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2012
Mark Portfolio optimization: The Downside risk framework versus the Mean-Variance framework
Sigmundsdóttir, Hulda ^LU and Ren, Shubiao ^LU (2012) NEKP02 20121
Department of Economics
- Master (Two yrs)
2010
Mark Expected Shortfall as a Complement to Value at Risk - A study applied to commodities
Gerstädt, Filippa ^LU and Olander, Maria (2010) NEKM03 20101
Department of Economics
- Master (One yr)
2007
Mark Om hur en banks value at risk bäst skattas med expected shortfall
Tenland, Thomas (2007)
Department of Economics
- Bach. Degree

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