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2018
Mark Comparing Portfolio Optimization Models
Wirenholt, Tim ^LU (2018) EXTM10 20172
Department of Economics
- Master (Two yrs)
2014
Mark European Investor Currency Hedging: Forwards or Options in International Portfolios
Xu, Yan ^LU (2014) NEKP02 20141
Department of Economics
- Master (Two yrs)
2012
Mark Risk Measures - from theory to an empirical study over time
Lingnardz, Hampus ^LU (2012) NEKH01 20112
Department of Economics
- Bach. Degree
2010
Mark Portfolio Optimization -The Mean-Variance and CVaR approach
Fagerström, Sixten ^LU and Oddshammar, Gustav (2010) NEKM03 20101
Department of Economics
- Master (One yr)
Mark Exploring the properties of CVaR and Mean-Variance for portfolio optimization
Bengtsson, Peter ^LU (2010) NEKM01 20102
Department of Economics
- Master (One yr)
2005
Mark Comparing Mean-Variance and CVaR optimal portfolios, assuming bivariate skew-t distributed returns
Wohlfart, Peter and Nossman, Marcus (2005)
Department of Economics
- Master (One yr)

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