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Sherrick, Bruce John. "Option based assessments of expected price distributions /". The Ohio State University, 1989. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487672631597961.
Pełny tekst źródłaLowe, Benjamin, i n/a. "Pricing Strategy and the Formation and Evolution of Reference Price Perceptions in New Product Categories". Griffith University. Griffith Business School, 2006. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20070221.155102.
Pełny tekst źródłaLowe, Benjamin. "Pricing Strategy and the Formation and Evolution of Reference Price Perceptions in New Product Categories". Thesis, Griffith University, 2006. http://hdl.handle.net/10072/365671.
Pełny tekst źródłaThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
Kristensson, Lars. "Estimation of Expected Lowest Fare in Flight Meta Search". Thesis, Linköpings universitet, Institutionen för datavetenskap, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-108475.
Pełny tekst źródłaSalevid, Karin. "Market Requirements for Pumped Storage Profitability : Expected Costs and Modelled Price Arbitrage Revenues, Including a Case Study of Juktan". Thesis, Uppsala universitet, Elektricitetslära, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-210136.
Pełny tekst źródłaCarleson, Marcus. "Why stocks with the worst expected future price development are the best investment: A psychological study of financial analysts´ reports". Thesis, Stockholms universitet, Psykologiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-55315.
Pełny tekst źródłaChoy, Lai-no Lina, i 蔡麗娜. "The impact of expected improvement in public transportation on the housing price gradient: a study of the Ma OnShan Rail in Hong Kong". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B31319403.
Pełny tekst źródłaChoy, Lai-no Lina. "The impact of expected improvement in public transportation on the housing price gradient a study of the Ma On Shan Rail in Hong Kong /". Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B31319403.
Pełny tekst źródłaVolosenkina, Viktorija. "Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis". Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100623_094310-03759.
Pełny tekst źródłaŠiame darbe tikrinama didţiausių Europos bankų grupių kredito rizikos apsikeitimo sandorių (CDS) ir akcijų kainų priklausomybė bei vertinamas CDS efektyvumas, jei jais draudţiamasi nuo akcijų kainų svyravimų prieš kriziniu ir kriziniu laikotarpiu. Efektyvumas yra įvertinamas lyginant apskaičiuotas rizikos vertes (VaR) ir tikėtinus vertės trūkumus (ES) dviejų portfelių: akcijų portfelio bei akcijų ir CDS portfelio. CDS vertinti yra naudojamas pagal rinką vertinimo būdas (mark-to-market approach). CDS verčių pasikeitimo ir akcijų grąţos ribiniai pasiskirstymai yra įvertinami, naudojant Kernel įvertinimą (Kernel Estimator) iš istorinių akcijų grąţų ir CDS verčių pokyčių duomenų. Priklausomybė tarp ribinių pasiskirstymų yra įvertinama naudojant Gauso, Gumbelio ir Studento t kopulas (copulas). Atsitiktinės portfelių vertės yra susimuliuojamos naudojant Monte Carlo simuliaciją, pritaikant kopulų parametrus bei kintamųjų ribinius pasiskirstymus vienos dienos, ketvirčio bei metų periodams. VaR ir ES su 90%, 95% ir 99% pasitikėjimo intervalais yra skaičiuojami iš susimuliuotų portfelio grąţų pasiskirstymo. Gauti rezultatai rodo, kad tarp akcijų kainų ir CDS verčių yra stipri priklausomybė krizės laikotarpiu, tuo tarpu prieš kriziniu laikotarpiu priklausomybė yra silpna. Pagrindinė darbo išvada yra ta, jog CDS įtraukti į akcijų portfelį reikšmingai sumaţina portfelio VaR ir ES kriziniu laikotarpiu, tačiau nesumaţina prieš kriziniu laikotarpiu. Portfelio rizika gali būti sumaţinta, jei... [toliau žr. visą tekstą]
Židková, Michaela. "Zadávání veřejných zakázek z pohledu zadavatele". Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2016. http://www.nusl.cz/ntk/nusl-240301.
Pełny tekst źródłaZhang, Jie. "Two essays on empirical asset pricing : 1. Forecasted earnings per share and the cross section of expected returns and 2. The limits to arbitrage and the fundamental value-to-price trading strategies /". View abstract or full-text, 2006. http://library.ust.hk/cgi/db/thesis.pl?FINA%202006%20ZHANG.
Pełny tekst źródłaSömskar, Alexandra, i Zlata Zapolskaia. "Short term effects of Covid-19 on stock market performance - a comparison of the fashion and the food industry : A study on how volatility and the expected return affect the share price". Thesis, Högskolan Dalarna, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:du-34376.
Pełny tekst źródłaKeyser, Johannes de Kock. "The relationship between futures prices and expected future spot prices : some South African evidence". Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53155.
