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Articles 91 - 120 of 261
Full-Text Articles in Portfolio and Security Analysis
Asset Allocation In The Chinese Stock Market: The Role Of Return Predictability, Jian Chen, Fuwei Jiang, Jun Tu
Asset Allocation In The Chinese Stock Market: The Role Of Return Predictability, Jian Chen, Fuwei Jiang, Jun Tu
Research Collection Lee Kong Chian School Of Business
In this article the authors investigate asset allocation in the Chinese stock market from the perspective of incorporating return predictability. Based on a host of return predictors, they find significant out-of-sample return predictability in the Chinese stock market. They then examine the performance of active portfolio strategies—such as aggregate market timing as well as industry, size, and value-rotation strategies—designed to profitably exploit return predictability. Strong evidence is found by the authors that these portfolio strategies incorporating return predictability can deliver superior performance—up to 600 basis points per annum and almost double the Sharpe ratios—compared with the passive buy-and-hold benchmarks that …
Research In Credit Risk Of Shipping Enterprises Based On The Kmv Model, Yannan Wu
Research In Credit Risk Of Shipping Enterprises Based On The Kmv Model, Yannan Wu
World Maritime University Dissertations
No abstract provided.
Real Estate Investment By Bank Holding Companies And Their Risk And Return: Nonparametric And Garch Procedures, Scott Deacle, Elyas Elyasiani
Real Estate Investment By Bank Holding Companies And Their Risk And Return: Nonparametric And Garch Procedures, Scott Deacle, Elyas Elyasiani
Business and Economics Faculty Publications
We investigate the association between real estate investment by US Bank Holding Companies (BHCs) and their return, risk and risk-adjusted returns. Three portfolios are formed of BHCs according to whether they do or do not invest in real estate, strictness of the regulation on real estate investment and the ratio of real estate investment to assets. Wilcoxon tests of differences in portfolio returns, risk, risk-adjusted returns and value at risk between each pair of portfolios are conducted to determine how engagement in real estate, stricter regulation and increased real estate investment affect BHC performance. These effects are also investigated within …
The Price Discovery Puzzle In Offshore Yuan Trading: Different Contributions For Different Contracts, David K. Ding, Yiuman Tse, Michael R. Williams
The Price Discovery Puzzle In Offshore Yuan Trading: Different Contributions For Different Contracts, David K. Ding, Yiuman Tse, Michael R. Williams
Research Collection Lee Kong Chian School Of Business
The People's Bank of China (PBC) lifted yuan trading restrictions in July of 2010 that led to offshore yuan spot trading in Hong Kong. Based on causality analyses, we find that price discovery is absent between the onshore and offshore spot markets. However, we document the presence of price discovery between onshore spot and offshore nondeliverable forward (NDF) rates. These seemingly inconsistent results present a puzzle wherein one offshore market appears to be more informationally integrated with the onshore market than another. We conclude that price discovery differences in the offshore markets stem from the offshore spot and forward contracts …
Stock Liquidity And The Pricing Of Earnings: A Comparison Of China’S Floating And Non-Floating Shares, Lou Fang, Jiwei Wang, Hongqi Yuan
Stock Liquidity And The Pricing Of Earnings: A Comparison Of China’S Floating And Non-Floating Shares, Lou Fang, Jiwei Wang, Hongqi Yuan
Research Collection School Of Accountancy
The reform to convert non-floating shares to floating in China provides a setting in which shares are subject to different liquidity constraint. We show that the severity of this constraint is inversely related to the extent to which earnings information is reflected in the share prices. Specifically, before the reform, the transfer prices of non-floating shares reflect much less earnings information than the market prices of floating shares. After the reform, however, both types of transfer reflect more earnings information, although the weights are still less than that found in the market prices. Thus, China's unique setting shows that share …
Three Essays On Mutual Fund Ratings, Wee Seng Ng
Three Essays On Mutual Fund Ratings, Wee Seng Ng
Dissertations and Theses Collection (Open Access)
The incessant growth of the mutual fund industry has made the task of selecting mutual funds an increasingly challenging one. Unsophisticated investors turn to low-cost and readily available ratings to guide their investment decisions. Unsurprisingly, mutual fund ratings are hugely popular and influential. Anecdotal evidence and academic findings both suggest that investors gravitate towards top-rated funds. Rating is a double-edged sword. Although the use of rating simplifies the otherwise onerous job of evaluating mutual fund performance, it can lead to adverse consequences. Investors who invest only in top-rated funds are inadvertently assuming that good ratings indicate good future performance. However, …
Portfolio Company Selection Criteria: Accelerators Vs Venture Capitalists, Cody Chang
Portfolio Company Selection Criteria: Accelerators Vs Venture Capitalists, Cody Chang
CMC Senior Theses
The explosive growth of ‘accelerators’ in the United States has given entrepreneurs and their startups the opportunity to pursue seed-stage financing. While the specific economic role of accelerators remains unclear, a study comparing the selection of portfolio companies between accelerators and venture capitalists was performed. A difference of means was performed on the responses per question between the collected 19 accelerators’ response and the 100 venture capitalists’ response, recorded from a prior study. It is found that venture capitalists place significantly more weight, than accelerators, on the potential of the startup’s product or service to be proprietary, to enter a …
