• Corporate bond market clientele 

  Manolache, Robert (2018)

  This thesis consists of two essays that explore research questions related to corporate bond market clientele. In the first essay, I examine the investment behaviour of corporate bond mutual funds, the fastest-growing ...

• Essays on naive diversification 

  Li, Bowei (2018)

  The mean-variance model pioneered by Nobel laureate Harry Markowitz is the foundation of modern portfolio theory, and is widely applied in asset allocation and active portfolio management. However, the naive 1/N diversification ...

• An examination of alternative option hedging strategies in the presence of transaction costs 

  Chow, Vicky Siew See (2017)

  Substantial progress has been made in developing option hedging models that account for transaction costs. Previous analyses of option hedging strategies in the presence of transaction costs use a Monte Carlo simulation ...

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