Pełny tekst źródłaENGLISH ABSTRACT: A unique data set consisting of economists' expectations on key economic indicators was examined within the context of the controversial normal backwardation theory of Keynes. The economists' expectations were regarded as the expected future spot price and the relationship between them and the corresponding futures contracts was analysed. The respective economic indicators were: i) the yield from aparastatal Bond, ii) the yield from Government Bonds, iii) the rate of the 90 day Banker's Acceptance (BA) Deposit Rate and iv) the Rand/Dollar (R/$) Exchange Rate for the past seven years, i.e. 1995 to 2001. The accuracy of the economists' predictions was tested both on a visual basis and the relationship between the expected values and the futures prices was plotted in a graphical format. A nonparametric statistical procedure was used to determine whether the economists' expectations were of any value. To put it differently, the question being posed is: do these economists, as a group, possess some superior forecasting skills? Two different conclusions were reached from the analysis: First conclusion: by accepting the normal backwardation theory, it implies that the contango theory also holds. Therefore, when analysing the data set visually - depending on which theory it supports - the futures price must trade consistently below or above the expected future spot price. For this particular analysis the yield of the bond, and not its price, was the important factor. In most cases the plotted relationships between the expected values and the futures prices were found to support the contango theory and, to a lesser extent, the normal backwardation theory. Hence, speculators were, in order to make profits, predominately sellers of futures contracts. Second conclusion: the strongest conclusion, however, follows from the statistical tests conducted on the expected values. It was found that economists do possess some superior forecasting skills and if they had used their predictions and had taken the corresponding market positions, they would have been consistent winners in the futures market. Their reward would be mainly for their ability to forecast eventual spot prices and, to a lesser extent, for their risk bearing. It was impossible to link the two conclusions to confirm the normal backwardation theory, for the particular South African data set. The evidence is thus consistent with the hypothesis that the futures price is an unbiased estimate of the expected future spot price.
AFRIKAANSE OPSOMMING: 'n Unieke datastel, bestaande uit ekonome se vooruitsigte van kern ekonomiese aanwysers, is ondersoek binne die konteks van die omstrede normale terugwaardasie-teorie (d.i. "normal backwardation theory") van Keynes. Die ekonome se vooruitsigte is aanvaar as die verwagte toekomstige kontantprys en die verhouding hiertussen en die ooreenstemmende termynpryse is ontleed. Die onderskeie ekonomiese aanwysers was: i) die opbrengs op 'n Semi-Staatseffek, ii) die opbrengs op Staatseffekte, iii) die koers van die negentig-dae-Bankaksepte (BA) Depositokoers en iv) die Rand/Dollar (R/$) Wisselkoers oor die afgelope sewe jaar, d.w.s. 1995 tot 2001. Die akkuraatheid van die ekonome se vooruitskattings is op 'n visuele basis vergelyk, en die verhouding tussen die verwagte prys en die termynpryse is in grafiese formaat gekarteer. 'n Nie-parametriese statistiese prosedure is gebruik om vas te stel of hierdie ekonome se vooruitsigte van enige waarde was. Anders gestel, die vraag is: beskik hierdie ekonome as 'n groep oor sekere superieure vooruitskattingsvaardighede? Die volgende twee afsonderlike gevolgtrekkings is geformuleer: Eerste gevolgtrekking: deur die normale terugwaardasie-teorie te aanvaar, impliseer dit dat die contango-teorie (d.i, "contango theory") ook geldig is. Dus, wanneer die datastel visueel getoets word - afhangende van watter teorie dit ondersteun - moet die termynprys konsekwent bo of onder die verwagte toekomstige kontantprys verhandel. Vir hierdie bepaalde analise was die opbrengs van die staatseffek die belangrike faktor en nié die prys daarvan nie. In die meeste gevalle het die gekarteerde verhouding tussen die verwagte prys en die termynprys getoon dat dit die contango-teorie ondersteun het en, in 'n mindere mate, die normale terugwaardasie-teorie. Derhalwe was spekulante, ten einde wins te maak, oorwegend die verkopers van termynkontrakte. Tweede gevolgtrekking: die belangrikste gevolgtrekking volg egter uit die statistiese toetse wat uitgevoer is op die verwagte pryse. Daar is bevind dat ekonome wel oor superieure vooruitskattingsvaardighede beskik en dat, indien hulle hul vooruitskattings gebruik en die ooreenstemmende markposisies ingeneem het, hulle konsekwent wenners in die termynmark sou gewees het. Hulle vergoedings sou hoofsaaklik gewees het vir hulle vermoë om uiteindelike kontantpryse te voorspel en, in 'n mindere mate, vir hulle risiko-blootstelling. Dit was onmoontlik om hierdie twee vergelykings met mekaar te verbind om sodoende die normale terugwaardasie-teorie te onderskryf vir die betrokke Suid-Afrikaanse datastel. Die bewyslewering is dus konsekwent met die hipotese dat die termynprys 'n onsydige skatting van die verwagte toekomstige kontantprys is.
Louro, Rui Alexandre Narciso Miguens. "Evaluation of volatility models for forecasting value at risk in stock prices". Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/12888.
Pełny tekst źródłaO trabalho descrito nesta Tese é referente ao cálculo de Value at Risk e Expected Shortfall que presentemente são as medidas de risco de mercado com maior relevância. Para tal efeito são utilizados vários modelos GARCH em conjunção com a distribuição Normal, a t de Student e a distribuição Normal Generalizada assim como as suas equivalentes enviesadas. É levado a cabo um plano de ensaios fatorial através do uso de uma abordagem de janela deslizante, onde três tamanhos diferentes de janela deslizante, assim como três horizontes de previsão e dois valores de probabilidade de perda são considerados. O objeto do estudo são os retornos das companhias incluídas no índice PSI20 assim como o próprio índice. Os dados provenientes dos vários modelos foram sujeitos a testes estatísticos destinados a aferir se os dados têm um comportamento aceitável, como cobertura incondicional, ausência de agrupamentos e cálculo adequado do Expected Shortfall. Os resultados obtidos reforçam a dificuldade associada à obtenção de um modelo que consiga fornecer valores aceitáveis de Value at Risk e Expected Shortfall. Também é evidenciado que os parâmetros dos modelos que fornecem os melhores resultados dependem do horizonte de previsão e da probabilidade de perda pretendidos. Adicionalmente, constata-se que as distribuições enviesadas não apresentam uma performance diferente das distribuições base.
