Suchergebnisse

Yip Kin Fung. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. ; Includes bibliographical references (leaves 101-104). ; Abstracts in English and Chinese. ; Chapter 1 --- Introduction --- p.1 ; Chapter 2 --- The Distribution of Fluctuations in Financial Data --- p.5 ; Chapter 2.1 --- Empirical Statistics --- p.5 ; Chapter 2.2 --- Data analyzed --- p.8 ; Chapter 2.3 --- Levy Distribution --- p.10 ; Chapter 2.4 --- Returns Distribution and Scaling Properties --- p.12 ; Chapter 2.5 --- Volatility Clustering --- p.19 ; Chapter 2.6 --- Conclusion --- p.21 ; Chapter 3 --- Models of Herd behaviour in Financial Markets --- p.22 ; Chapter 3.1 --- Cont and Bouchaud's model --- p.22 ; Chapter 3.2 --- The Model of Egiuluz and Zimmerman --- p.24 ; Chapter 3.3 --- EZ Model with Size-Dependent Dissociation Rates --- p.28 ; Chapter 3.4 --- Democratic and Dictatorship Self-Organized Model --- p.31 ; Chapter 3.5 --- Effect of Size-Dependent Fragmentation and Coagulation Prob- abilities --- p.33 ; Chapter 3.6 --- Extensions of EZ model --- p.35 ; Chapter 3.7 --- Conclusion --- p.39 ; Chapter 4 --- Review on the Minority Game(MG) --- p.42 ; Chapter 4.1 --- The Model and Results --- p.42 ; Chapter 4.2 --- Crowd-anticrowd Theory and Phase Transition --- p.46 ; Chapter 4.3 --- Market Efficiency --- p.48 ; Chapter 5 --- MG with biased strategy pool --- p.52 ; Chapter 5.1 --- The Model --- p.53 ; Chapter 5.2 --- Numerical Results and Discussion --- p.53 ; Chapter 5.3 --- Theory: MG with Biased Strategy Pool --- p.61 ; Chapter 5.4 --- Conclusion --- p.69 ; Chapter 6 --- MG with Randomly Participating Agents --- p.71 ; Chapter 6.1 --- The Model with One RPA --- p.71 ; Chapter 6.2 --- Results for q = 0.5 --- p.72 ; Chapter 6.3 --- Inefficiency and Success Rate --- p.76 ; Chapter 6.4 --- Results for q ≠ 0.5 --- p.82 ; Chapter 6.5 --- Many RPAs --- p.85 ; Chapter 6.6 --- Conclusion --- p.86 ; Chapter 7 --- A Model on Coupled Minority Games --- p.88 ; Chapter 7.1 --- The Model --- p.89 ; Chapter 7.2 --- Results and Discussion。 --- ...

Ho Wai-yee. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. ; Includes bibliographical references (leaves 52-53). ; Abstracts in English and Chinese. ; Abstract (English) --- p.i ; Abstract (Chinese) --- p.ii ; Acknowledgement --- p.iii ; Table of contents --- p.iv ; Chapter Chapter1 ; Chapter 1.1 --- Introduction --- p.1 ; Chapter 1.2 --- Literature Review --- p.4 ; Chapter 1.3 --- Organization of the thesis --- p.8 ; Chapter Chapter2 ; Chapter 2.1 --- Introduction --- p.9 ; Chapter 2.2 --- The Model --- p.9 ; Chapter 2.3 --- Effects of government expenditure --- p.11 ; Chapter 2.4 --- Summary ; Chapter Chapter3 ; Chapter 3.1 --- Introduction --- p.16 ; Chapter 3.2 --- The Model --- p.16 ; Chapter 3.3 --- The capital mobile case --- p.21 ; Chapter 3.4 --- Summary --- p.25 ; Chapter Chapter4 ; Chapter 4.1 --- Introduction --- p.27 ; Chapter 4.2 --- The Model --- p.27 ; Chapter 4.3 --- Dynamics --- p.33 ; Chapter 4.4 --- Current Account Balance --- p.35 ; Chapter 4.5 --- Comparative Statics --- p.36 ; Chapter 4.6 --- Welfare --- p.38 ; Chapter 4.7 --- Summary --- p.41 ; Chapter Chapter5 ; Conclusion --- p.43 ; Appendix --- p.46 ; Reference --- p.52

