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- 2011
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Mark
Testing The Black- Litterman Model: Sensitivity of Weight Vector to the Variance of Views
- Master (Two yrs)
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Mark
The Macroeconomic Factors and The Returns of Stock
- Master (Two yrs)
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Mark
Risk Management in Corporate Loan Portfolio - Default Correlation
- Master (Two yrs)
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Mark
Oil Volatility Spillovers to the US and EU industries
- Master (Two yrs)
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Mark
Hedging Foreign Exchange Risk - An Evaluation of the Optimal Hedge Ratio Determined by VaR
- 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)
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Mark
The Equity Premium Puzzle post the Financial Crisis
- Master (Two yrs)
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Mark
Momentum and Contrarian Trading Strategies: Evidence from the Chinese stock market 2000-2010
- Master (Two yrs)