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Essays on Investment and Risk Management
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays on Investment and Risk Management. |
| 개인저자 | Ying, Jie. |
| 단체저자명 | The University of Iowa. Business Administration. |
| 발행사항 | [S.l.]: The University of Iowa., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 147 p. |
| 기본자료 저록 | Dissertation Abstracts International 80-02A(E). Dissertation Abstract International |
| ISBN | 9780438382305 |
| 학위논문주기 | Thesis (Ph.D.)--The University of Iowa, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 80-02(E), Section: A.
Adviser: David S. Bates. |
| 요약 | In this dissertation, I consider a range of topics in investment and risk management. I seek to understand several existing yet puzzling phenomena from a theoretical perspective. |
| 요약 | In the first chapter, we study the optimal insurance demand of a risk- and ambiguity-averse consumer if contract nonperformance risk is perceived as ambiguous. Ambiguity lowers optimal insurance demand and the consumer's degree of ambiguity aver |
| 요약 | In the second chapter, we address an ongoing debate on pension investment policy: should defined-benefit corporate pension plans invest aggressively in risky securities or completely de-risk their assets? In our model, firms maximize shareholder |
| 요약 | In the third chapter, I model the shadow banking mechanism and discusses its functionality of risk sharing and its impact on financial instability. In equilibrium, the shadow banking becomes more active when investors perceive higher expected re |
| 일반주제명 | Finance. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
