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- 2011
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Mark
Performance of exchange-traded funds during the financial crisis
- Master (Two yrs)
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Mark
Profitability of Momentum Strategies Around the World
- Master (One yr)
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Mark
Is an Optimal Currency Area an Optimal Portfolio?
- 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)
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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)