Search results
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Title
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Essays in investments and asset allocation
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Author
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Chen, Xianzhe
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Date Created
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2016
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Description
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This dissertation consists of three topics in investments and asset allocation. The first chapter studies the dynamics of macro factors and their application in asset allocation. Five meaningful economic factors are extracted from hundreds of econ...
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Title
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Essays in investments and asset allocation
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Author
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Chen, Xianzhe
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Date Created
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2016
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Description
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This dissertation consists of three topics in investments and asset allocation. The first chapter studies the dynamics of macro factors and their application in asset allocation. Five meaningful economic factors are extracted from hundreds of econ...
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Title
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Essays in investments and asset allocation
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Author
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Chen, Xianzhe
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Date Created
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2016
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Subjects--Topical
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Finance
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Description
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This dissertation consists of three topics in investments and asset allocation. The first chapter studies the dynamics of macro factors and their application in asset allocation. Five meaningful economic factors are extracted from hundreds of econ...
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Title
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THREE ESSAYS ON CAPITAL INSURANCE AND TOO BIG TO FAIL BANKS
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Author
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Ivanov, Katerina
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Date Created
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2016
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Description
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This research study presents an insurance framework of the bank capital by introducinga new type of capital, namely, an insurance capital. A bank pays the insurancecapital to an entity which injects a pre-determined payout of capital during the pe...
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Title
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THREE ESSAYS ON CAPITAL INSURANCE AND TOO BIG TO FAIL BANKS
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Author
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Ivanov, Katerina
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Date Created
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2016
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Subjects--Topical
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Finance, Banks and banking
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Description
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This research study presents an insurance framework of the bank capital by introducinga new type of capital, namely, an insurance capital. A bank pays the insurancecapital to an entity which injects a pre-determined payout of capital during the pe...
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Title
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Three Essays in Empirical Asset Pricing and Return Predictability
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Author
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Lu, Yueliang
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Date Created
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2023
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Subjects--Topical
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Finance
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Description
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This dissertation contains three essays on empirical asset pricing. The first essay presents the first evidence on how macro trends affect equity risk premium, going beyond the literature that rely on only the most recent values. We show that macr...
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Title
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Three Essays on Pricing Kernel in Asset Pricing
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Author
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Cai, Minhao
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Date Created
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2013
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Description
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Pricing Kernel extends concepts from economics and finance to include adjustments for risk. When pricing kernel is given, by non-arbitrage theory, all securities can be priced. Searching for a proper pricing kernel is one of the most important tas...
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Title
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Three Essays on Pricing Kernel in Asset Pricing
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Author
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Cai, Minhao
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Date Created
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2013
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Subjects--Topical
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Finance
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Description
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Pricing Kernel extends concepts from economics and finance to include adjustments for risk. When pricing kernel is given, by non-arbitrage theory, all securities can be priced. Searching for a proper pricing kernel is one of the most important tas...
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Title
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Three essays in Asset Pricing under Model Uncertainty
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Author
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Jiang, Julia
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Date Created
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2018
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Description
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This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...
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Title
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Three essays in Asset Pricing under Model Uncertainty
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Author
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Jiang, Julia
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Date Created
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2018
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Subjects--Topical
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Finance
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Description
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This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...