The work depicted in this Thesis pertains to the calculation of Value at Risk and Expected Shortfall, presently the most relevant risk measurements for market risk. To that effect a number of GARCH models are used in conjunction with the Normal, Student-t and Generalized Error Distribution as well as their skewed counterparts. A factorial test plan is carried out through the use of a Rolling Window scheme where three different Rolling window sizes, three forecast horizons and two values of probability of loss are considered. The object of the study was the returns of the firms included the PSI20 stock index, as well as the index itself. The model data was then backtested to ensure that the data have an acceptable behavior, such as unconditional coverage, absence of clustering and proper calculation of the Expected Shortfall. The results underline the difficulty in obtaining a model that can provide acceptable Value at Risk and Expected Shortfall values. They also show that the model parameters that provide the best results depend on the intended probability of loss and the forecast horizon. Also, skewed distributions generally do not perform any better than their non skewed counterparts.
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Ali, Mohamed Khadar. "Applying Value at Risk (VaR) analysis to Brent Blend Oil prices". Thesis, Högskolan i Gävle, Avdelningen för ekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798.
Pełny tekst źródłaSyed, Murtaza. "Share prices, expected future profits and company investment : an econometric study using US and UK panel data". Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.399464.
Pełny tekst źródłaEfendic, Emir. "L'impact des réactions affectives multiples sur la prise de décision : combinaison de l'affect et les mécanismes médiateurs de l’influence affective". Thesis, Bordeaux, 2017. http://www.theses.fr/2017BORD0620/document.
Pełny tekst źródłaWhile there is plenty of research showing how a single affective reaction impacts a decision, there is practically no research which looked at the impact of multiple affective reactions. Moreover, the mediating mechanisms of this impact are still debated, with several mediation models proposed, but never tested and compared at the same time. In this thesis, eight studies were conducted that took a closer look at these two issues. The results show that multiple affective reactions combine in order to impact the decision and that in this combination, feelings are averaged. However, the combination only happens when the affective reactions are related to the same decision source (e.g. two reactions associated with a potential reward). When, on the other hand, the affective reactions are associated with two independent decision sources (e.g. one reaction associated with a task and the other with the potential reward), there is no combination and people only rely on the affectivity associated with the consequential source (i.e. the rewards). Finally, the most consistently obtained mediation model was where only immediate affective reactions mediated between the affective source and the decision. The results extend the literature by demonstrating the phenomenon of affective combination along with the boundary conditions that govern its impact on the decision, they offer new insights into what mediates this impact, and they provide solid ground for future work aimed at looking at multiple affective reactions’ impact on decisions
Nunes, Maurício Simiano. "Preços dos ativos e política monetária : um estudo para os países emergentes no período 1990-2006". reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2008. http://hdl.handle.net/10183/24936.
Pełny tekst źródłaWe examine the relationship (if any) between stock prices and monetary policy in 22 emerging countries over the period 1990-2006. First, we investigate whether rational stock price bubbles are present in such countries using linear and nonlinear cointegration. Bubbles were found in at least one out of the six tests considered. These were likely to be caused by extrinsic factors, rather than by the intrinsic nonlinear relation between the stock prices and dividends. Secondly, we evaluate the link between market returns, expected inflation and output gap and growth by employing both individual and joint tests of linear and nonlinear panel models. We find that the stock prices convey useful information about inflation and output growth in-sample and out-of-the-sample Finally, we ask whether the stock prices are to be given a central role in monetary policy decisions using both (individual and panel) GMM models and dynamic optimization. We find that though the dividend-price ratio and the real exchange rate can provide useful information for monetary policy decisions, we should not jump to the conclusion that they have to be considered as arguments of the central banks' reaction functions. For the central banks with explicit inflation targeting, the best choice is not to consider the stock returns in their reaction functions. However, for the other regimes the best choice is to consider the stock returns in the reaction functions.
Ramatlo, Tshegofatso. "Monetary policy and the stock market in South Africa: how do South African equity prices respond to expected and unexpected changes in the repo rate?" Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30975.
Pełny tekst źródłaSanchez, Benito. "Two essays on the predictability of asset prices: "Benchmarking problems and long horizon abnormal returns" and, "Low R square in the cross section of expected returns"". ScholarWorks@UNO, 2007. http://scholarworks.uno.edu/td/1080.
Pełny tekst źródłaEkici, Tufan. "An investigation of credit card debt". Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1141228519.
Pełny tekst źródłaAn investigation of credit card debt: the effect of price and income expectations and the impact on consumption. Includes bibliographical references (p. 108-111).
Krohn, Lisa, i Julia Henriksson. "Anbudsstrategi vid offentlig upphandling : Beslutsmodell vid analys av anbud och prissättning hos Permobil AB". Thesis, Mittuniversitetet, Avdelningen för informations- och kommunikationssystem, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-25515.
