Browsing Theses by Subject "Finance"
Now showing items 1-5 of 5
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Financial Fraud: A Game of Cat and Mouse
(University of Waterloo, 2010-06-11)This thesis models rational criminals and regulators with flawed incentives. In it we develop a rational model of crime and regulation that we use to show the SEC's current incentive structure is ineffective at preventing ... -
Inverse Problems in Portfolio Selection: Scenario Optimization Framework
(University of Waterloo, 2011-10-27)A number of researchers have proposed several Bayesian methods for portfolio selection, which combine statistical information from financial time series with the prior beliefs of the portfolio manager, in an attempt to ... -
News Management and Earnings Management around Accelerated Share Repurchases
(University of Waterloo, 2017-09-27)There has been a growing trend in accelerated share repurchases (ASRs) in the last decade. ASRs are an alternative to commonly used open market repurchases (OMRs). In an ASR, a firm commits itself to repurchasing an announced ... -
Optimal Trading Strategies for an Asset with Disordered Return
(University of Waterloo, 2015-09-18)We explore various trading strategies from a mathematical and practical perspective. Using a geometric Brownian motion with a disorder to model asset price bubbles, we apply this model to multiple periods and explore the ... -
Storage Matters: Managing Grain, Securing Finance, and Building Markets
(University of Waterloo, 2016-06-15)This dissertation analyzes the nexus of agriculture and finance, specifically the mediating role of grain storage. How grain markets are organized and governed is foundational to food security. Hundreds of millions of ...