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- 2011
-
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)
- 2010
-
Mark
Forecasting Volatility - A Comparison Study of Model Based Forecasts and Implied Volatility
(
- Master (One yr)
-
Mark
Equity Market Risk Premium: Emerging and Frontier Markets
(
- Master (One yr)
-
Mark
Portfolio Optimization -The Mean-Variance and CVaR approach
(
- Master (One yr)
-
Mark
Considerations and implications of issuing sovereign bonds: the case of Mongolia
(
- Master (One yr)
-
Mark
Examining the changes in Probability to Default before and during the financial crisis with an industry specific perspective
(
- Master (One yr)
-
Mark
Predicting the default probability of companies in USA and EU during the financial crisis, A study based on the KMV model
(
- Master (One yr)