Timoner Lledó, Pere (Date of defense: 2016-11-08)
This thesis concerns itself with the study of situations in which a group of agents lay separate claims to a scarce resource. These situations are as old as the discipline of economics itself; indeed, ...
Atay, Ata (Date of defense: 2017-03-10)
This dissertation covers the study of assignment problems in a game theoretical framework, focusing on multi-sided assignment games and stability notions. In Chapter 2, we provide some preliminaries ...
Costa Cor, Mª Teresa (Date of defense: 2015-11-20)
El trabajo se centra en el estudio de metodologías estadísticas para la solución de problemas reales de las carteras de seguros no vida. Se describe a nivel teórico el Modelo Lineal Generalizado, que ...
Martínez Buixeda, Raül (Date of defense: 2016-01-15)
La expansión de la industria de los hedge funds a lo largo del presente siglo ha sido extraordinaria, especialmente hasta el estallido de la crisis subprime. Según estimaciones de HFR publicadas por ...
de Paz Monfort, Abel (Date of defense: 2012-01-18)
In Chapter 2 we extend the heterogeneous discounting model introduced in Marín-Solano and Patxot (2012) to a stochastic environment. Our main contribution in this chapter is to derive the DPE providing ...
Robles Jiménez, Francisco Javier (Date of defense: 2017-06-09)
This thesis is devoted mainly to the study of assignment problems in two- sided markets. The thesis is divided into three parts. The underlying objective of this division is to provide different ...
Gil Doménech, Maria Dolors (Date of defense: 2013-12-13)
La tesis consiste en la proposición de una metodología para la búsqueda de caos vía el análisis de atractores, con el objetivo de determinar si diversas series financieras presentan comportamientos ...
Yusoff, Binyamin (Date of defense: 2017-04-18)
The complexity of financial analysis, particularly on selection process or decision making problems, has increased rapidly over several decades. As a result, much attention has been focused on developing ...