Can Us Economic Variables Predict Chinese Stock Market?, Jeremy Goh, Fuwei Jiang, Jun Tu, Yuchen Wang
Can Us Economic Variables Predict Chinese Stock Market?, Jeremy Goh, Fuwei Jiang, Jun Tu, Yuchen Wang
Research Collection Lee Kong Chian School Of Business
In the last few decades, we observed a significant increase in global economic activities and these activities may have an impact on both China's economy and stock market. Given the potential impact, we empirically examine whether US economic variables are leading indicators of the Chinese stock market. Prior to China joining the World Trade Organization (WTO) in the end of 2001, we find no statistical relationship between US economic variables and the Chinese stock market returns. However, we find US economic variables have statistically significant predictive power for periods after China's admission into the WTO. In addition, we show that …
The Labor Supply And Welfare Effects Of Early Access To Medicare Through Social Security Disability Insurance, Kim
Research Collection School Of Economics
Social Security Disability Insurance (SSDI) beneficiaries receive a cash benefit and become eligible for health insurance from Medicare two years after their enrollment. Disabled workers who leave the labor force typically lose health insurance from their employers, and they face significant medical expenditure risk as a result of their disability. Therefore, access to Medicare makes SSDI an especially attractive alternative to remaining employed for workers with disabilities. My research is the first to analyze the importance of medical expenditure risk and Medicare in analysis of SSDI, and it addresses the following questions: (1) How does access to Medicare via SSDI …
The Strategic Implications Of China's Rare Earths Policy, Shane Bilsborough
The Strategic Implications Of China's Rare Earths Policy, Shane Bilsborough
Journal of Strategic Security
Drawing on literature in China studies, strategic theory, and expert interviews, this article analyzes the possibility of "rare earths" being leveraged by the People's Republic of China (PRC) in a crisis. The evidence suggests China's position in the rare earths market could constitute a significant security liability for the United States. It also seems that even if coercion fails to materialize, China's rare earths policies have the potential to intensify security dilemmas in Sino-American relations.
Arctic Energy Resources: Security And Environmental Implications, Peter Johnston
Arctic Energy Resources: Security And Environmental Implications, Peter Johnston
Journal of Strategic Security
In recent years, there has been considerable interest in the Arctic as a source for resources, as a potential zone for commercial shipping, and as a region that might experience conflict due to its strategic importance. With regards to energy resources, some studies suggest that the region contains upwards of 13 percent of global undiscovered oil, 30 percent of undiscovered gas, and multiples more of gas hydrates. The decreasing amount and duration of Arctic ice cover suggests that extraction of these resources will be increasingly commercially viable. Arctic and non-arctic states wish to benefit from the region's resources and the …
The 2011 Mena Revolutions: A Study In U.S. Energy (In)Security, Jessie Rumsey
The 2011 Mena Revolutions: A Study In U.S. Energy (In)Security, Jessie Rumsey
Journal of Strategic Security
The recent upheavals in the Middle East and North Africa (MENA) have brought into stark relief the conflict between democratic values and strategic interests in U.S. foreign policy. Americans are known for commitment to life, liberty, and the pursuit of happiness, yet the U.S. Government is frequently unwilling to step forward and openly express even rhetorical support for reform movements in foreign countries. In fact, initial American reluctance to support the recent "Arab Spring" uprisings serves as another example of what scholars argue is a general exception in the MENA to broader post-Cold War rising costs of maintaining autocracy. This …
European Strategies For Energy Security In The Natural Gas Market, Boyka M. Stefanova
European Strategies For Energy Security In The Natural Gas Market, Boyka M. Stefanova
Journal of Strategic Security
This article examines the European Union's (EU) approach to energy security on the example of its natural gas imports from Russia, the largest supplier of gas to European markets. Two major projects, Nord Stream in the Northern and Western part of the EU, and Nabucco in South-Central Europe, demonstrate opposing energy security strategies, seemingly at odds with the EU objective of achieving energy independence from Russia. The question arises: Are these strategies sustainable? How can they be reconciled and pursued under a common policy? The main argument is that such conflicting sub-regional policy initiatives are amenable to progressive realignment and …
Assessing Whether Oil Dependency In Venezuela Contributes To National Instability, Adam Kott
Assessing Whether Oil Dependency In Venezuela Contributes To National Instability, Adam Kott
Journal of Strategic Security
The focus of this article is on what role, if any, oil has on Venezuela's instability. When trying to explain why a resource-rich country experiences slow or negative growth, experts often point to the resource curse. The following pages explore the traditional theory behind the resource curse as well as alternative perspectives to this theory such as ownership structure and the correlation between oil prices and democracy. This article also explores the various forms of instability within Venezuela and their causes. Finally, the article looks at President Hugo Chavez's political and economic policies as well as the stagnation of the …