Pełny tekst źródłaThe aim of the study has been to investigate if it is possible to apply a decision model when solving a problem with bidding strategies in public procurement. When a company has costumers comprehended by the laws in public procurement, there are certain rules involved. For a company it is important to be aware about these rules, when setting their bids. Though this is often not enough for a winning procurement, because of the fact that the products comparison prices need to be lower than the competitors'. A decision model, based on data from earlier procurements, has been developed to reinforce a tool with bidding strategies. The decision model is composed by various theories, like decision matrix, decision tree, lognormal distribution and expected monetary value. The procedure through the study has contained data and information acquisition via interviews and other references like literature, articles, thesis and procurements. Based on a general decision matrix and a decision tree, as with calculations, the decision model has been generated. The decision model is mainly designed to reinforce a tool for companies supplying electric wheelchairs to costumers but could also be applicable in other types of procurements. The decision model could be a support when constructing a tool, which consequently could be used by decision makers. The decision makers can however not only adopt the ideas based on earlier procurements. They also need to analyse the competitors’ situations in present time. Keywords: Decision model, public procurement, bidding prices, comparison prices, decision maker, decision matrix, decision tree, lognormal distribution, expected monetary value
Nebout, Antoine. "Decision making under compound uncertainty : experimental study of ambiguity attitudes and sequential choice behavior". Thesis, Montpellier 1, 2011. http://www.theses.fr/2011MON10051.
Pełny tekst źródłaThis thesis belongs to the domain of decision theory under uncertainty and aims to understand, describe and represent individual choices in various decision contexts. Our work focuses on the fact that economic behavior is often influenced by the structure and the timing of resolution of uncertainty. In a first experimental part, we confronted subjects with different types of uncertainty, namely risk (known probabilities), uncertainty (unknown probabilities), compound risk and compound uncertainty, which were generated using special random devices. In chapter 1 we analyze the heterogeneity of attitudes towards ambiguity, compound risk and compound uncertainty whereas in chapter 2, we use rank dependent expected utility as a measuring tool in order to individually investigate these attitudes. Chapter 3 confronts the interpretation of ambiguity in term of second order beliefs with the experimental data and proposes a method for eliciting the function that encapsulates attitudes toward ambiguity in the “recursive” or multistage models of decision under uncertainty. The second part of the thesis deals with individual decision making under risk in a dynamic context and is composed of two independent experimental studies. Both of them rely on the decomposition of the independence axiom into three dynamic axioms: consequentialism, dynamic consistency and reduction of compound lotteries. Chapter 4 reports experimental data about violations of each of the three axioms. Chapter 5 presents a conceptual categorization of individual behavior in sequential decision problems under risk, especially those which do not conform to the independence axiom. We propose an experiment specially designed to test the predictions of this categorization
Hamdi, Faiza. "Optimisation et planification de l'approvisionnement en présence du risque de rupture des fournisseurs". Thesis, Ecole nationale des Mines d'Albi-Carmaux, 2017. http://www.theses.fr/2017EMAC0002/document.
Pełny tekst źródłaTrade liberalization, the development of mean of transport and the development economic of emerging countries which lead to globalization of supply chain is irreversible phenomen. They can reduce costs, in return, they multiply the risk of disruption from upstream stage to downstream stage. In this thesis, we focus on the inbound supply chain stage. We treat more specifically the case of a purchasing central to select suppliers and allocate the orders. Each of the suppliers cannot deliver its orders due to internal reasons (poor quality problems) or external reasons (natural disasters, transport problems). According to the selected suppliers deliver their orders or not, the transaction operation will generate a profit or loss. The objective of this thesis is to provide decision support tools to a decision maker faced with this problem by taking into account the behavior of decision maker toward risk. We proposed stochastic mixed integer linear programs to model this problem. In the first part, we focuses on the development of a decision support visual tool that allows a decision maker to find a compromise between maximizing the expected profit and minimize the risk of loss. In the second part, we integrated the techniques of estimation of risk VaR and CVaR in this problem. The objective is to help decision maker to minimize the expected cost and minimize the conditional value at risk simultanously via calculating of VaR. Result shows that the decision maker must tack into account the different scenarios of disruption regardless their probability of realisation
Piton, Nicolas. "Optimisation de la prise en charge diagnostique, pronostique et théranostique des carcinomes broncho-pulmonaires humains : des techniques d’imagerie in vivo à la biologie moléculaire. Ligation -dependent RT-PCR : a new specific and low-cost technique to detect ALK, ROS and RET rearrangements in lung adenocarcinoma A new assay for detection of theranostic gene translocations and MET exon 14 skipping in thoracic oncology. One-year perspective routine LD-RT-PCR in 413 newly diagnosed lung tumors STK11 mutations are associated with lower PDL1 expression in lung adenocarcinoma BRAF V600E mutation is not always present as expected ! A case report of lung and thyroid carcinomas A novel method for in vivo imaging of solitary lung nodules using navigational bronchoscopy and confocal laser microendoscopy". Thesis, Normandie, 2019. http://www.theses.fr/2019NORMR119.
