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- 2011
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Mark
Conditional Heteroscedastic Cointegration Analysis with Structural Breaks - A study on the Chinese stock markets
(
- Master (One yr)
-
Mark
The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
(
- Master (One yr)
-
Mark
How informative are bank stress tests? - Bank opacity in the European Union
(
- Master (One yr)
-
Mark
Returns on Assets and Returns on Stocks: Based on Swedish Market
(
- Master (One yr)
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Mark
The impact of oil price on stock returns in oil-exporting economies: The case of Russia and Norway
(
- Master (One yr)
-
Mark
Corporate credit spreads and the Financial Accelerator Mechanism: Differentiating between credit rating, time to maturity and industry sector
(
- Master (One yr)
-
Mark
Portfolio Pricing with Measures of Conditional Skewness and Kurtosis
(
- Master (One yr)
-
Mark
Assessing the default risk of Chinese public companies in the energy industry with the KMV model
(
- Master (One yr)
-
Mark
A quantitative analysis of Nordic hedge fund performance during changing market conditions
(
- Master (One yr)
-
Mark
Profitability of Momentum Strategies Around the World
(
- Master (One yr)