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Browsing Theses and Dissertations by Issue Date

Browsing Theses and Dissertations by Issue Date

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  • ENHANCED PORTFOLIO OPTIMIZATION 
    Kylyshbek, Yestay (Nazarbayev University, Graduate School of Business, 2021-12-21)
    Portfolio optimization ought to provide investors with an asset allocation strategy that outperforms the market. As a foundation of all portfolio optimization strategies, standard mean-variance optimization (MVO) strategy ...
  • REVERSAL OVERLAY FROM COMMODITY FUTURES 
    Sotsialkhan, Dosbol (Nazarbayev University, Graduate School of Business, 2021-12-21)
    This study gets insight from a recently published article which finds out the predicting role of the “CFEAR” in the commodity futures market. It becomes interesting for me to check its robustness in a longer period. Due ...
  • IS THERE EVIDENCE OF MARKET MANIPULATION ON THE KASE? 
    Zhuleuov, Zhanbolat (Nazarbayev University, Graduate School of Business, 2021-12-21)
    Kazakhstan stock exchange belongs to the category of the frontier market and the regulatory framework requires continuous development to preserve market integrity in this market. Even though there is no commonly accepted ...
  • EMPIRICAL STUDY OF THE ROLE OF CREDIT INFORMATION, FINANCIAL SECTOR OUTREACH, AND DATA LOCALIZATION POLICY ON TAX EVASION. 
    Kurmanbay, Alibek; Alibek, Bolat (Graduate School of Business, 2022-12-14)
    Tax evasion is a serious problem in both developed and developing countries. In our study, we want to show that banking outreach and the depth and quality of credit information systems play an important role in decreasing ...
  • EMPIRICAL DISTRIBUTION OF STOCK RETURNS IN KZ MARKET 
    Zhakipzhanov, Adilzhan (Nazarbayev University, Graduate School of Business, 2022-12-14)
  • SELECTING A BOND PRICING MODEL FOR TRADING IN KAZAKHSTAN 
    Abdygaliyev, Azamat; Saktassynov, Yerassyl (Nazarbayev University, Graduate School of Business, 2022-12-14)
    In this research, we fit term structure models of the interest rates to cross-sections of government bonds in Kazakhstan and investigate whether we can use the pricing errors as indicators of mispricing. We test whether ...
  • STOCK PRICE CRASH RISK AND CYBERSECURITY EXPOSURE 
    Token, Akmaral (Nazarbayev University, Graduate School of Business, 2022-12-14)
    Prior literature attributes stock price crash risk to managers hiding or personally absorbing firm-specific negative information from investors. Managers hide information in the 10-K reports which lead to stock price crashes ...
  • AN ANALYSIS OF CREDIT DECISIONS FOR CONSUMER LOANS ON AN ONLINE PLATFORM USING TRADITIONAL AND MACHINE LEARNING TECHNIQUES 
    Kuandykova, Symbat (Nazarbayev University, Graduate School of Business, 2022-12-21)
    This paper is aimed to analyse the secondary bank credit scoring mechanism using the historical data of the existing loan applications of the borrowers through traditional logistic regression and machine learning techniques. ...
  • COMING BACK HOME: POSTMEMORY IN NOVELS BY ALEXANDER CHUDAKOV, KATJA PETROWSKAJA, AND MARIA STEPANOVA 
    Mektepbayeva, Zhanel (Nazarbayev University School of Sciences and Humanities, 2023-11-27)
    This study explores postmemory as a way of “coming back home” to one’s roots and reimagined identity. It is particularly important within the context of the recent turn to prioritizing personal memories over the official, ...