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- 2011
-
Mark
Testing The Black- Litterman Model: Sensitivity of Weight Vector to the Variance of Views
(
- Master (Two yrs)
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Mark
CONTINUOUS TIME PROCESSES IN TIMES OF CRISIS: THE CASE OF GBM AND CEV MODELS
(
- Master (Two yrs)
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Mark
The Intraday Dynamics of Stock Returns and Trading Activity: Evidence from OMXS 30
(
- Master (Two yrs)
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Mark
Hedging with Gold Futures: Evidence from China and India
(
- Master (Two yrs)
-
Mark
The Macroeconomic Factors and The Returns of Stock
(
- Master (Two yrs)
-
Mark
Risk Management in Corporate Loan Portfolio - Default Correlation
(
- Master (Two yrs)
-
Mark
Oil Volatility Spillovers to the US and EU industries
(
- Master (Two yrs)
-
Mark
Hedging Foreign Exchange Risk - An Evaluation of the Optimal Hedge Ratio Determined by VaR
(
- Master (Two yrs)
-
Mark
Model-based Analysis of Individual Decision Making in the DNB Household Survey
(
- Master (One yr)
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Mark
Default Risk in Equity Returns
(
- Master (Two yrs)