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Now showing items 24921-24930 of 28660
Robust Capital Asset Pricing Model Estimation through Cross-Validation
(North Dakota State University, 2018)
Limitations of Capital Asset Pricing Model (CAPM) continue to present inconsistent empirical results despite its rm mathematical foundations provided in recent studies. In this thesis, we examine how estimation errors of ...
Switching Options: The Value of Flexibility Provided by Geographical Diversification
(North Dakota State University, 2014)
The thesis develops a Monte Carlo simulation model with real options to value agricultural-commodity-trading firms' physical assets in relation to their existing networks of physical assets. The option value measured is ...
Developing a Model to Value Germplasm Using Real Options
(North Dakota State University, 2013)
With many varieties of germplasm being developed, it is imperative to the industry that firms decide on a valuation method. This need to include looking at traits of the germplasm, the risk and uncertainty of expected ...
Survival Analysis of Foreclosures by Housing and Neighborhood Characteristics
(North Dakota State University, 2014)
Losing a home affects not only the homeowner but the community at large. This thesis examines both housing and neighborhood characteristics to determine which characteristics have an impact on the speed of the sale of a ...
The Effects of Futures Markets on the Spot Price Volatility of Storable Commodities
(North Dakota State University, 2019)
This thesis examines the relationship between spot prices, futures prices, and ending stocks for storable commodities. We used Granger causality and DAGs to determine causal relationships and cointegration tests to determine ...
Adolescent Food Consumption in Urban China: Factors Influencing BMI and School Meals
(North Dakota State University, 2013)
China’s food consumption patterns are changing as the population becomes wealthier and more urban. As the country ages, today’s adolescents will be tomorrow’s consumers. Few studies have focused on this important ...
Lipoic Acid Supplementation in the Ovariectomized Ewe
(North Dakota State University, 2011)
Inadequate concentrations of progesterone during gestation can result in impaired embryonic growth and losses. These losses may be attributed to an overactive mechanism of progesterone catabolism or improper luteal function, ...
Applying SERF Analysis to Rank Procurement Strategies for a North Dakota Green Field Pea Processor
(North Dakota State University, 2014)
There are many crops grown in North Dakota, but only a few have a futures market for prices and are grown readily throughout the country. The specialty crops in North Dakota display many of the same characteristics such ...
Interest Rate and Commodity Price Impacts on Farm-Level Financials
(North Dakota State University, 2019)
The agriculture industry has been around for hundreds of years. Although farmers and ranchers work every day to put food on the tables of billions of people from all around the world, most agricultural producers require ...
Optimization of Soybean Buying Strategies Using Derivatives
(North Dakota State University, 2017)
The portfolio model of hedging framework, based off Markowitz (1952), is used to determine the best mix of futures, basis, and option contracts to hedge a soybean purchase from PNW 28 weeks in to the future. Eighteen options ...