War Without Violence: Leveraging The Arab Spring To Win The War On Terrorism, Pat Proctor
War Without Violence: Leveraging The Arab Spring To Win The War On Terrorism, Pat Proctor
Journal of Strategic Security
After a decade of war, the United States has failed to eradicate the threat of salafist jihadism. No matter how hard it tries, the United States cannot kill its way to victory in the war on terrorism. Sweeping changes across the Middle East—dubbed the "Arab Spring" by the media—have presented the West with a unique opportunity to pursue an alternative approach. Rather than engaging in war (politics through violence), the United States should engage in mass politics (war without violence) to compel the Arab world to reject the salafist jihadism idea. This article proposes a strategy calibrated to defeat international …
The Youth Bulge In Egypt: An Intersection Of Demographics, Security, And The Arab Spring, Daniel Lagraffe
The Youth Bulge In Egypt: An Intersection Of Demographics, Security, And The Arab Spring, Daniel Lagraffe
Journal of Strategic Security
During the Arab Spring, Egyptians revolted against decades of poor governance and failed institutions. A wide range of grievances contributed to the eventual fall of the Mubarak regime, and most of these grievances were influenced by the demographic composition of the Egyptian population. This paper argues that the youth bulge in Egypt played a major role in the political transition and as such serves as the prime example of the intersection of demographics, security, and the Arab Spring.
Learning From Libya, Acting In Syria, Caitlin A. Buckley
Learning From Libya, Acting In Syria, Caitlin A. Buckley
Journal of Strategic Security
The international community has reached an impasse. The violence committed by Syrian President Assad's government against opposition forces, who have been calling for democratic reform, regime change, and expanded rights, has necessitated a response from the international community. This article explores various ways the international community could respond to the crisis in Syria and the consequences of each approach. It compares the current calamity in Syria to the crisis in Libya and examines the international community's response to the violence perpetrated by Qaddafi's regime. It further analyzes reports, primarily from the UN and news sources, about the ongoing predicament in …
Libya And Resolution 1973: The Law Of Politics, Monica Naime
Libya And Resolution 1973: The Law Of Politics, Monica Naime
Journal of Strategic Security
This paper analyzes recent developments in the intervention in Libya from the perspective of international relations and international law. The evidence suggests that states decided to intervene in Libya prior to sanction from the United Nations Security Council's Resolution 1973. The implication from the Libyan example is that politics was the impetus for the formulation and implementation of law, and not the other way around. Law "happens" in a context, and this context is shaped and bounded by international politics. This article is intended to invigorate further research into how international politics influences the creation, interpretation, and application of international …
The Impact Of The Arab Spring On Islamist Strategies, Ioana E. Matesan
The Impact Of The Arab Spring On Islamist Strategies, Ioana E. Matesan
Journal of Strategic Security
The revolutions in Tunisia and Egypt created a contagion effect that inspired a series of uprisings by sending two signals: first, that even entrenched authoritarian regimes are vulnerable; and second, that nonviolent tactics can be effective in bringing about dramatic political changes. Subsequent developments, especially in Libya and Syria, convoluted these messages. Nonetheless, the political openings and the electoral victory of Islamists in Egypt and Tunisia continue to send the signal to many Islamist opposition groups that nonviolent means and participation in politics can be effective ways to produce political change. The chance of gaining power through electoral means can …
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
UNLV Theses, Dissertations, Professional Papers, and Capstones
Valuation of financial derivatives subject to liquidity risk remains an open problem in finance. This dissertation focuses on the valuation of European-style call option under limited market liquidity through the dynamic management of a portfolio of assets. We investigate liquidity from three perspectives: market breadth, depth, and immediacy. We present a general framework of valuation based on the optimal realization of a performance index relative to the set of all feasible portfolio trajectories. Numerical examples are then presented and analyzed that show option price increases as the market transitions from liquid to less liquid state. Furthermore, buying and selling activities, …
Deterring And Dissuading Nuclear Terrorism, John J. Klein
Deterring And Dissuading Nuclear Terrorism, John J. Klein
Journal of Strategic Security
While nuclear deterrence theory may be well-suited to dealing with nuclear-armed states, its suitability for deterring nuclear terrorism has frequently been questioned since 9/11. While terrorist organizations do not necessarily act uniformly or according to the same underlying beliefs, many of the most aggressive organizations are motivated by an ideology that embraces martyrdom and an apocalyptic vision.1 This ideology may be based on religion or a desire to overthrow a government. Consequently, terrorists motivated by ideology who intend to use a stolen or improvised nuclear device against the United States or its interests may not care about the resulting military …
Policy Intervention In Fata: Why Discourse Matters, Nazya Fiaz Dr.
