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Lee, Maikel (author)
This research investigates the potential impact of blockchain based start-up crowdfunding. The emergence of blockchain and cryptocurrencies paved the way for a more decentralized finance system which offers alternative funding opportunities for start-ups. The scope of the research is to analyze the benefits and drawbacks of blockchain based...
master thesis 2023
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Bodnar, Taras (author), Ivasiuk, Dmytro (author), Parolya, N. (author), Schmid, Wolfgang (author)
In this paper, we derive an analytical solution to the dynamic optimal portfolio choice problem in the case of an investor equipped with a power utility function of wealth. The results are established by solving the Bellman backward recursion under the assumption that the vector of asset returns follows a vector-autoregressive process with...
journal article 2023
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Taylor, Zac (author), Knuth, Sarah E. (author)
Amidst growing concerns about climate risks to the U.S. housing markets, strategies to physically retrofit homes are gaining attention—including within debates over how to resolve intersecting crises of housing re/insurability and affordability in highly exposed sites like Florida. We consider an important but under-studied example of this ...
journal article 2023
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Knuth, Sarah (author), Cox, Savannah (author), Zavareh Hofmann, Sahar (author), Morris, John (author), Taylor, Zac (author), McElvain, Beki (author)
As intensifying climate-related disasters strike cities across the United States, they are provoking rising concern for the stability of the U.S. housing market and broader financial system. How homeowners, mortgage lenders, federal institutions/regulators, and investors will variously encounter and manage climate risk is an urgent question...
journal article 2023
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Öhlschläger, Youri (author)
Changing the way of power production on a Floating, Production, Storage, and Offloading (FPSO)<br/>system by using renewable power can contribute to reducing an FPSO’s carbon footprint while operating. Bluewater Energy Services is interested in the use of a wind turbine placed on top of an<br/>FPSO, to power the FPSO’s internal electricity grid....
master thesis 2022
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Oil Spaces traces petroleum’s impact through a range of territories from across the world, showing how industrially drilled petroleum and its refined products have played a major role in transforming the built environment in ways that are often not visible or recognized. Over the past century and a half, industrially drilled petroleum has...
book 2021
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Bodnar, Taras (author), Dmytriv, Solomiia (author), Okhrin, Yarema (author), Parolya, N. (author), Schmid, Wolfgang (author)
In this paper, using the shrinkage-based approach for portfolio weights and modern results from random matrix theory we construct an effective procedure for testing the efficiency of the expected utility (EU) portfolio and discuss the asymptotic behavior of the proposed test statistic under the high-dimensional asymptotic regime, namely when...
journal article 2021
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Bacci di Capaci, G. (author)
The bond market is affected by the shortage of liquidity problem, which means that many bonds are not frequently traded. This implies that market data for these bonds are missing. This lack of data represent a problem for financial risk measures such as Value at Risk (VaR). This research provides the framework for the construction of a proxy...
master thesis 2020
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Itza de Miguel, Mariana (author)
Money is a key element in people’s overall well-being (Abey &amp; Ford, 2008). Young adults are behaving very differently towards finances compared to previous generations (Williams et al, 2010). In addition, young adults have little trust on financial institutions and no one to turn to for actionable advice (Deloitte Millennial Survey, 2019)....
master thesis 2020
document
Werker, C. (author)
Recent disruptions caused by the digital age and increasing calls for Responsible Research and Innovation have overturned supposed certainties of how to assess research and innovation. This paper shows that: (1) Responsible Research and Innovation requires a system approach; and (2) digital transformation brings additional complications and...
book chapter 2020
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Rameckers, Wouter (author)
INNOPAY is an Amsterdam bases consultancy that focusses on ‘transactions. They are founded in 2002 with financial transactions as their main focus. Today, they have shifted their core business to ‘data’ as every form of transaction. INNOPAY is led by the belief “everything transaction” which is translated in into an award-winning same-titled...
master thesis 2019
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Chen, Yue (author)
Artificial intelligence (AI) has come to the fore and is now expected to be one of the most disruptive technologies. It is easy to tell that AI will become pervasive in our everyday life. However, people still lack confidence in AI. Since trust is crucial in the development and acceptance of AI, it is essential to design for proper trust in the...
master thesis 2019
document
Mulder, Justin (author)
This thesis develops a method to forecast the cash flows that determine the value of an enterprise. From a control engineers perspective, three stages arise to develop such a method: the research, the system and the control part. The research part presents the results of a control theoretic analysis of PricewaterhouseCoopers’ (PwC) valuation...
master thesis 2019
document
Dijkstra, Sjoerd (author)
In this work we set out to determine the impact, if any, of the analysis of news on stock price prediction, that is, are we able to predict stock movements more accurately on a consistent basis than a proposed baseline or random guessing on the basis of news’ text analysis. We considered a methodology to be more accurate if its success rate is...
bachelor thesis 2019
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Lei, Jimmy (author)
Today’s land grabs are a continuation of past imperialist desires, with a clear distinction that today’s capitalist domination is associated with the transnationalisation of the class structure and ignores the ethnicity and civility narratives of the sixteenth to the nineteenth centuries. This investigation will establish that the desire of the...
master thesis 2019
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Comans, Martijn (author), de Haas, Olav (author), Oudejans, Daan (author), de Smidt, Emiel (author)
There is a lot involved in providing a loan as a company, mostly in terms of legalities and risk management. As a lender it is important to have a clear record of the customers applying for a loan, as this helps assessing the risk that comes with providing a loan. Furthermore, it is required by law to know who it is that you are providing a loan...
bachelor thesis 2019
document
Guise, Juliette (author)
In this thesis, several compound options and a real option application will be valued. First, an introduction to real options and our application will be given and bridges between financial and real options will be established. Then, an asset price model will be introduced which will be used throughout the whole thesis to value options, and...
bachelor thesis 2019
document
Bodnar, Taras (author), Dmytriv, Solomiia (author), Parolya, N. (author), Schmid, Wolfgang (author)
In this paper, we construct two tests for the weights of the global minimum variance portfolio (GMVP) in a high-dimensional setting, namely, when the number of assets p depends on the sample size n such that p/n → c ϵ (0, 1) as n tends to infinity. In the case of a singular covariance matrix with rank equal to q we assume that q/n → c ϵ (0, 1...
journal article 2019
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Mohamed, Zakaria (author)
Within the field of construction management &amp; engineering are upcoming cities investigated on how they achieved economic development and how they increased the quality of life by using the phenomena of city branding as development tool. By doing so (city branding), cities hope to get a better position on the global market to attract...
master thesis 2018
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Leeuwestein, Linda (author)
In this research, the returns of four cryptocurrencies (Bitcoin, Litecoin, Ripple and Ethereum) were analyzed in order to answer the following research question: “How do the returns of Bitcoin and other altcoins behave over time, and what can we say about extreme values for losses and profits?” With respect to volatility, cryptocurrencies can...
bachelor thesis 2018
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