Theses/Dissertations from 2022
Optimizing portfolio performance in the Philippine financial markets using smart-beta, Rosel Delmo Lauzon
Analysis on the factors affecting the sales performance of the top performing agents of the selected insurance companies of the Philippines, Lloyd Villarosa
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
Theses/Dissertations from 2018
The savings and investment behavior of selected personnel of the Philippine Army, Little Rose Ann C. Abutin
The efficiency model of the insurance industry in the Philippines, Ali Hamoud Almutairi
The application of loss modeling in pricing for group health insurance in the Philippines, Soleil G. Baria
Dimensions of bank capital regulation and integration: An analysis of the effects and determinants of capital adequacy of ASEAN5, Roma Adnexa R. Casubha
An empirical analysis of Universal Robina Corporation's financial plan, Jennelyn A. Jurado
Yield curve estimation in the Philippine secondary bond market, Aldrean M. Mendoza
Development of a trend-tracking dynamic fund-of-index-funds, Kyle Tan
Theses/Dissertations from 2017
Application of block maxima and PoT on the market risk exposure of PHP/USD, Mary Cliedy Angelie I. Bersola
Exploring duration-based methods of estimating interest rate sensitivity of bonds: With application in the Philippine government bond, Nancy Grace F. Busto
An empirical study on the performance of fundamental indices vs. traditional market capitalization-weighted indices as applied to the Philippine stock market: A smart beta strategy application, Maria Carmela Calaquian
Finding the right one: The determinants of general insurers profitability, Niño Datu
A panel data econometric approach to Real Exchange Rate (RER) as a signaling early warning indicator of currency crisis in ASEAN Region, Raymond H. Gonzales
Determinants of Republic of the Phillippines (ROP) bond spread movements and implications to sovereign bond trading, Ma. Carla Angelyn B. Reyes
The bigger, the better: A robust Philippine non-life insurance industry bolstered by efficient insurer taxation rates, Ribomapil C. Yuvienco
Theses/Dissertations from 2016
USDPHP dual currency option bond: A financial instrument for investment with applications for hedging, Kashmirr Ibañez Camacho
Theses/Dissertations from 2015
Introduction of Shariah-compliant Exchange Traded Fund: A financial product for the Philippines Stock Exchange, Mark Angelo Tablante Alcantara
The first exchange traded fund in the Philippines: How close is its performance versus existing Philippine index funds to the Philippine Stock Exchange index, Joan Lein D. Morales
Performance of Philippine equity portfolios under value-at-risk and expected shortfall frameworks, Eden S. Sewane
Artificial neural network: An alternative in forecasting the Philippine Stock Exchange Index (PSEi), Mar Andriel S. Umali
Theses/Dissertations from 2014
Optimizing asset management portfolio performance in the Chinese stock markets using the black-litterman model, Xingmei Jin
Theses/Dissertations from 2013
Introduction of securitized non-life risk portfolios: Insurance-linked securities for the Philippine market, Earl Anthony Carlos T. Malvar
A study on the effect of demographic risk to the sustainability of the Philippine National Health Insurance Program, Mark Laurence Andrada Marquez
Value at risk for Philippine fixed income market, Joshanna Mae Carteciano Rodriguez
Theses/Dissertations from 2012
Application of multivariate GARCH in the minimum variance optimization of a multi-currency sovereign bond portfolio, Anne Catherine Guevara Hernandez
Theses/Dissertations from 2009
Assessing the market efficiency of the Philippine bond market: An empirical study, Redentor Paolo Mansor Alegre
Analysis on the foreign exchange return performance using hurst exponent as an investment tool, Carlo Edward Uson Berroya
Volatility of mutual fund return, GARCH modeling and value at risk, Chiang Chung Hsuan
Forecasting and comparing the volatility of global government bond indices during 1998-2008, William Wayne Tiu Quesang
A study on the sensitivity of stock options' premium to changes in the underlying stock's dividend yield, Christian Paolo Eusebio Romagos
Theses/Dissertations from 2008
Default recovery rate swaptions: A financial engineering instrument to transfer post-default recovery rate risk, Milkos Patrick B. Zalameda
Theses/Dissertations from 2000
Adding stop loss provisions to an HMO administrative services package, Ildemarc Cruz Bautista
An investment selection model using multiple discriminant analysis on financial ratios of Philippine listed companies, Margarita P. Cabardo
