Dissertations / Theses on the topic 'Management theory'
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Elliott, Carole. "Critical theory and management education." Thesis, Lancaster University, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.423984.
Full textHall, Leslie Devine. "Embezzlement : a management control theory perspective." Honors in the Major Thesis, University of Central Florida, 2002. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/280.
Full textBachelors
Business Administration
Management
Aoyama, Hisao. "Applications of catastrophe theory in management." Thesis, Massachusetts Institute of Technology, 1985. http://hdl.handle.net/1721.1/15151.
Full textFish, Joshua Stephen Andrus. "Terror Management Theory and Body Image." Thesis, University of North Texas, 2011. https://digital.library.unt.edu/ark:/67531/metadc103315/.
Full textPetit, Michael. "A new theory for organizational management." Swinburne Research Bank, 2009. http://hdl.handle.net/1959.3/48563.
Full text[A thesis is submitted in fulfilment of the requirements for the degree Doctor of Philosophy, Faculty of Business and Enterprise, Swinburne University of Technology - 2009]. Typescript. Bibliography: p. 284-294.
Kheibari, Athena. "SUICIDE ATTITUDES AND TERROR MANAGEMENT THEORY." UKnowledge, 2019. https://uknowledge.uky.edu/csw_etds/26.
Full textCentrén, Philip, Mustafa Mehmed, and Martin Werner. "Knowledge Management The presence of Knowledge Management theory in companies." Thesis, Kristianstad University College, School of Health and Society, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hkr:diva-4731.
Full textKnowledge is regarded as key resource in today’s business environment. Many researchers argue that it is the key resource to create a competitive advantage. Still, it differs itself from ordinary resources. Knowledge cannot be quantified or specified numerically to recognize the quantity of knowledge a company possesses. Furthermore, companies may lack the ability to achieve an absolute control over the supply of knowledge that will occur when trying to extract it from employees. Knowledge Management is the field which presents an approach to manage the valuable resource of accumulated knowledge. By implementing processes and actions in a company, it will obtain a control over the knowledge in the organization. This dissertation also presents diverse definitions of Knowledge Management. By investigating the components of these definitions, we see that various academic researchers recognize different notions upon Knowledge Management as theory. When reviewing theory, one could question the validity of the word management in Knowledge Management. The theory declares management as an enhancement of practices in organizational context.
The purpose of our dissertation was to investigate if theoretical Knowledge Management is a coexisted factor in companies. By looking at the elements extracted from theory, this notion became apparent. When implementing Knowledge Management, an individual company creates opportunities for people to learn and share their knowledge.
Parodi, Pascale. "The knowledge management convergence : from theory to practice in knowledge management." Aix-Marseille 3, 2004. http://www.theses.fr/2004AIX30019.
Full textKnowledge Management (KM) is not a new impossible philosophy about business, but more the sum of all the small actions that are contributing to the success of the whole picture. In the context of the new economy, KM becomes inevitable. The author defines it as "the process of nurturing for surviving in organizations. " The original contribution of this work is to demonstrate that KM is not a new topic that we must fit into our organizations. We rather have to pay attention to the "Knowledge Convergence" (KC), that already most of the time happens in our organizations and not to create a separate isolating bubble. Identify and take in account the KC is a way to start doing KM. This is about identifying in our established structures in organizations, its seeds. This is about the consideration of the organic development that already happened in companies and their linkage under the virtual umbrella of the already existing KM efforts. The goal is double. In one hand this is about enrooting those practices in the company culture sustaining the employees' motivation. On the other hand, it allows reducing the functional barriers between the different departments, in order to achieve common goals and perform more and more complex tasks. KM methods and practices used are tactical. If those converge (KC) under the coordination of a cross-functional team, then a new kind of knowledge could emerge (Knowledge Emergence). This then leads to the "Creative Advantage"
Yun, Zeng. "Earnings management in China : theory and evidences." Thesis, University of Macau, 2006. http://umaclib3.umac.mo/record=b1637045.
Full textJesser, Peter Stewart. "SYSTEM THEORY: APPLICATIONS IN HUMAN RESOURCE MANAGEMENT." Thesis, The University of Arizona, 1985. http://hdl.handle.net/10150/291981.
