All Outputs (4)

Economic downturns and the determination of portfolio asset allocation (2011)
Thesis
Syed Salim, S. M. N. B. Economic downturns and the determination of portfolio asset allocation. (Thesis). Salford : University of Salford

A most common question in finance, particularly in investment perspective, is how an investor should allocate his wealth. Robert C. Merton (1975) remarks that the quest for an answer to the problem of lifetime consumption a... Read More about Economic downturns and the determination of portfolio asset allocation.

Ministry of Education of Oman : examinations marks and their relationships with educational indicators (2011)
Thesis
AL-Hosni, M. Ministry of Education of Oman : examinations marks and their relationships with educational indicators. (Thesis). University of Salford

This study aims to provide a comprehensive view of the national educational system, and then to determine the values of some internationally-used indicators within Oman's schools, and their effects upon student performance in the 12 th grade examinat... Read More about Ministry of Education of Oman : examinations marks and their relationships with educational indicators.

Statistical aspects of the portfolio construction programme (2007)
Thesis
Belgorodski, A. Statistical aspects of the portfolio construction programme. (Thesis). Salford : University of Salford

The area of finance poses many challenging problems to the decision maker. One of them is the modelling of the expected return on stocks and the covariance matrix of returns. This thesis approaches the decision problem of choosing an optimum portfo... Read More about Statistical aspects of the portfolio construction programme.

Multi-period market risk estimation and performance evaluation : evidence from univariate, multi-variate and options data
Thesis
Iqbal, R. (in press). Multi-period market risk estimation and performance evaluation : evidence from univariate, multi-variate and options data. (Thesis). University of Salford

There are different risk management approaches available, as different firms have different risk goals. Value at risk (VaR) is the most frequently used risk measure for asset or portfolio risk and certainly, per the Basel framework, is a preferred me... Read More about Multi-period market risk estimation and performance evaluation : evidence from univariate, multi-variate and options data.