Pełny tekst źródłaLung cancer is a serious and frequent condition for which the management strategies have been dramatically modified in recent years, from a diagnostic, prognostic and “theranostic” perspective, most notably with the introduction of “targeted therapies”. The latter have demonstrated dramatic improvement in both quality of life and survival rates of eligible patients, yet consequently highlight new complications in diagnosis, treatment options or technical considerations which can be attributed to the growing number of molecular alterations to be detected from limited tissue samples frequently encountered in thoracic oncology. This work combines 5 different research papers from 2 different angles: prognostic and “theranostic” molecular markers of lung cancer, as well as in vivo diagnostic procedures of lung cancer. The first angle encompasses 4 articles. The first two evaluate a new molecular technique, LD-RT-PCR, to detect gene translocation in lung cancer. The third article explores the association between STK11 mutations in lung cancer and the expression of PDL1. Finally, the fourth article is a case report illustrating the importance of a morphological approach to lung cancer. The second angle compares in vivo imaging techniques by endoscopy using confocal laser microendoscopy alongside a conventional microscopic approach
Huang, Hsin Chin, i 黃幸琴. "The Effect of Belief and Price on Expected Quality of Lucky Charms". Thesis, 2015. http://ndltd.ncl.edu.tw/handle/70022920077213656628.
Pełny tekst źródła長庚大學
商管專業學院碩士學位學程在職專班經營管理組
103
Lucky Charms are the products which many consumers often buy or wear when facing unstable environments. Lucky Charms are expectedto help them to ward off disasters or bring good lucks to them. However, whether this expectation is affected by personal beliefs or price has not been completely discussed. Accordingly, there are three purposes in this study: (1) to investigate the relationship between the personal belief and expected quality of lucky charms, (2) to investigatethe relationship between consumer perceived price and expected quality of lucky charms, (3) to test the moderator effect of personal belief on the relationship between consumer perceived price and expected quality of lucky charms. In terms of convenience sampling and quantitative questionnaires, online surveys were conducted with 150 consumers who have ever used lucky charms. After the tests of scale reliability and validity, hypotheses were tested by regression analysis. The results of the present study show that belief does have positive influences on expected quality of lucky charms. In contrast,the correlation between consumer perceived price and expected quality of lucky charms is negative. Based on the results, the suggestion of this studyis that the marketers of lucky charm (1) should choose those people who have strong beliefs in it as their target, (2) and should use the expertise of salespersons to enhance the consumer beliefs in lucky charms, (3) butshould not use overpricing to affectthe expected quality of lucky charms.
Lai, Wei-Ren, i 賴韋任. "Value at risk and expected shortfall on risk assessment of the crude oil price". Thesis, 2011. http://ndltd.ncl.edu.tw/handle/10817587898541652393.
Pełny tekst źródła長榮大學
經營管理研究所
99
Recently, studies find that most financial Return of Asset have the leptokurtosis and the fat-tails phenomenon, because normal distribution can not capture the fat-tails. Therefore, this study compares the skewed distribution and the traditional symmetric distribution. The empirical research finds that value at risk (VaR) estimate using the skewed distribution is more accurate than that using the traditional symmetric distribution. Using the volatility model, the performance of confidence level at 95% and 90% is better under the GARCH model; the performance of confidence level at 99.5% and 99% is better under the EWMA model. In addition, value at risk can not capture the tail risk, so this study also included the expected shortfall (ES), which offered more complete extreme loss events and tail risk information. When predicting ES, using the normal distribution is better. Among the volatility models, the GARCH model predicts better ES.
Cheng, Chenghsiao, i 鄭丞孝. "The Stability of Expected Price and Exchange Rate Overshooting— An Asymmetric Two-Country Model Analysis". Thesis, 2012. http://ndltd.ncl.edu.tw/handle/z93wvz.
Pełny tekst źródła國立暨南國際大學
經濟學系
100
Expectation influences the decision of short-run variables, yet, we do not know its effect on the stability of long-run equilibrium. This paper constructs an asymmetric two-country model to study the interaction of short-term and long-term equilibrium of price and exchange rate. We first calculate MSVREE and use E-stability principal to examine the E-stability of long-run equilibrium. Second, we observe the policy stability of exchange rate by checking the result of short-run and long-run outcome. The finding are: (i) In the consumer-oriented country, price and exchange rate are E-stable in some specific situations. (ii) In the producer-oriented country, price and exchange rate are E-unstable. (iii) In the view of policy stability, undershooting occurs in consumer- oriented country; however, (iv) the short-run exchange rate will perfectly match the long-run exchange rate in producer-oriented country.
Chen, Jun-Wen, i 陳俊文. "An application of fuzzy sets theory to the inventory model with an expected price increase". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/04233364884374665442.
Pełny tekst źródła國立高雄海洋科技大學
航運管理研究所
94
For the procurements of importers and exporter, expected price increase is one of the important problems in their inventory policies. Most of the literatures assumed the announced price increase as a crisp. However, this may not be practical in real world. In practice, the expected price increase may be fuzzy, which is more suitable to be treated as a fuzzy number. The purpose of this study is to discuss the inventory policies with a fuzzy expected price. For wide applications, the fuzziness of demands and imperfect rate are also investigated in the models. The Yager’s ranking method is employed to solve the models with ranking the fuzzy cost functions. Finally, several numerical examples of triangular fuzzy number are provided to explain the applications and the characteristics of the models. The results are practical to provide useful information for inventory management, especially the importer and exporter.
Liu, Jen-Hau, i 劉人豪. "Dynamic Price Jump and the Expected Shortfall of Minimum Variance Hedging Portfolio : The Case of WTI Crude Oil and Futures Prices". Thesis, 2012. http://ndltd.ncl.edu.tw/handle/31349809169302870041.
