Essays in Empirical Finance: Evaluating Risk in FinancialMarketsBy Alysa V. ShcherbakovaThis dissertation is comprised of two parts, each addressing animportant type of financial risk. The first part is composed of anessay discussing Market Risk. This essay examines a causalrelationship between...

Typically an investor incurs risk by issuing a contingent claim. She can try to reduce this risk by trading in the underlying asset according to a strategy which is in some sense appropriate. In an incomplete financial market there usually are several meaningful choices for the determination of...

Pacific Northwest laboratory (PNL) conducted an intercomparison study of the Fission Product phantom and the bottle manikin absorption (BOMAB) phantom for the US Department of Energy (DOE) to determine the consistency of calibration response of the two phantoms and their suitability for...

Structural system identification methods are analytical techniques for reconciling test data with analytical models. The response data frequently used to compare a finite element model and test data are the eigenvalues of the system. However, eigenvalues alone cannot assure an adequate model....

The research program encompasses: reviewing calibration standards, regulations, and handbooks; assuring that calibration procedures used are in agreement with technically accepted methods; maintaining basic radioactive sources and instruments that serve as radiological standards; and providing...

The European tomato market is characterised by a constant process of dynamic adjustment toward the equilibrium. Furthermore, Canary tomato exports cause a high seasonal impact on market prices in the winter period. In these circumstances, an adequate distribution of shipments throughout the...

This dissertation consists of three essays which are all devoted to the credit risk of non-financial companies and follow the so-called “structural approach”. In the first chapter I propose a new structural model, which tries to focus on three specific aspects, which, I argue, are especially...

Central to the explosive growth of the Internet has been the desire of dispersed buyers and sellers to interact readily and in a manner hitherto impossible. Underpinning these interactions, auction pricing mechanisms have enabled Internet transactions in novel ways. Despite this massive...

Using a model selection approach, this thesis proposes a constructive data-and-theory-combined procedure to identify model structures in the framework of a linear simultaneous equations system based on observed data. A model structure is characterized by restrictions on the structural...

University of Minnesota Ph.D. dissertation. June 2010. Major: Business Administration. Advisors: George John and Om Narasimhan. 1 computer file (PDF); ix, 160, appendices p. 142-160.