Full textSimpson, Mark Aloysius. "Complexity Theory of Leadership and Management Information." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/6121.
Full textFerretti, Nicola <1998>. "Extreme Value Theory for Portfolio Risk Management." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/21806.
Full textEllis, Robert Keith. "Toward a systemic theory of organisational change." Thesis, City University London, 2002. http://openaccess.city.ac.uk/7601/.
Full textCattell, David William. "Component unit pricing theory." Thesis, University of Cape Town, 2009. http://hdl.handle.net/11427/5072.
Full textErguner, Abdulkerim. "A novel project management theory and its applicability." Thesis, Monterey, Calif. : Naval Postgraduate School, 2008. http://bosun.nps.edu/uhtbin/hyperion-image.exe/08Mar%5FErguner.pdf.
Full textThesis Advisor(s): Osmundson, John ; Demir, Kadir Alpaslan. "March 2008." Description based on title screen as viewed on April 30, 2008. Includes bibliographical references (p. 93-94). Also available in print.
Zhang, Yanling. "From theory to practice : environmental management in China /." Berlin : wvb, 2005. http://www.wvberlin.de/data/inhalt/zhang.htm.
Full textSantos, Sérgio Pereira dos. "Applications of game theory to optimal fishery management." Master's thesis, University of Manchester, 1995. http://hdl.handle.net/10400.1/4593.
Full textThis dissertation analyses the optimal management of fisheries in the framework of dynamic game theory. The analysis rests upon a blend of the economic model of the fishery confined to the waters of a single state, with the theory of dynamic games. In order to accomplish this objective, this dissertation has been organised as follows. Chapter 1 presents some background material concerning noncooperative and cooperative game theory as well as a general formulation of continuous-time infinite dynamic games, also known as differential games. In Chapter 2 we provide some material concerning the dynamics of the fishery by summarising the Gordon-Schaefer bioeconomic model, which provides the foundation for our analysis. Finally, in Chapter 3, and by combining the subject presented in the preceding chapters, we examine the insights which dynamic game theory can provide in analysing fisheries management.
Koumou, Nettey Boevi Gilles. "Rao's Quadratic Entropy, Risk Management and Portfolio Theory." Doctoral thesis, Université Laval, 2017. http://hdl.handle.net/20.500.11794/28292.
Full textThis thesis is about the concept of diversification and its measurement in portfolio theory. Diversification is one of the major components of portfolio theory. It helps to reduce or ultimately to eliminate portfolio risk. Thus, its measurement and management is of fundamental importance in finance and insurance domains as risk measurement and management. Consequently, several measures of portfolio diversification were proposed, each based on a different criterion . Unfortunately, none of them has proven totally satisfactory. All have drawbacks and limited applications. Developing a coherent measure of portfolio diversification is therefore an active research area in investment management. In this thesis, a novel, coherent, general and rigorous theoretical framework to manage and quantify portfolio diversification inspiring from Rao (1982a)’s Quadratic Entropy (RQE), a general approach to measuring diversity, is proposed. More precisely, this thesis demonstrates that when RQE is judiciously calibrated it becomes a valid class of portfolio diversification measures summarizing complex features of portfolio diversification in a simple manner and provides at the same time a unified theory that includes many previous contributions. Next, this thesis presents two applications of the proposed class of portfolio diversification measures. In the first application, new formulations of maximum diversification strategy of Choueifaty and Coignard (2008) is provided based on the proposed class of measures. These new formalizations clarify the investment problem behind the MD strategy, help identify the source of its strong out-of-sample performance relative to other diversified portfolios, and suggest new directions along which its out-of-sample performance can be improved. In the second application, a novel and useful formulation of the mean-variance utility function is provided based on the proposed class of measures. This new formulation significantly improves the mean-variance model understanding, in particular in terms of asset pricing. It also offers new directions along which the mean-variance model can be improved without additional computational costs.
Smith, John D. "Towards a Theory of Services Supply Chain Management." Cleveland State University / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=csu1378934675.
Full textAzizi, Neda. "A Process Theory of IT Risk Management Implementation." Thesis, Griffith University, 2020. http://hdl.handle.net/10072/396515.