Pełny tekst źródła淡江大學
管理科學學系碩士班
100
The fluctuations of the crude oil prices were severely influenced by the international political and economic influence. For the crude oil price volatility, risk management has become the main topics of the investors. For some rare events, the crude oil spot and futures prices are likely to maintain the phenomenon of price jump. In this study, the change of the price jump and the covariance relations of the spot and futures returns are captured by the bivariate ARJI-GARCH model proposed by Chan and Young (2006). The main research object is the spot and futures price of U.S. West Texas Intermediate crude oil in 2010-2011. Using the rolling-window method estimates the out-of-sample expected shortfall. The conditional expected shortfall of the minimum variance hedge portfolio is estimated by three models, unhedge model(GARCH model), bivariate GARCH model and bivariate ARJI-GARCH model. By comparing the estimating results, this study found that the bivariate ARJI-GARCH model estimates the conditional expected shortfall of the minimum variance hedge portfolio owns a better performance, because the bivariate ARJI-GARCH model can capture the dynamic volatility, dynamic jump process and the jump relation between the assets. Therefore, if considering only the dynamic volatility of asset prices, investors will be likely to bear the loss more than expected. This results can be a reference for investors to hedge.
LIU, HONG-MING, i 劉弘明. "The Effects of Fake Product Information on Consumer Choice and Expected Price: A Perspective of Heuristic". Thesis, 2017. http://ndltd.ncl.edu.tw/handle/32530206043698149252.
Pełny tekst źródła明志科技大學
經營管理系碩士班
105
For profit maximization, consumers tend to collect product information in every way they can before the purchase of merchandises. However, restricted by their personal capabilities, motives, and preferences, consumers can only follow the principle of least effort, relying on their accumulated experiences and the significance of a representative event for the criteria for judgment. Such a phenomenon of making decisions through quick access to information is called heuristics. Hence, this study explores the impact of fictional product information on the purchase of processed foods and the expected prices of products through the perspective of heuristics. This paper includes two studies. In the first study, the survey method is employed to obtain an understanding of consumers’ attitudes towards processed food and consumption behavior, such as their key considerations, brand preferences for processed foods, the degree of reassurance of food certification labels, the degree of acceptability of food ingredients and additives, the perceived risks of product categories, and the awareness of food safety news. The results have shown that among the consideration factors for processed foods, the top two are food certification labels and food ingredients. Health food labels are regarded as the most reassuring certification labels, and fatty glyceride the most acceptable ingredient. In addition, Kuang Chuan Dairy Co., Ltd. is considered the most reliable brand. Ingredients for hot pots are of the highest perceived risk, while nutritional supplements of the lowest. The gutter oil scandal is looked upon as the most impressive of all the news about food safety. In addition, the six fictional food labels specifically designed for this study received a medium degree of acceptability from the respondents. Even the least known ingredients received a low degree of acceptability. According to the above results, it has been verified that fictional labels and ingredients are an illustration of representativeness heuristics. On the other hand, the fact that altered and fabricated news about food safety received a medium degree of awareness signifies that consumers are inclined to take altered or fabricated news about food safety for truthful facts due to their fragmented memories. The way consumers evaluate the degree of truthfulness and credibility in food safety news is an illustration of availability heuristics. Study 2 conducts an experiment (mixed between-within subjects) with 3 × 2 treatments in which the presence and authenticity of the certification labels and the ingredients of products in processed food leaflets, as well as the subjects’ degree of perceived risks of products, are deliberately manipulated to measure consumers' purchase intention and expected product prices. The results show that fictional certification labels and the ingredients of products in direct mail can effectively enhance the respondents' purchase intention and the expected prices. The effect of heuristics that fictional product information may have on consumers' purchase intention and expected product prices becomes increasingly significant when consumers perceive a higher level of risk. Based on the results above, this study suggests that in addition to widely promoting the purchase of foods with safety certification labels, the government should also educate consumers on how to identify the genuineness of certification labels so as to avoid purchasing food of poor quality with false labels and ingredients fabricated by unscrupulous manufacturers. Hence, the sales of the food with genuine certification labels can be greatly improved; in the meantime, good manufacturers can make bigger profits as well.
Tsuo, Cheng-Wen, i 左正玟. "Scarcity Product, Perceived Risk and Expected Product Price Impact on Purchase Intention-Social Identification Needs and Conspicuous Consumption as the Moderator". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/prj475.
Pełny tekst źródła國立中山大學
行銷傳播管理研究所
106
Regarding to the hunger marketing is increasingly appearing in the market, the effect of scarcity product has become increasingly important for both consumers and businesses. Therefore, this study will explore the scarcity of two products (scarcity due to supply and scarcity due to demand) whether it will affect the consumer’s purchase intention through expected product prices and product perceived risks separately, and under this framework whether the degree of consumer’s social identity and degree of conspicuous consumption will moderate the effects between two scarcity product and the two mediation variables, and will discuss how the scarcity product impact consumer’s product perception in detail. The main purpose is to discuss (1) The influence of the expected product price and perceived risk to the consumer purchase intentions, product attitudes, and electronic word-of-mouth communicated intentions in two scarcity phenomenon (scarcity due to supply and scarcity due to demand); (2) Whether different scarcity conditions would strengthen the effect of scarcity product on expected product price and perceived risk, and further impact the consumer purchase intentions, product attitudes and electronic word-of-mouth communicated intentions in different social identity degree by consumer; (3) Whether conspicuous consumption will moderate the effect of excepted product price and perceived risk in different scarcity conditions when consumers engage in purchasing behavior, and further impact the consumer purchase intentions, product attitudes and electronic word-of-mouth communicated intentions. This study conducted a quantitative research by One-factor experiment. The results confirmed the effectiveness of the S-E-D model in product scarcity again. Scarcity product due to supply has a positive and significant effect on product attitudes through the expected product price. Scarcity product due to demand has a negative and significant effect on electronic word-of-mouth communicated intentions through perceived social risk. The moderation effect part, it is found that consumer’s degree of social identity needs and the degree of conspicuous consumption will not affect between scarcity product and two mediation variables. Based on the results of the survey, this study further provides future research and practical advices.
