ALSI40 Index are generally larger companies of sound financial

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32

Chen, Jing. "Three essays on the Chinese equity market." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=165867.

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This thesis presents three essays on the Chinese equity market. Specifically I focus on the long run common trends and microstructure of the market after a set of regulatory events that surrounded a trading reform in 2001. The major goal of the thesis is to establish the interaction between the composition and medium of the transaction environment and the overall observed trends within the market at the aggregate level. In Chapter 2, I present a model of common trends amongst the Chinese equity market segments and implement a robust test for cointegrating relations. In Chapter 3, I derive a m

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33

Ndlovu, Josiel. "Analysis of South African corporate bond market." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52654.

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Study project (MBA)--University of Stellenbosch, 2002.<br>ENGLISH ABSTRACT: The bond market is an important economic element of both developed and developing economies. The after effects of the Asian crises have prompted arguments that the existence of well-functioning domestic bond markets would have helped to mitigate the impact of shocks in the financial systems of the emerging markets both by providing an alternative source of funding to bank lending and by exposing investors rather than taxpayers to negative shocks. Comparative analyses of various emerging markets were done by usin

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34

Wang, Wan-Ting, and 王琬婷. "Investor Sentment and Momentun Investment Strategy for Investment Portfolio Analysis." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/81873545811571673550.

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碩士<br>南華大學<br>財務金融學系財務管理碩士班<br>104<br>Using monthly data on Taiwanese public-listed firms in TSE from Janauary 1991 to December 2015, this thesis empirically investigate the umpacts of investor’s sentiment states on the portfolios of moementum starategies. The empirical findings indicate that price momentum in all periods show significantly positive returns at announcement date (t=0), the winer-losser potfolios present the significantly positive returns. During the pesemistic period of investor’s sentiment, all potifolio at anouncement date show significantly positive returns in the short-term

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35

Chang, Yu-hsin, and 張禹欣. "Investment portfolio for Money Market Performance analysis." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/49fnv2.

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碩士<br>東吳大學<br>商用數學系<br>96<br>The most effective way for Banks money market operations, including reinvestment of finance Asset, is to utilize daily spare funds and gain the maximum margin. From the concept of best allocated investment portfolio, margin purchase funds can invest two parts; one part do yielding and the other part do reinvestment which suit for invest in fixed income products because of lower risk. Furthermore, the most effective way to reduce portfolio risk depends on two factors, tenor and proportion. The useful investment products of money market include treasury bills, Comm

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36

Chuang, Kai-Hsu, and 莊開旭. "An Empirical Analysis of REITs Investment and Portfolio Choice." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/32543091148984806850.

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碩士<br>國立中興大學<br>高階經理人碩士在職專班<br>93<br>Abstract The ongoing trend of securitization for real estate would help a lot for recovering the long depressed real estate market. As mentioned by Michael Oliver, a famous expert of real estate securitization in the US, "The international real estate market will be more globalized with the coming years. In order to attract more foreign funds into the real estate market to recover the real estate industry and to resolve the economic depression, many countries especially in South American and Asian countries will for sure untie the limitation of investment

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Chen, Yen-An, and 陳彥安. "Stock trading data, decision tree analysis and investment portfolio." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/3nc2y6.

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碩士<br>國立東華大學<br>財務金融學系<br>106<br>The study proposes a new stock portfolio constructed by the decision tree model, for creating values for investors. Using stocks’ market trading data to be the decision variables and using the Sharpe ratios to be objective variable, we develop a decision tree model for stock performances. Specifically, the stock portfolio is constructed by its decision rules in the decision tree model. Analyzing S&P 500 index’s stocks, the study shows that the decision-tree portfolio performs better in the accuracy rate and classifications of stocks, in the performance evaluati

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38

"New tools to analyze investment funds: Constrained random portfolio analysis." Tulane University, 2012.

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archives@tulane.edu<br>The biggest challenge in testing mutual funds for manager skill is the lack or a probability distribution or returns under the null hypothesis or no skill. A test of skill is proposed based on Constrained Random Portfolio Analysis (CRPA). Simulation is used to perform an in-depth study or the properties or this test. and to compare its power against that or other tests of skill. Using the same random portfolio framework, further applications or this methodology arc proposed. CRPA based measures arc found to be more powerful and easier to interpret than tests based on reg

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39

Chen, Yi-Ling, and 陳怡伶. "Choosing Financial Indicators and Establishing Stocks Investment Portfolio Performance Analysis." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/36423842423709463060.

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碩士<br>南華大學<br>財務金融學系財務管理碩士班<br>102<br>This thesis investigated the rate of return on stock- picking performance of financial indicators, data sources for the Taiwan Economic Journal database(TEJ),the study period was between 2007 to 2013, the domestic market,OTC companies, totaling approximately 1400 files stock information. For Taiwan listed (OTC) financial statements of the Company's public financial indicators,low price with higher earnings clustering concept, easy to build stock-picking strategy execution, choose higher investment value of stocks and consider the risk tolerance of the inve

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40

Amado, Francisco de Carvalho Tavares Galvão. "Hybrid investment strategy active portfolio management–US stock market." Master's thesis, 2016. http://hdl.handle.net/10362/120206.