Full textThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of Info & Comm Tech
Science, Environment, Engineering and Technology
Full Text
ALMEIDA, Marcos Antonio Martins de. "Risk management in complex projects using decision theory." Universidade Federal de Pernambuco, 2012. https://repositorio.ufpe.br/handle/123456789/5986.
Full textO gerenciamento de projetos complexos em um mundo altamente competitivo, tornouse um desafio para os decisores e executivos mundiais. O surgimento de inovações tecnológicas cada vez mais rápidas, juntamente com a velocidade das mudanças do mercado e restrições das mais diversas ordens, requerem cada vez mais do gestor, ações de conhecimento e maturidade para lidar com essas situações. O uso de técnicas de gestão e ferramentas adequadas, são requisitos necessários nos dias de hoje para vencer as dificuldades frente aos cenários que muitas vezes surgem diante da administração desses projetos, onde o objetivo principal é atingir e satisfazer os fatores de sucesso do projeto, condicionados e observados os atributos mínimos como: escopo, prazo, qualidade e custo. Este trabalho propõe políticas e estratégias que se enquadram nas técnicas executivas de gestão, na identificação, monitoramento e medição dos riscos ao longo da implantação dos projetos em decisões sequenciais. Parâmetros são utilizados para o efetivo gerenciamento dos riscos com a incerteza sempre presente nos cenários considerados. As principais fontes de riscos serão analisadas. São utilizados constructos da Teoria da Decisão, como a edução e a análise da função utilidade de decisores dos projetos, além do cálculo dos riscos inerentes ao gerenciamento de projetos complexos. Métricas são propostas para a avaliação dos riscos na tomada de decisão ótima. Serão consideradas a identificação e minimização dos impactos que possam surgir ao longo da execução dos projetos. Estudos de casos também serão analisados
De, Bruin Tonia. "Business process management : theory on progression and maturity." Thesis, Queensland University of Technology, 2009. https://eprints.qut.edu.au/46726/1/Tonia_de_Bruin_Thesis.pdf.
Full textRossiter, P. G. "Organisational improvement through learning organisation theory." Thesis, University of Salford, 2007. http://usir.salford.ac.uk/2256/.
Full textBenson, Robert D. "Market models and exposure management in foreign exchange." Thesis, Imperial College London, 1991. http://hdl.handle.net/10044/1/8659.
Full textLundström, Markus, and Brunsberg Samuel Ögren. "Management Control and Motivation in Management Consulting." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-415724.
Full textChipman, Katie Jane. "Terror Management Theory and the Theory of Shattered Assumptions in the Context of Trauma." Kent State University / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=kent1308328435.
Full textWilliams, Deidre D. "Key management for McEliece public-key cryptosystem." Diss., Georgia Institute of Technology, 1994. http://hdl.handle.net/1853/14864.
Full textEigen, Zev J. (Zev Jacob). "The behavioral theory of contract." Thesis, Massachusetts Institute of Technology, 2009. http://hdl.handle.net/1721.1/53092.
Full textIncludes bibliographical references (leaves [162]-174).
This work develops a theory of contract grounded in empirical analysis of individuals' experience with and interpretations of form-adhesive contracts. Form-adhesive contracts are unilaterally drafted, typically by organizations, intended for multiple signers. They are offered on a take-it-or-leave-it basis, with no opportunity afforded to negotiate in the traditional sense during the pre-agreement phase. This type of contract dominates the way in which exchange relationships between organizations and individuals are governed in many areas of contemporary life-including, but not limited to, employment, medical treatment, intellectual property licensure, telecommunications, and social networking. The theory poses the question, "how do individuals experience and interpret these agreements?" and explores the relationship between the answer on one hand, and two other elements on the other: (1) socio-economic exchange between the drafting organizations and signers, and (2) trust in the rule of law. The first part of the dissertation explains the theory. The second part explores the theory's empirical basis in an employment relationship. Employees' interpretations of a mandatory-arbitration agreement they signed as a condition of their employment are compared to MBA students' interpretations of the enforceability of a similar clause. MBA students with considerably greater educational attainment and employment opportunities are found to be significantly more likely to believe that they could escape the contract's terms to which they consented than employees of a large, national electronics retailer with consistently less education and fewer job opportunities. For both MBAs and employees, regarding the signed agreement as unenforceable is correlated with a greater likelihood of viewing the employment relationship as one devoid of trust or loyalty. In the third part, a large-scale web experiment is used to measure the behavior of signers of a form-adhesive contract. Both pre-agreement conditions varying the adhesiveness of the contract and post-agreement prompts (legal, moral, social and instrumental) urging signers to continue to perform as the contract purportedly requires are tested as competing determinants of contract performance. Results suggest that when subjects see and choose the contract term during the pre-agreement consent phase, they are more likely to perform as that term purportedly requires in the postagreement performance phase, and that prompting contractual performance based on an appeal to morality generates the greatest rate of performance. Consistent with the behavioral theory advanced in this research, a legal threat is associated with a level of contractual performance no better than a control condition in which subjects were requested to perform the same task, except without signing any contract requiring performance of that task.