楊博宇. "Why is Taipei housing expected appreciation rising fast? -Using price rent ratio to discuss the differences between consumption value and investment value". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/33jfhb.
Pełny tekst źródła國立政治大學
地政學系
106
In recent years, housing prices in Taipei have been rising sharply without significant increase in rents. Gross rent multiplier (price/rent, i.e., GRM) is an important indicator of real estate market. Prices can be regarded as the sum of the consumption value and the investment value. In contrast, rents show only consumption value. Therefore, a rise in the gross rent multiplier means that buyers think the investment value is increasing. However, there are many factors that affect housing prices and rent, and cannot be analyzed using only average price or rent. To clarify the individual differences in housing, this paper measures the GRM for each house and calculates the impact of housing features, location and time on the gross rent multiplier to discuss the interaction between investment and consumption. This study uses housing sale and rental data in Taipei City from January 2013 to December 2016. The rental model is formed by using hedonic price theory to calculate the GRM. Then the GLS model and quantile regression is used to analyze the GRM. The result shows that location and time are the main contributors for the change of investment value. The GRM in Taipei city average about 50. They are higher for large properties located in downtown and bought at market’s peak. The highest quantile result indicates that the GRM in downtown area are higher than others quantile, thus the capital gain in downtown makes investment value increase. The empirical result can clarify the phenomenon in Taipei City, and contributes to future policy making.
PAN, CHUN-HO, i 潘俊和. "A Study of Expected Housing Price on the Impact of Economic Benefits of Participation in Urban Renewal - Case Study of New Taipei City". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/wpt7h6.
Pełny tekst źródła國立彰化師範大學
財務金融技術學系
107
During economically active periods, urban population density increases in response to the development of commercial activities. At the same time, urban buildings gradually become old and damaged. Therefore, urban renewal is a plan that must be taken seriously in commercial development to improve the public safety of urban buildings and enhance the public interest of the city as a whole. At present, the government encourages the urban renewal policy. If the urban renewal participant resides in a lower-price area, the amount of the reward may be difficult to compensate for the opportunity cost of urban renewal. On the other hand, landlords and implementers have problems with information asymmetry, which cannot be solved through the Floor Area Incentive system. Furthermore, the Floor Area Incentive system has a high amount of wealth transfer for urban renewal participants, which may have external uneconomic effects for other social groups. This study attempts to discuss the economic system's efficiency through the bottom-up concept, and from the perspective of urban renewal participants, it conducts relevant research on urban renewal implementers, landowners, and overall economic benefits. Given the expected price of the urban renewal location, the market price mechanism arguments discuss the economic benefits of the urban renewal participants to examine the key factors of the urban renewal case. The results of this study can be summarized into four points: First, the price mechanism of the value of the case can effectively improve the economic benefits of urban renewal participants. Second, the use of the construction space has a positive impact on the economic benefits of urban renewal participants. Third, the impact of public facilities on the economic benefits of urban renewal is different between implementers and landlords. Fourth, the public safety facilities in this research case have no impact on the implementers and landlords.
Yen-Wen, Ting, i 丁彥文. "The Research of The Impact of Market Share,Selling Price and Corporate Image on expected Service Quality and Purchase Intention-Network Externality as Moderating Variable". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/33977078310218518576.
Pełny tekst źródła實踐大學
企業管理研究所
93
ABSTRACT When the consumer has a cognition of the service in the process, sometimes is not easy to collect the product or the service information, therefore must have to rely on some us to be able to see the external clue, and so on judges its quality like the market share or the price. According to Hellofs & Jacobson (1999), between the market share and the consumer expected service quality, is affected by the network externality . When the consumer has the positive network externality, the market share and the consumer expected service quality is positive; Otherwise is negative. This research thought the consumers usually judge the important external clue of the quality in the high service industry is market share, price and corporate image. The purpose of this research discusses the consumers who want to apply for the credit cards, compare with the market share , the price and the corporate image in expected service quality and purchase intention . Then take the positive and negative network externality as the disturbance variable which tests to the consumer whether can create its difference of the expected service quality, finally discusses the relation between the expected service quality and the purchase intention. This research used 2x2x2x2 between-subjects experimental design to test hypotheses. The result of this research pointed out the different ways about framing and will obtain the result to confirm hypothesis of the research. This research main result is detectable: (1) The expected service quality and purchase intention that are produced by the consumers will be better notably than the consumers who have low market share. (2) When the situation of the positive network externality, the expected service quality and purchase intention which has the high market share and good corporate image will be better notably than the others with low market share. (3) When the situation of negative network externality, the expected service quality and purchase intention which has the low market share and good corporate image will be better notably than the others with high market share but bad corporate image. (4) When the situation of the positive and negative network externality, the price does not achieve the salient of the Statistics, but presents the high price produces the expected service quality and purchase intention is better than the low price.
