| LDR | | 02147nmm uu200409 4500 |
| 001 | | 000000333390 |
| 005 | | 20240805172934 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438382305 |
| 035 | |
▼a (MiAaPQ)AAI10816853 |
| 035 | |
▼a (MiAaPQ)uiowa:15798 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
| 082 | 0 |
▼a 658 |
| 100 | 1 |
▼a Ying, Jie. |
| 245 | 10 |
▼a Essays on Investment and Risk Management. |
| 260 | |
▼a [S.l.] :
▼b The University of Iowa.,
▼c 2018 |
| 260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
| 300 | |
▼a 147 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 80-02(E), Section: A. |
| 500 | |
▼a Adviser: David S. Bates. |
| 502 | 1 |
▼a Thesis (Ph.D.)--The University of Iowa, 2018. |
| 520 | |
▼a In this dissertation, I consider a range of topics in investment and risk management. I seek to understand several existing yet puzzling phenomena from a theoretical perspective. |
| 520 | |
▼a In the first chapter, we study the optimal insurance demand of a risk- and ambiguity-averse consumer if contract nonperformance risk is perceived as ambiguous. Ambiguity lowers optimal insurance demand and the consumer's degree of ambiguity aver |
| 520 | |
▼a In the second chapter, we address an ongoing debate on pension investment policy: should defined-benefit corporate pension plans invest aggressively in risky securities or completely de-risk their assets? In our model, firms maximize shareholder |
| 520 | |
▼a In the third chapter, I model the shadow banking mechanism and discusses its functionality of risk sharing and its impact on financial instability. In equilibrium, the shadow banking becomes more active when investors perceive higher expected re |
| 590 | |
▼a School code: 0096. |
| 650 | 4 |
▼a Finance. |
| 690 | |
▼a 0508 |
| 710 | 20 |
▼a The University of Iowa.
▼b Business Administration. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 80-02A(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0096 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998296
▼n KERIS |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a 관리자 |