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

The effect of the interaction of fiscal and monetary policy on the performance of the financial markets and the operating profitability of the banking industry: An economy wide analysis using structural vector autoregression (SVAR), Jose B. Jao III


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

Relationship of stock prices, foreign exchange, interest rate, money supply and its Impact on portfolio performance in Indian and Chinese stock markets, Yanan Feng

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

Expected return and volatility spillover among the stock markets of the Philippines, ASEAN, China, Japan, EU and US: Multivariate GARCH-BEKK approach and its use in dynamic portfolio optimization, Manuelito F. Co

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


What motivates bank consolidation?: An analysis of the drivers of the mergers among Philippine universal and commercial banks during the period 2001 to 2006, Jonathan Lim Uy

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