Social and Behavioral Sciences Commons^™

A Comparison Of Clinical Trial And Model-Based Cost Estimates In Glaucoma – The Case Of Repeat Laser Trabeculoplasty In Ontario, Omar Akhtar

Electronic Thesis and Dissertation Repository

Background and objective: For cost-effectiveness analyses (CEA) of glaucoma interventions to be of use they require valid and accurate cost and effectiveness data. Costs remain understudied relative to effectiveness. The impact of cost estimation methods on resultant estimates is unknown in glaucoma. Direct measurement of costs is labour-intensive and expensive. Decision-analytic modelling of costs using literature sources, expert opinion, institutional experience and assumptions provides a quicker, less laborious alternative to empirical costing. A lack of long-term effectiveness data in chronic diseases like glaucoma means that modelling is widespread and inevitable, both for CEAs and budget impact projections. The same problem …

Essays On Labor Market In Indonesia, Xue Dong

Electronic Thesis and Dissertation Repository

This thesis analyzes labor market issues in Indonesia. The first chapter analyzes the insurance role of self-employment during the Asian Financial Crisis. Difference in difference estimation is used to estimate the effect of having self-employed business before the crisis on household consumption and labor supply during the crisis. I find that household with self-employed business before the crisis could increase labor supply by a much lesser amount to maintain the same level of consumption compared with households without self-employed business before the crisis. The second chapter looks at the effect of women's work hours on their intra-household bargaining power. I …

Toward A Postmodern Avant-Garde: Labour, Virtuosity, And Aesthetics In An American New Music Ensemble, John R. Pippen

Electronic Thesis and Dissertation Repository

This dissertation examines the aesthetic beliefs and labour practices of the American new music ensemble eighth blackbird (lower-case intentional). Drawing on ethnographic research conducted with the ensemble for the past six years, I show how the ensemble responds to specific cultural pressures endemic to the classical music scene, its new music vanguard, and to the contemporary United States. eighth blackbird, I argue, has created an ensemble identity and performance style designed to satisfy numerous audience positions, from experts well-versed in the intricacies of musical techniques to lay-persons unacquainted with the values and practices of new or classical music. This attempt …

A Spatial Exploration Of Institutional Investment In Canada For The Year 2010, Martin R. Lefebvre

Electronic Thesis and Dissertation Repository

Using measures of central tendency, the average nonUS-based institutional investor has more capital invested in securities than his US-based counterpart. The present study shows that US-based investors favour manufacturing companies, whereas Canadian investors prefer companies based in natural resources. Nationally, Toronto acts more as the centre of gravity for Canadian institutional investors than New York City does for the United States. Comparatively, Toronto accounts for 70% of all Canadian investors while New York accounts for only 30% of the American total, despite it being the city with the most capital invested worldwide. Notwithstanding Alberta’s oil boom, inter-provincial investment capital show …

Role Of Search, Human Capital And Learning In Occupational Mobility And Immigrant Assimilation, Masashi Miyairi

Electronic Thesis and Dissertation Repository

This thesis contains three studies of job and occupational mobility, and their implications for earnings. The second chapter of the thesis develops and estimates a model of job and occupational search to examine how and how much learning influences young workers' job search and transition patterns. The model incorporates uncertainty regarding the accumulation processes of workers' different skills, and features directed search whereby workers choose search effort intensities for different occupations. The model is estimated using U.S. data, with individuals' occupational affiliations grouped into skilled white-collar, skilled blue-collar, and non-skilled occupations. The estimates show large differences in search frictions, skill …

Options Pricing And Hedging In A Regime-Switching Volatility Model, Melissa A. Mielkie

Electronic Thesis and Dissertation Repository

Both deterministic and stochastic volatility models have been used to price and hedge options. Observation of real market data suggests that volatility, while stochastic, is well modelled as alternating between two states. Under this two-state regime-switching framework, we derive coupled pricing partial differential equations (PDEs) with the inclusion of a state-dependent market price of volatility risk (MPVR) term.

Since there is no closed-form solution for this pricing problem, we apply and compare two approaches to solving the coupled PDEs, assuming constant Poisson intensities. First we solve the problem using numerical solution techniques, through the application of the Crank-Nicolson numerical scheme. …

Essays On Innovation And Consumer Credit, David E. Fieldhouse

Electronic Thesis and Dissertation Repository

In the first chapter, I show that the economy’s production structure plays an important role in determining innovation. In particular, using patent data I document a set of empirical facts that are initially puzzling, but can be explained by recognizing that innovation decisions are related between sectors. A model is developed to explain the empirical findings, but it also has an important finding for the current debate on U.S. patent policy. I use the model to demonstrate that a perceived long-run decline could be explained by increased innovative opportunities in certain industries and the responses of inventors in other sectors …

Essays On Portfolio Optimization, Simulation And Option Pricing, Zhibo Jia

Electronic Thesis and Dissertation Repository

This thesis consists of three papers which cover the efficient Monte Carlo simulation in option pricing, the application of realized volatility in trading strategies and geometrical analysis of a four asset mean variance portfolio optimization problem. The first paper studies different efficient simulation methods to price options with different characters such as moneyness and maturity times. The incomplete market environments are also been considered. The second paper uses realized volatility based on high frequency data to improve the volatility trading strategy. The performance is compared with that using the implied volatility. The last paper re-examines the Markowitz's portfolio optimization problem …

2014-1 Default And Repayment Among Baccalaureate Degree Earners, Lance J. Lochner, Alexander Monge-Naranjo

Centre for Human Capital and Productivity. CHCP Working Papers

No abstract provided.

2014-2 Understanding Earnings Dynamics: Identifying And Estimating The Changing Roles Of Unobserved Ability, Permanent And Transitory Shocks, Lance J. Lochner, Youngki Shin

Centre for Human Capital and Productivity. CHCP Working Papers

No abstract provided.

2014-5 Student Loans And Repayment: Theory, Evidence And Policy, Lance J. Lochner, Alexander Monge-Naranjo

Centre for Human Capital and Productivity. CHCP Working Papers

No abstract provided.

2014-1 Existence Of Monotone Equilibria In First-Price Auctions With Resale, Charles Z. Zheng

Economic Policy Research Institute. EPRI Working Papers

No abstract provided.

2014-4 Model Uncertainty And The Effect Of Shall-Issue Right-To-Carry Laws On Crime, Steven N. Durlauf, Salvador Navarro, David A. Rivers

Centre for Human Capital and Productivity. CHCP Working Papers

No abstract provided.

2014-3 Targeting The Wrong Teachers: Estimating Teacher Quality For Use In Accountability Regimes, Nirav Mehta

Centre for Human Capital and Productivity. CHCP Working Papers

No abstract provided.