by Zev J. Eigen.
Ph.D.
Kwak, Seung Ki. "Institutional theory of naive money." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/120202.
Full textCataloged from PDF version of thesis.
Includes bibliographical references.
In the first chapter, I propose a theoretical framework to elucidate how capital from unsophisticated investors (naive money) is associated with fund performance dynamics. In the framework, when naive money invested in a fund exceeds the ideal amount for the manager's skill, it leads funds to under-perform persistently. In contrast, the model predicts that, when the amount of invested naive money is smaller than the ideal size of a fund reflecting the manager's skill, the fund performs the same as the market on a risk-adjusted basis. Empirical results using mutual fund data support this prediction. In the second chapter, I develop a model that characterizes how naive money influences the decisions of active mutual fund managers: in particular, managerial effort, fees, marketing expenses, private benefit-seeking, and risk-taking. My model predicts that managers who receive a surplus of naive money are inclined to reduce their managerial effort, charge higher fees, allocate more resources towards marketing, and pursue their private benefit by sacrificing returns to investors. In addition, it also predicts that a manager is most likely to increase idiosyncratic risk when the amount of invested naive money gets closer to a certain size of the fund that reflects the manager's skill. In the third chapter, I build a model to study how naive money affects funds' survivorship and entry decisions. Sufficient capital provision from unsophisticated investors elongates the survival of unskilled managers. Competition among funds determines the industry equilibrium, and the equilibrium is affected by several key market conditions: the aggregate investment opportunities, the aggregate capital inflows from unsophisticated investors, and the supply of skilled managers. When AM markets are heterogeneous in investor sophistication, the model shows, AM markets with more sophisticated investors (say, hedge fund markets) differentiate from those with less sophisticated investors (say, mutual fund markets). Skilled managers generate more value in hedge fund markets, and choose to enter those markets.
by Seung Ki Kwak.
1. Theory and Evidence: Mutual Fund Performance Dynamics -- 2. IO of Active Mutual Funds -- 3. IO of the Active AM Industry: Entries and Exits.
Ph. D.
Fletcher, Martyn. "An agent-based approach to dynamic network management." Thesis, Keele University, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363754.
Full textMadensen, Tamara D. "Bar management and crime toward a dynamic theory of place management and crime hotspots /." Cincinnati, Ohio : University of Cincinnati, 2007. http://www.ohiolink.edu/etd/view.cgi?ucin1180461844.
Full textMADENSEN, TAMARA D. "BAR MANAGEMENT AND CRIME: TOWARD A DYNAMIC THEORY OF PLACE MANAGEMENT AND CRIME HOTSPOTS." University of Cincinnati / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1180461844.
Full textGustafsson, Daniel, and Tomas Stewén. "Trusted Computing & Digital Rights Management : Theory & Effects." Thesis, Växjö University, School of Mathematics and Systems Engineering, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-26.