Lee Chun Sing. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. ; Includes bibliographical references (leaves 64-68). ; Abstracts in English and Chinese. ; Abstract --- p.i-ii ; Acknowledgment --- p.iii ; Contents --- p.iv ; Lists of Tables --- p.vi ; Lists of Figures --- p.vii ; Chapter Chapter One --- Introduction --- p.1 ; Chapter Chapter Two --- The Basic Model with Exogeneous Real Interest Rate --- p.6 ; Chapter 2.1 --- Introduction --- p.6 ; Chapter 2.2 --- Benchmark Model --- p.9 ; Chapter 2.3 --- Discussion of Results --- p.18 ; Chapter 2.3.1 --- Agent Behaviour --- p.19 ; Chapter 2.4 --- Numerical Examples --- p.23 ; Chapter 2.4.1 --- Base Results --- p.25 ; Chapter Chapter Three --- The Basic Model with Endogeneous Real Interest Rate --- p.28 ; Chapter 3.1 --- Numerical Examples --- p.30 ; Chapter 3.1.1 --- Base Results --- p.30 ; Chapter 3.2 --- Government Policy Evaluation --- p.33 ; Chapter 3.2.1 --- Education Subsidies --- p.35 ; Chapter 3.2.2 --- Wage Subsidy --- p.35 ; Chapter 3.2.3 --- Base Case Outcome --- p.36 ; Chapter Chapter Four --- Conclusions --- p.40 ; Appendix A --- p.41 ; Appendix B --- p.42 ; Appendix C --- p.42 ; Tables --- p.47 ; Figures --- p.58 ; References --- p.64

Yau Man-Kuen. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. ; Includes bibliographical references (leaves 222-234). ; Abstracts in English and Chinese. ; Chapter Chapter 0 --- Introduction --- p.1 ; Chapter PART A: --- Logistics in Hong Kong 一 Overview and Prospects ; Chapter A.1 --- Study Objectives --- p.3 ; Chapter A.2 --- Methodology --- p.4 ; Chapter A.3 --- What is Logistics? --- p.4 ; Chapter A.3.1 --- Major Trends --- p.6 ; Chapter A.4 --- Key Features of the Logistics in Hong Kong & China --- p.8 ; Chapter A.4.1 --- China Industry --- p.8 ; Chapter A.4.2 --- National Developments in China --- p.13 ; Chapter A.4.3 --- Hong Kong Industry --- p.16 ; Chapter A.5 --- Growth Trends & Statistics for Hong Kong --- p.25 ; Chapter A.6 --- Competitive Analysis for Hong Kong as a Logistics Hub --- p.45 ; Chapter A.6.1 --- Current Industry Strengths --- p.45 ; Chapter A.6.2 --- Current Industry Weaknesses --- p.46 ; Chapter A.6.3 --- Competitiveness Challenges --- p.47 ; Chapter A.6.4 --- Future Opportunities --- p.51 ; Chapter A.7 --- Changing Conditions and Infrastructure Needs --- p.54 ; Chapter A.7.1 --- Trade --- p.54 ; Chapter A.7.2 --- Technology --- p.56 ; Chapter A.7.3 --- Investment --- p.56 ; Chapter A.7.4 --- Human Resources --- p.57 ; Chapter A.7.5 --- Government and Regulation --- p.58 ; Chapter A.8 --- Recommendations --- p.61 ; Chapter A.9 --- Conclusions --- p.64 ; Chapter A.10 --- Future Work --- p.65 ; Chapter PART B: --- Inventory Management with Advance Ordering ; Chapter Chapter B.1 --- Introduction --- p.66 ; Chapter B.1.1 --- Overview --- p.66 ; Chapter B.1.2 --- Literature Review --- p.69 ; Chapter Chapter B.2 --- Model Formulation --- p.72 ; Chapter B.2.1 --- Introduction --- p.72 ; Chapter B.2.2 --- Mathematical Model --- p.74 ; Chapter B.2.3 --- Preliminaries --- p.76 ; Chapter B.2.4 --- Table of variables --- p.77 ; Chapter Chapter B.3 --- Study of Window Size0 --- p.79 ; Chapter B.3.1 --- Introduction --- p.79 ; Chapter B.3.2 --- Mathematical Model --- p.79 ...

Hu Bingbing. ; "July 2004." ; Thesis (Ph.D.)--Chinese University of Hong Kong, 2004. ; Includes bibliographical references (p. 69-73). ; Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. ; Mode of access: World Wide Web. ; Abstracts in English and Chinese.

