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- 2011
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Mark
Dynamic optimal hedge ratios: Evidence from Asian stock futures markets
- Master (One yr)
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Mark
Conditional Heteroscedastic Cointegration Analysis with Structural Breaks - A study on the Chinese stock markets
- Master (One yr)
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Mark
The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
- Master (One yr)
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Mark
How informative are bank stress tests? - Bank opacity in the European Union
- Master (One yr)
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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)
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Mark
Corporate credit spreads and the Financial Accelerator Mechanism: Differentiating between credit rating, time to maturity and industry sector
- Master (One yr)
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Mark
Portfolio Pricing with Measures of Conditional Skewness and Kurtosis
- Master (One yr)
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Mark
Assessing the default risk of Chinese public companies in the energy industry with the KMV model
- Master (One yr)
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Mark
A quantitative analysis of Nordic hedge fund performance during changing market conditions
- Master (One yr)