Full textTrusted Computing Platform Alliance (TCPA), now known as Trusted Computing Group (TCG), is a trusted computing initiative created by IBM, Microsoft, HP, Compaq, Intel and several other smaller companies. Their goal is to create a secure trusted platform with help of new hardware and software. TCG have developed a new chip, the Trusted Platform Module (TPM) that is the core of this initiative, which is attached to the motherboard. An analysis is made on the TCG’s specifications and a summary is written of the different parts and functionalities implemented by this group. Microsoft is in the development stage for an operating system that can make use of TCG’s TPM and other new hardware. This initiative of the operating system is called NGSCB (Next Generation Secure Computing Base) former known as Palladium. This implementation makes use of TCG’s main functionalities with a few additions. An analysis is made on Microsoft’s NGSCB specifications and a summary is written of how this operating system will work. NGSCB is expected in Microsoft’s next operating system Longhorn version 2 that will have its release no sooner than 2006. Intel has developed hardware needed for a trusted platform and has come up with a template on how operating system developers should implement their OS to make use of this hardware. TCG’s TPM are also a part of the system. This system is called LaGrande. An analysis is also made on this trusted computing initiative and a sum up of it is written. This initiative is very similar to NGSCB, but Microsoft and Intel are not willing to comment on that. DRM (Digital Rights Management) is a technology that protects digital content (audio, video, documents, e-books etc) with rights. A DRM system is a system that manages the rights connected to the content and provides security for those by encryption. First, Microsoft’s RMS (Rights Management System) that controls the rights of documents within a company is considered. Second, a general digital media DRM system is considered that handles e-commerce for digital content. Analysis and discussion are made on what effects TC (Trusted Computing) and DRM could result in for home users, companies and suppliers of TC hardware and software. The different questions stated in the problemformulation is also discussed and considered. There are good and bad effects for every group but if TC will work as stated today, then the pros will outweigh the cons. The same goes for DRM on a TC platform. Since the benefits outweights the drawbacks, we think that TC should be fullfilled and taken into production. TC and DRM provides a good base of security and it is then up to the developers to use this in a good and responsible way.
Sievers, Annika. "Leadership and Management : Connecting Theory and Real-Life Experience." Thesis, Linnéuniversitetet, Ekonomihögskolan, ELNU, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-19183.
Full textZikhali, Whitehead. "Women in organisational management in Zimbabwe: theory and practice." Thesis, University of Fort Hare, 2009. http://hdl.handle.net/10353/d1001185.
Full textSwenson, Patricia Louise. "A theory of program evaluation practices in disability management." Thesis, University of British Columbia, 2014. http://hdl.handle.net/2429/51639.
Full textEducation, Faculty of
Educational and Counselling Psychology, and Special Education (ECPS), Department of
Graduate
Guo, Lan. "Self-determination theory of motivation and performance management systems." Online access for everyone, 2007. http://www.dissertations.wsu.edu/Dissertations/Fall2007/l_guo_080307.pdf.
Full textParry, S. J. "Project management theory and practice : : an industrial study case." Thesis, University of Manchester, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.488350.
Full textGriffin, John Douglas. "Dealing with the paradox of culture in management theory." Thesis, University of Hertfordshire, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263056.
Full textBougara, O. "The theory and practice of self-management in Algeria." Thesis, London Metropolitan University, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.233150.
Full textFERREIRA, RICARDO BRANDÃO. "SOLID WASTE MANAGEMENT: VALUATION BY THEORY OF REAL OPTIONS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2010. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=17614@1.
Full textPublic waste management services in Brazil are the responsibility of city municipalities, which may contract out the operation of these services to private enterprises. Within this work, the economic feasibility of a solid waste treatment project in the municipality of Niterói is analyzed in accordance with the rules established by the bid document n 02/2008. A real options approach was used for the analysis considering that there are many managerial flexibilities and significant uncertainties about the volume of waste to be treated. The bid rules award the contract to the lowest bidder, so the strategy used was to value the project considering the net present value of the base project (landfill) as equal to zero, and to consider the option of adding recycling facilities and the implementation of a power generation plant throughout the period of the concession. The result of this strategy was a net present value of R$1.642.000.
Fan, Terence P. "Market-based airport demand management : theory, model and applications." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/44611.
Full textIncludes bibliographical references (p. 119-123).