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This thesis aims to develop an alternative active managed portfolio strategy based on companies‟ Fundamental and Technical Analysis and analyze its finals results. There is a big distinction between the two approaches and the main objective is to understand if it is possible to take advantage of both. With this in mind a Hybrid Investment Strategy for the US stock market, due to its dimension and liquidity, which was able to outperform the S&P 500 index, the benchmark, during both Bear and Bull Markets between 2000 and 2015.

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Chang, Sui Loong. "Portfolio optimization and value-weighting - the Malaysian context /." 2006. http://arrow.unisa.edu.au:8081/1959.8/81938.

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This paper outlines the objective of the study on mean-variance optimization application in the Malaysian stock market. It offers a critical review of the salient literature that discuss the advantages and limitation of mean-variance analysis, especially in imperfect markets and thus sets the basis for trying out a novel portfolio management approach in Malaysia.<br>Mean-variance optimization was first developed by Harry Markowitz in 1952 but was later adopted by William Sharpe in his capital asset pricing model (CAPM) to exploit asset pricing anomalies to achieve exceptional gain and to diver

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42

Valian, Haleh. "Optimizing dynamic portfolio selection." 2009. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051917.

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Brown, Warren Gerard Pearce. "Fund and manager characteristics : determinants of investment performance /." 2008. http://hdl.handle.net/10019.1/1244.

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鄭舜育. "Fuzzy Economic effectiveness analysis of Information Security investment." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/sujtm6.

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碩士<br>正修科技大學<br>電機工程研究所<br>104<br>This thesis derives fuzzy economic models for the effectiveness evaluation of different Information System Security (ISS) alternatives. The Net Present Value (NPV) and Benefit/Cost Ratio (BCR) models are proposed for the execution of cost-benefit analysis. Since fuzzy results are in the form of a complex nonlinear representation, and do not always provide a totally ordered set in the same way that crisp numbers do, the current paper approximates the resulting fuzzy profitability indexes by a triangular fuzzy number initially, and then uses the Mellin Transform

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Petrov, Daniel Borislavov. "Cost-effectiveness investment analysis for property development projects." Thesis, 2012. http://hdl.handle.net/10210/7567.

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M.Ing.<br>In any development undertaking, costs and effectiveness are ever present factors, which need to be considered carefully and managed effectively. Cost effectiveness relates to the measure and forecast of benefits of a project in terms of mission fulfillment (project effectiveness) in monetary terms, and compares these with the project's total life-cycle cost in order to realise the full potential employed for investment decision purposes. In order to be persuaded to take on the risks (financial, political, and market) associated with property development projects, developers and/or in

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Kimaro, Lilian Melkizedeki. "Examination of the effectiveness of regulation of foreign direct investment in Tanzania." Diss., 2012. http://hdl.handle.net/2263/30071.

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Yu, Chia-Lin, and 游家林. "Stock investment analysis based on the range of technical indicators portfolio." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/88713635205410740692.

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碩士<br>國立高雄應用科技大學<br>資訊管理研究所碩士班<br>101<br>In recent years , Taiwan’s stock market has gone through various changes , many investors want get profits from this turbulent stock market , how to get these profits has become an issue to many scholars want to explore . Use the technical analysis as a transaction strategy is a tool used to invest by investors now . The basic concept of the technical analysis is use the past historical price and volume data to construct indicators to determine the trend in the future , and get excess returns . Therefore , this study build a Technical Analysis System to

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Wu, Shu-Ling, and 吳淑錂. "Choosing Eight Financial Indicators and Constructing Stocks Investment Portfolio Performance Analysis." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/90126354492833668599.

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碩士<br>南華大學<br>財務金融學系財務管理碩士班<br>103<br>The study choosed the financial indicators in public financial statements of listed companies in Taiwan and selected eight financial indicators from four dimensions: profitability, solvency, operating capacity, and cash flow ratios to establish investment portfolios with different weights based on the scale of stocks, hoping to create excess return on investment portfolios for investors selecting stocks. The source is from Taiwan Economic Journal (TEJ), where more than 1,500 data on stocks of listed companies in Taiwan were collected from 2008 to 2014. The

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"Multi-period portfolio optimization." Thesis, 2009. http://library.cuhk.edu.hk/record=b6074946.

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In this thesis, we focus our study on the multi-period portfolio selection problems with different investment conditions. We first analyze the mean-variance multi-period portfolio selection problem with stochastic investment horizon. It is often the case that some unexpected endogenous and exogenous events may force an investor to terminate her investment and leave the market. We give the assumption that the uncertain investment horizon follows a given stochastic process. By making use of the embedding technique of Li and Ng (2000), the original nonseparable problem can be solved by solving an

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Nazareth, Marcelo O. C. "Portfolio selection with random transaction costs /." 2000. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:9978053.

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