The rapid increase in international trade and financial integration over the past decade and the growing importance of emerging markets in world trade and GDP have inspired the IMF to place stronger emphasis on multilateral surveillance, macro-financial linkages, and the implications of globalization. The IMF's Consultative Group on Exchange Rate Issues (CGER)--formed in the mid-1990s to provide exchange rate assessments for a number of advanced economies from a multilateral perspective--has therefore broadened its mandate to cover both key advanced economies and major emerging market economie

Kam Ying Chuen. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. ; Includes bibliographical references (leaves 81-83). ; Abstracts in English and Chinese. ; Chapter 1 --- Introduction --- p.1 ; Chapter 2 --- Overview of Hong Kong Stock Market --- p.3 ; Chapter 2.1 --- Stock Exchange of Hong Kong --- p.3 ; Chapter 2.2 --- Hang Seng Index --- p.4 ; Chapter 2.3 --- Influences of the United States --- p.5 ; Chapter 2.4 --- Hong Kong Government's Intervention --- p.6 ; Chapter 3 --- Literature Review --- p.8 ; Chapter 3.1 --- Stable and Student t Distributions --- p.8 ; Chapter 3.2 --- Generalized Distribution --- p.10 ; Chapter 3.3 --- Socio-economic Model --- p.11 ; Chapter 3.4 --- Extreme Value Analysis --- p.11 ; Chapter 4 --- Methodology --- p.14 ; Chapter 4.1 --- Homogeneous Model --- p.15 ; Chapter 4.2 --- Inhomogeneous Model --- p.15 ; Chapter 4.3 --- Model Validity --- p.16 ; Chapter 4.3.1 --- Exceedance Rate --- p.17 ; Chapter 4.3.2 --- Distribution of Excesses --- p.17 ; Chapter 4.3.3 --- Independence --- p.18 ; Chapter 5 --- Data --- p.19 ; Chapter 5.1 --- Minute-by-minute Returns --- p.20 ; Chapter 5.2 --- Daily returns --- p.21 ; Chapter 5.3 --- Explanatory Variables for the Inhomogeneous Model --- p.21 ; Chapter 6 --- Empirical Results: Minute-by-minute Returns --- p.24 ; Chapter 6.1 --- Shape Parameter k --- p.24 ; Chapter 6.2 --- Location Parameter μ --- p.25 ; Chapter 6.3 --- Scale Parameter σ --- p.26 ; Chapter 6.4 --- Conditional Scale Parameter ψ --- p.27 ; Chapter 6.5 --- Specification Test --- p.29 ; Chapter 7 --- Empirical Results: Daily Returns --- p.29 ; Chapter 7.1 --- Homogeneous Model --- p.30 ; Chapter 7.2 --- Inhomogeneous Model --- p.31 ; Chapter 7.2.1 --- Constant Term --- p.32 ; Chapter 7.2.2 --- Dow Jones Industrial Average Returns --- p.33 ; Chapter 7.2.3 --- Volatility Indicators --- p.34 ; Chapter 7.2.4 --- Monday Dummy --- p.35 ; Chapter 7.2.5 --- Time Trend --- p.36 ; Chapter 7.2.6 --- Duration Dummy --- p.37 ; Chapter 7.2.7 --- Indicator for the Behavior of the ...

Ho Wing-Kee. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. ; Includes bibliographical references (leaves 60-66). ; Abstracts in English and Chinese. ; Abstract --- p.i ; Acknowledgement --- p.iii ; Table of Content --- p.v ; List of Table --- p.vi ; List of Appendices --- p.vii ; Chapter Chapter 1. --- Introduction --- p.1 ; Chapter Chapter 2. --- Literature Review --- p.5 ; Chapter Chapter 3. --- Theoretical Framework --- p.8 ; Chapter 3.1 --- Regime 1 ( Social Planner Model) --- p.10 ; Chapter 3.2 --- Regime 2 ( Provision of Indivisible Public Capital by the Government Model ) --- p.14 ; Chapter 3.3 --- Regime 3 ( Provision of Indivisible Public Capital by the Public Monopoly Model) --- p.19 ; Chapter Chapter 4. --- Quantitative Comparison --- p.27 ; Chapter 4.1 --- Calibration --- p.27 ; Chapter 4.2 --- Numerical Results --- p.29 ; Chapter Chapter 5. --- Conclusion --- p.31 ; Appendices --- p.42 ; References --- p.60