The ever-increasing demand for access to the world's major commercial airports combined with capacity constraints at many of these airports have led to increasing air traffic congestion. In particular, the scarcity of airside (take-off and landing) capacity at these airports has not been appropriately priced, leading to excessive demand as in the Tragedy of the Commons. Congestion pricing, as a classical economic approach to the efficient allocation of constrained transportation infrastructure capacity, has a long history of theoretical development. However, its application in the airport setting must deal with a set of important differences from the classical urban roadway setting. These differences have eluded the attention of researchers until very recently. They stem from the following set of complications: i) the peak and off-peak periods at congested airports are often less distinguishable than in the urban transport context; ii) airlines are a dominant intermediary between an airport's capacity and passengers as the end-users of that capacity; and iii) airlines operate groups of flights, as distinct from the atomistic behaviour of individual commuters. To address these complications, an analytical model is developed to explore the impact of congestion pricing at airports and understand potential airline responses under a range of assumptions about the market's structure. Through a set of numerical experiments, carried out with the help of a probabilistic queuing model, we compare the economic benefits resulting from adopting fine versus coarse congestion tolls for the cases of markets with symmetric and asymmetric carriers. Given sustained demand for access to an airport and reasonably elastic responses in terms of frequency adjustments,
(cont.) the benefits to carriers of instituting congestion pricing generally exceed the amount of tolls collected. While a system of fine or graduated tolls is suited for all airports, systems of coarse or uniform tolls, which can be implemented more easily, are applicable only at airports with fairly symmetric carriers that hold approximately equal frequency shares. In addition to congestion pricing, slot lease auctions can also be an effective means for promoting an economically efficient use of scarce airport capacity. In practice, the impact of slot lease auctions is similar to that of coarse tolling. Slot auctions are therefore applicable, in pure form, at airports with symmetric carriers. At these airports, a market-based demand management policy can comprise both congestion pricing and slot lease auctions. With respect to implementation, simultaneously ascending auctions recently used in the context of allocating electromagnetic spectra can be appropriately adopted to airports. A lump-sum subsidy can be used to promote specific socially desirable goals in the allocation of scarce airport capacity. Several airport authorities around the world, currently using purely administrative or hybrid forms of demand management, have developed sophisticated techniques for defining and managing their constrained airport capacity. Some of these techniques can be useful in developing market-based demand management policies. As an interesting case study, the experience of New York's LaGuardia Airport (LGA) ...
by Terence Ping-Ching Fan.
Ph.D.in Transportation Systems and Policy Analysis
Baldwin, Sheena. "Extreme value theory : from a financial risk management perspective." Thesis, Stellenbosch : Stellenbosch University, 2004. http://hdl.handle.net/10019.1/53743.
Full textENGLISH ABSTRACT: Risk managers and regulators are primarily concerned with ensuring that there is sufficient capital to withstand the effects of adverse movements in market prices. The accurate prediction of the maximum amount that a financial institution can expect to Jose over a specified period is essential to guard against catastrophic losses that can threaten the viability of an individual finn or the stability of entire markets. Value-at-risk (VaR) is a quantile-based measure of risk that is widely used for calculating the capital adequacy requirements of banks and other financial institutions. However, the current models for price risk tend to underestimate the risk of catastrophic losses because the entire return distribution is used to calculate the value-at-risk. By contrast, Extreme Value" Theory uses only the largest observations to model the tails of a distribution, which should provide a better fit for estimates of extreme quantiles and probabilities. The semi-parametric Hill (1975) estimator has often been used to fit the tails of financial returns, but its performance is heavily dependent on the number k" of order statistics used in the estimation process and the estimator can be very biased if this choice is suboptimal. Since k" depends on unknown properties of the tail, it has to be estimated from the sample. The first truly data-driven method for choosing an optimal number of order statistics adaptively was introduced by Beirlant, Dierckx. Goegebeur and Matthys (1999) and modified by Beirlanl. Dierckx and Stmca (2000) and Matthys and Beirlanl (2000b). Their methods are based on an exponential regression model developed independently by Beirlant et a/. (1999) and Feuerverger and Hall (1999) to reduce the bias found in the Hill estimator. The reduced bias of these adaptive estimators and the associated estimator for extreme quantiles developed by Matthys and Beirlant (2000b) makes these estimators attractive from a risk management point of view, but more work needs to be done on characterising their finite sample properties before they can be used in practice. In particular, it is crucially important to establish the smallest sample size that will yield reliable estimates of extreme quantiles and probabilities and to determine the widths and coverage probabilities of confidence intervals. This study project reviews the probability and statistical theory of univariate Extreme Value Theory from a financial risk management perspective. It is clear from a survey of the literature that the most worthwhile direction to pursue in terms of practical research will be intimately connected with developments in the fast-moving field of EVT with a future emphasis not only on fully evaluating the existing models, but indeed on creating even less biased and more precise models. Keywords and phrases: Extreme value index, Pareto-type distributions, maximum likelihood estimation, bias reduction, exponential regression model, market risk.
