Browsing Bachelor Thesis - Mathematics by Author "Anh, Nguyen Phuong"
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Banking efficiency with risk control variables using data envelopment analysis and malmquist index
Huy, Luong Trong Duc (International University - HCMC, 2017)This paper is a study about Conditional Value at Risk (CVaR) concept which is widely known as an efficient instrument for measuring the amount of loss and also constructing an optimal portfolio. Based on the crucial objective ... -
The impacts of free float on liquidity and stock price: Case study of 100 listed firms on Ho Chi Minh stock exchange
Giang, Tran Tuyet (International University - HCMC, 2017)This paper investigates the effect of the free float ratio (FFR) on stock return, price volatility, and trading activity in the Ho Chi Minh Stock Exchange (HOSE). In this study, information was collected about 100 companies ... -
Stress testing of Vietnamese commercial banks using var model, panel regression and simulation
Tram, Nguyen Thi Ngoc (International University - HCMC, 2017)This thesis determines to be concerned with stress testing at the macro level with changes in the economic situations .In recent years, especially after the global financial crisis in 2008, stress testing has been more ... -
Target risk of portfolios with return constraints: Optimization of conditional value at risk
Linh, Huynh Thi My (International University - HCMC, 2017)This paper is a study about Conditional Value at Risk (CVaR) concept which is widely known as an efficient instrument for measuring the amount of loss and also constructing an optimal portfolio. Based on the crucial objective ...