Hsiang-ChingWang i 王湘晴. "The Expected Effect of Historic Districts on Local Housing Prices in Tainan". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/6wa2bj.
Pełny tekst źródła國立成功大學
都市計劃學系
106
While historic preservation is thought to have the economic value, and historic designation has become an important tool to preserve neighborhood, efforts have been made to investigate if historic districts have positive spillovers or restriction on property values in surrounding neighborhoods. Tainan city government formulated historic district related land use control and urban design guidelines in 2018. The purpose of this study is to examine the expected impact of historic district on regulated neighborhood and non-regulated neighborhood. This study employs hedonic price models to estimate local housing prices from 2013 to 2017 in Fucheng historic district. Results suggest that, to properties in the adjacent area of historic resources, that is, regulated area, the expecting costs is not more than benefits in every case. These findings indicate that to each historic resources, preservation could have negative or positive impact on local housing prices. Thus, the results have demonstrated that historic districts have both positive spillovers and restriction on property values in surrounding neighborhoods. In conclusion, the findings support the claim that historic preservation have the economic value, and this study has indicated that historic designation might have restriction on property values in surrounding neighborhoods.
Mazumdar, Chandra Sen. "Seat Allocation And Pricing in a Duopoly in The Airline Industry". Thesis, 2016. http://etd.iisc.ernet.in/handle/2005/2721.
Pełny tekst źródłaChing, Yu-Ting, i 荊鈺婷. "Influence of Expected and Unexpected Events on Abnormal Returns of Stock Prices : An Example of Biotech Stocks in Taiwan". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/56140591693155866555.
Pełny tekst źródła東吳大學
經濟學系
93
This study applies the ‘event study’ method to analyze the abnormal returns and cumulative abnormal returns of the stock prices in Taiwan’s biotechnology industry. The chosen events are the expected 2002 ‘Two Trillion Double Star’ government policy and unexpected 2003 ‘SARS-Sealed He Ping Hospital’ event. Stock price data of thirty-three TSE and OTC biotech companies in Taiwan are then collected and analyzed. These sample firms are divided into traditional and new biotech types. They can also be categorized into medical instrument, medicines, and food firms. Our major findings are as follows: 1.The expected and unexpected events both have significant effects on abnormal returns. The unexpected event of SARS significantly evokes the investment into biotech industry. 2.Investors prefer the traditional biotech stocks after the expected event occurs. However, this unexpected event increases the abnormal returns (especially for new biotech firms) up to an even larger amount. 3.Stocks of medicine firms have the highest cumulative abnormal returns in the expected event. Especially, medical instrument stock prices have the highest cumulative abnormal returns. 4.Taiwan’s biotech stocks market is ‘semi-strong efficient’.
Cheng, Haorun. "Event study - the impact of merger announcement on the company´s stock prices". Master's thesis, 2021. http://hdl.handle.net/10362/132602.
Pełny tekst źródłaVon, Siebenthal Zorina. "Le rôle de l’insula dans la prise de décision risquée : apports de l’évaluation clinique suite à une résection focale unilatérale et de la neuroimagerie fonctionnelle". Thesis, 2019. http://hdl.handle.net/1866/24664.
Pełny tekst źródłaThe insula has long been considered primarily as part of the « visceral brain » because of its role in the treatment of physiological and visceral responses. However, since the advent of functional brain imaging, its involvement in various aspects of neuropsychological functioning has become well established. More and more studies suggest that the insular cortex plays a key role in the circuits responsible for risky decision-making. The somatic marker hypothesis suggests that emotions influence our decisions by means of internal and visceral physiological changes. It has been proposed that the insula participates in risky decision-making by representing the somatic states of the emotionally charged situation and projecting this information to the ventromedian prefrontal cortex, thus constituting a key structure in the circuits responsible for decision. Current theories argue that the insula would be more involved in risk taking when the individual faces a potential loss rather than a gain. However, although several studies support a role in the decision-making process, the specific contribution of the insular cortex remains enigmatic. The studies that make up this thesis aim to better understand how the insula participates in risk taking with neuropsychological tasks of gambling that can simulate decision-making situations of everyday life. The first neurobehavioral study examines the consequences of insular cortex resections on the ability to make decisions about potential risk in drug-refractory epileptic patients who have undergone unilateral resection of this region. Their performance in two gambling tasks is compared to a group of patients who had surgery for temporal lobe epilepsy (sparing the insula) and a group of healthy control. The results highlight an alteration of risk taking in patients with insular resection, which results in difficulty in adjusting their choice according to the expected value (EV) (i.e. the ratio between the magnitude and probabilities of possible outcomes) of the risky option in the loss condition. This study supports the idea that risky decision making involves different neural processes depending on whether the risk involves a potential gain or loss. The second aim of this thesis deals with the specific assessment of the valence, magnitude, probability and EV of the risky option to insula activity during a decision-making process. Using functional magnetic resonance imaging, the brain activity of healthy individuals was recorded as they completed a gambling task. The results of the study suggest a predominant role of the insula in adjusting risky decisions based on EV. In addition, the activity of the insular cortex during decision-making was influenced by the participants' sensitivity to punishment. In sum, the data from this thesis contribute to a better understanding of the specific role of the insula in risky decision-making and lead to a reflection on the neuropsychological evaluation of insular lesions.