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Browse Dissertations and Theses - Finance by Title
Now showing items 111-130 of 192
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(1999)Based on the results obtained in the nonparametric analysis, this paper proposes an HJM volatility model and estimates it in the GARCH-family models. The proposed volatility model is compared with four alternative HJM ...
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(1995)This thesis focuses on developing an appropriate target for the funding level of public pension plans. Initially, a two-period model is developed that incorporates the relevant factors in a simple model, examines the ...
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(1983)The various versions of intervention policy can be interpreted either to fix the price or the quantity of the market but not both. It is the objective of this paper to determine the optimal degree of official intervention ...
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(1996)This study assesses the adequacy of China's current pension system in light of alternative assumptions regarding the growth of population and the growth of real economic activity.
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(1991)Variable life insurance (VL) has gained great popularity for its fluctuating but minimum guaranteed death benefit under the high level of inflation in the late 1970's. It also offers policyowner a choice of vehicles in ...
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(1990)This thesis extends the previous work on interest rate contingent claims in several ways. First, futures pricing models and futures options pricing models are derived. These models are under the settings of both single ...
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(1982)The selling price of large-ticket capital assets has been hypothesized to increase as time on the market increases in previous theoretical literature. However, the results of empirical studies using single-family houses ...
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(1988)This dissertation covers several aspects of mortgage pricing. First, a theoretical model is developed related to choice on both sides of the mortgage market. Next, an hedonic model is utilized to estimate the impact of ...
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(1985)The capital asset pricing model of Sharpe (1964), Lintner (1965), and Mossin (1966) is a single-period equilibrium analysis in which the behavior of security demand, conditional upon a postulated probability distribution ...
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(1989)This thesis reexamines the validity of the informational signaling hypothesis with the security offering announcements of companies. Market, company and offering data are used to test this hypothesis directly by examining ...
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(1981)Two conflicting opinions were noted in the literature regarding the future of the regional stock exchanges (RSE). One view purported that the RSE would cease to exist after May 1, 1975 when commissions became negotiable. ...
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(1981)Growth in utility construction programs has focused attention on the methods used by utilities to obtain the earnings needed to pay investors for the use of funds for construction expenditures.
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Now showing items 111-130 of 192