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- 2022
-
Mark
Fixed Income Securities as a Hedge against Equity Market Downside
(
- Bach. Degree
-
Mark
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
(
- Master (One yr)
-
Mark
Backtesting The Parametric & Non-Parametric Estimates Expected Shortfall
(
- Master (One yr)
- 2021
-
Mark
Backtesting Expected Shortfall
(
- Master (One yr)
- 2020
-
Mark
A comparative study of VaR and ES using extreme value theory
(
- Bach. Degree
-
Mark
Backtesting Expected Shortfall A comparative empirical evaluation of different backtests
(
- Master (One yr)
-
Mark
Evaluating VaR and ES for commodities - both conventionally and with neural networks
(
- Master (One yr)
- 2019
-
Mark
A Comparison of Some Value-at-Risk Validation Methods
(
- Master (Two yrs)
-
Mark
Predicting Exchange Rate Value-at-Risk and Expected Shortfall: A Neural Network Approach
(
- Master (One yr)
- 2017
-
Mark
Performance Persistence in the Swedish Fund Market
(
- Master (One yr)