Policy Intervention In Fata: Why Discourse Matters, Nazya Fiaz Dr.
Journal of Strategic Security
Despite years of wide-scale counterterrorism measures in Pakistan's FATA (Federally Administered Tribal Areas), the injection of substantial funds, and the "close" collaboration between the United States and Pakistan, the ugly truth is that the extremism and militancy in FATA continues to recruit members. Moreover, there is little indication that the killing of Usama bin Ladin will have any significant effect on reducing support for militancy. While taking stock of these realities, this article will not seek to rehash the many successes and failures of the counterterrorist operations in FATA. Instead, its purpose will be to argue that while the causes …
A Systems-Based Approach To Intelligence Reform, Austen Givens
A Systems-Based Approach To Intelligence Reform, Austen Givens
Journal of Strategic Security
The terrorist attacks of September 11, 2001 prompted the most comprehensive changes to the U.S. Intelligence Community (IC) since its creation via the National Security Act of 1947. Recent structural and organizational reforms, such as efforts to enhance information sharing and recruit speakers of hard-target languages, have also triggered new challenges to successful transformation. In light of the systemic problems facing the IC, this paper argues that systems engineering, a discipline increasingly useful in organizational change, offers a more efficient, holistic approach to the intelligence reform process than the status quo. Systems engineering views the IC as an integrated and …
Ten Years Of Gwot, The Failure Of Democratization And The Fallacy Of “Ungoverned Spaces”, David P. Oakley, Patrick Proctor
Ten Years Of Gwot, The Failure Of Democratization And The Fallacy Of “Ungoverned Spaces”, David P. Oakley, Patrick Proctor
Journal of Strategic Security
October 7, 2011, marked a decade since the United States invaded Afghanistan and initiated the Global War on Terrorism (GWOT). While most ten-year anniversary gifts involve aluminum, tin, or diamonds, the greatest gift U.S. policymakers can present American citizens is a reconsideration of the logic that guides America's counterterrorism strategy. Although the United States has successfully averted large-scale domestic terrorist attacks, its inability to grasp the nature of the enemy has cost it dearly in wasted resources and, more importantly, lost lives. Two of the most consistent and glaring policy flaws revolve around the concepts of filling "ungoverned spaces" and …
Technical Analysis: An Asian Perspective, Siqin Liaw
Technical Analysis: An Asian Perspective, Siqin Liaw
Dissertations and Theses Collection (Open Access)
Technical analysis, namely the moving average rule and the channel rule, is applied to the currency of an Asian managed floating exchange rate regime (USD/SGD) to see if opportunities for profitable trading exist. Instead of using only daily or monthly data, higher frequency time frames of 10, 15, 30 and 60 minutes are analyzed. Profitable strategies (if any) will be broken down and analyzed within smaller time frames to see if the profits are specifically in sample.
Finding Profitability Of Technical Trading Rules In Emerging Market Exchange Traded Funds, Austin P. Hallett
Finding Profitability Of Technical Trading Rules In Emerging Market Exchange Traded Funds, Austin P. Hallett
CMC Senior Theses
This thesis further investigates the effectiveness of 15 variable moving average strategies that mimic the trading rules used in the study by Brock, Lakonishok, and LeBaron (1992). Instead of applying these strategies to developed markets, unique characteristics of emerging markets offer opportunity to investors that warrant further research. Before transaction costs, all 15 variable moving average strategies outperform the naïve benchmark strategy of buying and holding different emerging market ETF's over the volatile period of 858 trading days. However, the variable moving averages perform poorly in the "bubble" market cycle. In fact, sell signals become more unprofitable than buy signals …
"The Rising: Ireland: Easter 1916," Fearghal Mcgarry (New York: Oxford University Press, 2010) And "Guerrilla Warfare In The Irish War Of Independence, 1919-1921," Joseph Mckenna (Jefferson, Nc And London: Mcfarland & Company, Inc., Publishers, 2011), Edward J. Hagerty
Journal of Strategic Security
No abstract provided.