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2025
Mark Portfolio risk and performance evaluation using a combination of GARCH and stochastic volatility models with constant and dynamic correlation structures
Persson, Hampus ^LU (2025) In Master's Theses in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
2024
Mark Portfolio Optimization using Deep Reinforcement Learning models
Hedlund, Jesper ^LU (2024) NEKP01 20241
Department of Economics
- Master (Two yrs)
Mark How much do you need to care about ESG investing in the Nordics?
Alla, Amanda ^LU (2024) NEKH02 20232
Department of Economics
- Bach. Degree
2020
Mark Green Portfolio: Optimization under environmental constraints
Wachtmeister, Wilhelm ^LU and Smith, Rutger (2020) NEKH03 20192
Department of Economics
- Bach. Degree
2018
Mark Asset and Liability Management: Optimization using Least-Squares Monte Carlo
Brandel, Sanna (2018) In Master's Theses in Mathematical Sciences MASM01 20181
Mathematical Statistics
- Master (Two yrs)

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