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Displaying 1 - 2 of 2
THE PERFORMANCE OF COMPANIES AND CASH HOLDINGS DURING THE CRISIS – CHINA EVIDENCE
MSc in Finance Project-Simon Fraser University
Author: Jiang, Zhihao, Author: Liu, Shu
Date created: 2014-12
Sparse Multivariate Reduced-Rank Regression with Covariance Estimation
Author: Halani, Khalif Aly
Date created: 2016-12-14

Date created

Resource type

  • Graduating extended essay / Research project (2)

Collection

  • Beedie School of Business: Segal Graduate School Final Projects (1)
  • Statistics and Actuarial Science Theses (1)

Scholarly level

  • Graduate student (Masters) (2)

Author

  • Halani, Khalif Aly (1)
  • Jiang, Zhihao (1)
  • Liu, Shu (1)

Thesis Advisor

Peer reviewed?

  • No (1)

Keywords

  • (-) Multivariate Regression (2)
  • Cash holding (1)
  • China (1)
  • Corporate Valuation (1)
  • Covariance Estimation (1)
  • Financial crisis (1)
  • LASSO (1)
  • Reduced-Rank (1)
  • Tobin’s Q (1)
  • Variable selection (1)
  • simulation (1)

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