Theses/Dissertations from 2025
Development of an active equity fund portfolio using the Markov Chain Monte Carlo optimization model as a strategic allocation strategy, Maricon R. Aguibiador
Private equity: Design and performance analysis in Philippine retail investment in portfolio optimized using hierarchical risk parity approach, Richard Lei P. Canete
Weather index-based insurance as an alternative risk transfer instrument against drought for palay farmers in Luzon, Rafaelle Luigi E. Dato
Assessing the sensitivity of the Philippine financial index to macroeconomic fluctuations: An empirical analysis (2009–2024), Mark Anthony V. Tala
Theses/Dissertations from 2024
Factors affecting variable universal life insurance investment intention: A consumer behavior theory perspective in the pre-pandemic era, Roxanne Gail P. Abuan
Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis, Rosemarie M. Antonio
Empirical study on the effect of ESG score on select equity portfolio in China (2013-2023), Jian Chen
A comparative evaluation of select cryptocurrencies and precious metals as alternative investments during a market turmoil, Celso D. Morada Jr
Theses/Dissertations from 2023
Hierarchical risk parity portfolio design of traditional risky assets and cryptocurrencies in the Philippines, Jan Marie Claire J. Edra
Modelling green sukuk in the ASEAN Region - Philippines, Princess Riza G. Ong
Modelling the financial performance of large cooperatives in National Capital Region, Philippines, thru capital structure optimization, Fe Argente Parone
Theses/Dissertations from 2022
Design and performance analysis of an equity ESG best-in-class fund in the Philippine stock market, Pablo Cesar Espinoza Lafuente
Optimizing portfolio performance in the Philippine financial markets using smart-beta, Rosel Delmo Lauzon
Application of Markovian switching model and mean-variance analysis in dynamic allocation strategy for exchange traded funds, Justin Alfred Vigo Palino
Analysis on the factors affecting the sales performance of the top performing agents of the selected insurance companies of the Philippines, Lloyd Villarosa
A long-term memory study of BRICS returns in the stock market, Qianxiang Xu
Theses/Dissertations from 2021
Estimating the excess value of listed Philippine holding companies using panel data econometric techniques, Chris Helbert M. Matute
Understanding the detection of high frequency trading in the Philippine setting: Analyzing the effect of price liquidity and price volatility, John Paul S. Tanyag