by Chan Tsun Kit. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. ; Includes bibliographical references (leaves 64-67). ; Abstracts in English and Chinese. ; Abstract --- p.i ; Acknowledgments --- p.iii ; Table of Contents --- p.iv ; List of Tables --- p.vi ; List of Figures --- p.vii ; List of Appendices --- p.viii ; Chapter Chapter 1. --- Introduction --- p.1 ; Chapter Chapter 2. --- Background --- p.4 ; Chapter 2.1 --- The Importance of Real Estate Sector --- p.4 ; Chapter 2.1.1 --- Employment Sector --- p.5 ; Chapter 2.1.2 --- Investment Sector --- p.5 ; Chapter 2.1.3 --- Banking Sector --- p.6 ; Chapter 2.1.4 --- Government Sector --- p.6 ; Chapter 2.2 --- Characteristics of the Real Estate Market --- p.7 ; Chapter 2.3 --- Price Movement --- p.10 ; Chapter 2.4 --- Major Developer --- p.13 ; Chapter 2.4.1 --- Sun Hung Kai Properties --- p.15 ; Chapter 2.5 --- Contribution of Real Estate Sector on Stock Market --- p.16 ; Chapter 2.6 --- Connection between Real Estate and Stock Market --- p.17 ; Chapter Chapter 3. --- Literature Review --- p.19 ; Chapter Chapter 4. --- Methodology --- p.24 ; Chapter 4.1 --- The Model --- p.24 ; Chapter 4.2 --- Variables Used --- p.27 ; Chapter 4.3 --- Sources of Data --- p.29 ; Chapter Chapter 5. --- Empirical Findings --- p.30 ; Chapter Chapter 6. --- Implication --- p.33 ; Chapter Chapter 7. --- Limitation --- p.35 ; Chapter Chapter 8. --- Conclusion --- p.37 ; Tables --- p.39 ; Figures --- p.48 ; Appendices --- p.50 ; Bibliography --- p.64

Fu Gang. ; Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. ; Includes bibliographical references (leaves 71-72). ; Abstracts in English and Chinese. ; ABSTRACT OF THESIS ENTITLED --- p.I ; ACKNOWLEDGEMENT --- p.III ; TABLE OF CONTENT --- p.IV ; LIST OF FIGURES --- p.VII ; LIST OF TABLES --- p.VIII ; Chapter CHAPTER 1 --- INTRODUCTION --- p.1 ; Chapter 1.1 --- A Third-party E-commerce Logistics Center in Need --- p.1 ; Chapter 1.2 --- Difficulty in Designing the Logistics Center --- p.2 ; Chapter 1.3 --- AHP and ANP --- p.3 ; Chapter 1.4 --- Scope of the Study --- p.4 ; Chapter 1.5 --- Organization of the Thesis --- p.5 ; Chapter CHAPTER 2 --- BACKGROUND AND LITERATURE REVIEW --- p.7 ; Chapter 2.1 --- Third-party E-commerce Logistics Center --- p.7 ; Chapter 2.2 --- "Government, Investors, and Users" --- p.8 ; Chapter 2.3 --- Center Design --- p.11 ; Chapter 2.3.1 --- Information and Physical Infrastructure --- p.11 ; Chapter 2.3.2 --- Ownership Arrangement --- p.12 ; Chapter 2.3.3 --- Design Alternatives --- p.13 ; Chapter 2.4 --- Evaluating Design Alternatives --- p.17 ; Chapter CHAPTER 3 --- AHP MODEL --- p.19 ; Chapter 3.1 --- Introduction of AHP --- p.19 ; Chapter 3.2 --- AHP Models for Government --- p.20 ; Chapter 3.2.1 --- Benefit to Government --- p.20 ; Chapter 3.2.2 --- Cost to Government --- p.23 ; Chapter 3.2.3 --- Risk to Government --- p.24 ; Chapter 3.3 --- AHP Models for Investors --- p.25 ; Chapter 3.3.1 --- Benefit to Investors --- p.25 ; Chapter 3.3.2 --- Cost to Investors --- p.28 ; Chapter 3.3.3 --- Risk to Investors --- p.29 ; Chapter 3.4 --- AHP Models for Users --- p.32 ; Chapter 3.4.1 --- Benefit to Users --- p.32 ; Chapter 3.4.2 --- Cost to Users --- p.34 ; Chapter 3.4.3 --- Risk to Users --- p.36 ; Chapter CHAPTER 4 --- RISK SHARING IN CENTER DESIGN ´ؤ USING AHP MODEL --- p.38 ; Chapter 4.1 --- "Solution Methodology of Aggregating Benefit, Cost and Risk in AHP" --- p.38 ; Chapter 4.2 --- Aspects in Determining an Agreeable Solution --- p.40 ; Chapter 4.3 --- Sensitivity ...