Market risk

The paper proposed several recommendations to rebuilding the swine herd in order to address the issues and overcome the challenges, mainly focus on improving sow quality, market information and linkages, good practices in production, training for labor, and address environmental issues.

13p vibecca 01-10-2024 2 2   Download

In this paper, several IAA farming systems practiced in Vietnam are described, and their impacts are also reviewed. It is speculated that in developing countries like Vietnam, the IAA farming system should be targeted for support as a sustainable food safety model and a form of ecosystem-based technology to reduce environmental impacts, adapt to climate change, help avoid risks from market fluctuation, and increase incomes in comparison with monoculture farming.

8p vibecca 01-10-2024 3 2   Download

Liquidity risk, which tends to compound other risks such as credit and market risks, has become one of the principal risks in banks. Thus, this study examined the determinants of liquidity risk measured by the loan deposit ratio (LDR).

9p vibecca 01-10-2024 2 2   Download

This study explored the factors affecting members’ satisfaction with the quality of support activities of cooperatives using data collected from 301 members of horticultural cooperatives in Son La province. The study applied the SEVERQUAL concept and cooperative principles to develop the research model.

14p vibecca 01-10-2024 2 1   Download

In Vietnam, digital transformation has been considered as the leading strategy of commercial banks, especially in terms of credit risks. Therefore, they must identify how their digital transformation affects their credit risks to maintain effective operation and steady growth in a complex and changing market environment.

12p viormkorn 27-09-2024 4 2   Download

The current research examines the relationship of the Entrepreneurial supply chain dimensions (proactive approach, innovation, risk management and customer focus) with the supply chain strategies (undifferentiated marketing strategy, concentrated marketing strategy and differentiated marketing strategy). The focus of this investigation is to explore the role of adoption of entrepreneurial supply chains in the identification and selection of the appropriate strategy for the target market in the context of general company foe batteries manufacturing.

11p longtimenosee09 08-04-2024 6 0   Download

This thesis represents the first comprehensive study on the performance (raw and risk-adjusted), performance persistence, and market timing ability of the equity funds in Hong Kong Mandatory Provident Funds (MPF) scheme during the period 2001 – 2004. Regardless of the measure used (Jensen single-index alpha measure, Fama-French three-factor alpha measure, and modified Jensen alpha controlled by changes in exchange rates), US equity funds and Pacific-Basin excluding Japan equity funds, are found to consistently underperform relative to the market.

237p runthenight04 02-02-2023 5 2   Download

Work experience is a key factor in hiring decision of managers. However, empirical evidence that early life experience matters is very limited. This thesis fills in the gap by examining how work experience affects managerial performance and managerial style in mutual funds. Using a sample of Chinese fund managers, we find performances and styles vary across managers of different career backgrounds. Notably, managers of research and especially government backgrounds show higher risk adjusted returns while taking on less systematic risk.

161p runthenight04 02-02-2023 6 2   Download

The thesis will attempt to address the following questions: 1. Does the BWS produce superior risk-adjusted returns? 2. Do extreme portfolio trading strategies work in the Australian options market? 3. Can options be combined with equity to generate positive alpha? 4. How can the characteristics of options be used to provide superior returns? 5. Does the rebalancing period matter in the options market? 6. Can equity strategies be extended to the options market?

338p runthenight04 02-02-2023 10 3   Download

The aim of this thesis is: To examine and evaluate commercial property market forecast theory and models used in forecasting market performance; to define and analyse downside risk exposure and strategies to manage risks in a real estate environment; to test the accuracy of commercial property market and economic forecasts and to determine whether they capture downside risks; to analyse and discuss the relationship between property forecast errors and economic forecast errors; to explore the current state of the australian commercial property market forecasting practice and its exposure to ...

403p runthenight04 02-02-2023 9 4   Download

With a view of providing investors with a better understanding of the risk and return relationship in the A-share market over the past decade, this thesis adapts several empirical models to the circumstances in China and conducts four empirical analyses. The analysis is undertaken employing the returns on the Chinese A-share market, the Chinese B-share market and the Hong Kong H-share market together with a series of developed stock markets.

196p runthenight04 02-02-2023 9 3   Download

In this thesis, we will address the following questions: (1) Is Shenzhen stock market efficient? (2) What is the most common violation of market efficiency in the Shenzhen stock exchange? (3) Is noise trading strategy profitable in China? (4) Can fundamental factors explain noise trader risk in Shenzhen stock market? (5) Can finance fundamentals explain overreaction, underreaction or IPE? (6) Do other factors such as financial crisis, seasonality and market sentiment affect noise trader risk?

377p runthenight04 02-02-2023 6 3   Download

The thesis assesses the impact of 3 decisions in financial management of enterprises listed on the stock exchange in Vietnam in an overall and comprehensive manner. Evaluate the law of impact, give recommendations to business managers to improve corporate financial performance.

13p mmlemmlem_124 22-12-2020 33 2   Download

In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification and risk management, we also examine the optimal weights and hedge ratios for oil-stock portfolio holdings with respect to the results.

19p nguyenxuankha_bevandan 13-08-2020 27 2   Download

The thesis is based on the application of the fundamental theory of financial risks, the thesis aims at analyzing financial risks in telecommunications businesses. From there, it implies appropriate policies to control the financial risks of enterprises in order to prevent and minimize financial risks, improve the quality of financial management and business efficiency.

0p cothumenhmong6 17-07-2020 42 1   Download

This work aimed to study and analysis the various risk associated with different environment. The selected method consists of market risks and operating risks.

10p guineverehuynh 18-06-2020 25 4   Download

This article aims at focusing on the facts in the financial series of Foreign Portfolio Investment (FPI) and its determinants. The study considers Exchange Rate, Consumer Price Index, Index of Industrial production, SENSEX, NIFTY and Foreign Exchange Reserve as determinants.

11p guineverehuynh 21-06-2020 17 4   Download

The main objective of the study is to examine the relationships among factors affecting the results of material misstatement risk assessment in financial statement of listed enterprises on the stock market of Vietnam in all three stages: planning, performing and reporting audit.

0p quenchua 28-09-2019 53 3   Download

Analyze and compare the impact of systematical factors such as national risk and banking sector risk on bank’s credit rating between developed markets and emerging markets. Analyze and compare the impact of specific features includes bank size, form of ownership and financial ratios on bank’s credit rating between developed markets and emerging markets.

33p quenchua 28-09-2019 37 3   Download

This thesis aimed to identify the approaches with the most academic impact and to explain them in greater detail. Hence, models of each category were chosen and compared. The non-parametric models were represented by the historical simulation, the parametric models by GARCH-type models (GARCH, RiskMetrics, IGARCH, FIGARCH, GJR, APARCH and EGARCH) and the semi-parametric models by the Monte Carlo simulation. The functional principle of each approach was explained, compared and contrasted.

140p nguyenyenyn117 18-06-2019 41 5   Download