AFRIKAANSE OPSOMMING: Risikobestuurders en -reguleerders is hoofsaaklik gemoeid met die versekering dat genoegsame kapitaal beskikbaar is om die effek van ongunstige beweging in markpryse die hoof te kan bied. Die akkurate vooruitskatting van die maksimum verlies wat 'n finansiele instelling oor 'n spesifieke tydperk kan ly, is noodsaaklik as beskerming teen katastrofiese verliese wat die voortbestaan van 'n individuele firma, of die stabiliteit van die totale mark, mag bedreig. Waarde-op-Risiko (WoR) is 'n kwantiel gebaseerde maatstaaf van risiko wat algemeen vir die berekening van kapitaaltoereikendheid van banke en ander finansiele instellings benut word. Die huidige prys risikomodelle neig om die risiko van katastrofiese verliese te onderskat, omdat die totale opbrengs verspreiding gebruik word om WoR te bereken. In teenstelling benut die Ekstreme Waarde Teorie (EWT), slegs die grootste waarnemings om die eindverdelings te modelleer en is as sulks meer geskik om ekstreme kwantiele en waarskynlikhede te bepaal. Die semi-parametriese Hill (1975) skatter word gereeld gebruik om die stertgedeeltes van finansiele opbrengste te beraam, maar sy verrigting is swaar afhanklik van die getal k~ van rangstatistieke wat in die skattingsproses gebruik word en die skatting kan baie sydig wees indien die keuse suboptimaal is. Weens die afhanklikheid van kn van onbekende eienskappe van die stertgedeeltes, moet dit geskat word vanuit die steekproefdata. Die eerste data-gedrewe metode vir die keuse van die optimale rangordestatistieke, is deur Beiriant, Dierckx, Goegebeur en Matthys (1999) ontwikkel en aangepas deur Beirlant, Dierckx and Starica (2000), asook Matthys en Beirlant (2000b). Hul metodes is op 'n eksponensiele regressiemodel gebaseer, en is onafhanklik deur Beirlant et at. (1999), en Feuerverger en Hall (1999) ontwikkel met die doel om die sydigheid van die Hill skatter te verminder. Die verminderde sydigheid van hierdie adaptiewe skatters en die verwante skatter vir ekstreme kwantiele, ontwikkel deur Matthys en Beirlant (2000b), maak hierdie skatters aantreklik vanuit 'n risikobestuur oogpunt, maar meer werk word benodig met die karakterisering van hul eindige steekproefeienskappe, alvorens dit in die praktyk benut kan word. In besonder is dit van uiterste belang dat die kleinste steekproefgrootte bepaal sal word wat die betroubare skattings van ekstreme kwantiele en moontlikhede sal verseker, en wat ook benut kan word om betroubaarheidsintervalle op te ste!. Hierdie studie bied 'n oorsig van die moontlikhede en statistiese teorie van die eenveranderlike EWT vanuit 'n finansiele risikobestuur perspektief. Dit is duidelik vanuit die literatuurstudie dat die mees nuttige rigting om voort te gaan met praktiese navorsing, verband hou met die ontwikkeling in die vinnig ontwikkelende veld van EWT met toekomstige fokus, nie slegs op die volle evaluering van die bestaande modelle nie, maar ook op die ontwikkeling van minder sydige en meer akkurate modelle.
Voorn, Bastiaan. "Improved stakeholder management with the usage of cluster theory." Thesis, KTH, Fastigheter och byggande, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-190054.
Full textIntressenter har en stor påverkan på ett företags utveckling och överlevnad. Att hitta en balans mellan att tillgodose olika intressenters intressen och behov, samtidigt som man utvinner högsta avkastning för genomförda produkter/tjänster, kallas "acting as an informed client". Fastighetsföretag bör vara mer involverade med sina nyckelintressenter, allt för att kunna förbättra sin produktivitet och sitt samhällsansvar. Klusterteori identifierar hur olika sektorer kan vara sammankopplade i form av samarbeten, något som uppkommit genom en geografisk koncentrering av olika företag. Effekterna från klustring är åtskilda och beror oftast på karaktären av klustret, vilken typ av produkter/tjänster som klustret erbjuder, samt vilka typer av företag som är inkluderade i klustret. Genom att kombinera klusterteori med intressenthantering, ges fastighetsföretag möjlighet att utveckla sin kunskap gällande intressenters sammankopplingar, något som kan komma att stärka den pågående utvecklingen av Stockholms olika kluster. Syftet med examensarbetet är att bidra till pågående forskning inom området för intressenthantering, med hjälp av klusterteori. En kvantitativ och kvalitativ studie har genomförts, den kvalitativa studien baseras på en enkät. Totalt deltog 64 butikshyresgäster (80% svarsfrekvens) och 28 kontorshyresgäster (12% svarsfrekvens) i studien. Resultatet från den kvantitativa och kvalitativa studien har triangulerats, med avsikt att öka reliabiliteten av studien. Både butiks-och kontorshyresgäster var inbjudna till att delta i studien och korrelationen mellan de två fokusgrupperna fastställdes, allt för att kunna mäta kontorshyresgästers förhållningssätt gentemot klustringseffekter. Resultatet från studien visar att sektorer så som information- och kommunikation, företagstjänster, kredit- och försäkringar anses vara klustrade. Det högsta värdet gällande grunden för kunskapsdiversifiering uppmättes av dessa sektorer, vilket i sin tur symboliserar att företag inom klusterna delar gemensamma kunskapsområden. Butikshyresgäster värderar faktorer så som, anpassade produkter (fråga 3) och närheten till sina kunder (fråga 6), medan kontorshyresgästerna värderar personliga kontakter (fråga 24) och närheten till snabba transportmöjligheter (fråga 10). Ytterligare så uppvisar butikshyresgäster ett intresse för klustringseffekter, medan kontorshyresgäster uppvisar ringa intresse eller olika intresse gällande klustringseffekter, vilket kan förklaras med den insignifikanta korrelationen mellan de två grupperna. Slutsatsen från examensarbetet är att mer kvalitativ forsning inom området är nödvändigt, för att kunna säkerställa huruvida kontorshyresgäster värderar klustringseffekter. Vidare ska ytterligare forskning fokusera på sektorer som anses vara klustrade inom Stockholmsområdet, allt för att kunna urskilja hur fastighetsföretagen ska kunna utveckla sin intressenthantering. Studien påvisar att det finns företag på Stockholmsmarknaden som använder sig av klustringseffekter och att fastighetsföretagen bör aktivt föra en dialog med dessa företag, för att kunna agera som ett "företag i samhället".
Javadi, Seyed. "Performance management in higher education : a grounded theory study." Thesis, University of Southampton, 2013. https://eprints.soton.ac.uk/378174/.
Full textOladejo, Ismaheel Oyeyemi. "Energy management of micro-grid using cooperative game theory." Doctoral thesis, Faculty of Engineering and the Built Environment, 2019. http://hdl.handle.net/11427/31197.
Full textClark, V. Allen. "Enrollment Management in Higher Education: From Theory to Practice." Thesis, University of North Texas, 2000. https://digital.library.unt.edu/ark:/67531/metadc2651/.
Full textManevski, Bojan. "Theory and Practice of Management of Foreign Exchange Exposure." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-10837.
Full textMashasha, Tamsanqa Munyaradzi. "The critical implications of Ubuntu for contemporary management theory." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013116.
Full textCairney, Timothy D. "Credibility of annual management earnings forecasts : theory and evidence /." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-06062008-164623/.
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