91 – 100 of 360
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2013
-
Mark
Fama and French Model VS. CAPM: Procyclical Stocks
- Master (One yr)
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
- Master (One yr)
-
Mark
Volatility Patterns and Idiosyncratic Risk on the Swedish Stock Market
- Master (One yr)
-
Mark
Stock Liquidity as a Determinant of Credit Default Swap Spreads
- Master (One yr)
-
Mark
Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
- Master (One yr)
- 2012
-
Mark
Volume of Trading and Stock Volatility in the Swedish Market
- Master (One yr)
-
Mark
Active and passive funds: excess returns and persistence in performance - Evidence from the Swedish fund market 2000-2011 -
- Master (One yr)
-
Mark
Behavioral Determinants of Stock Market Participation
- Master (Two yrs)
-
Mark
Applying the Black-Litterman Model on the Swedish Stock Market
- Master (Two yrs)
-
Mark
Health Effects on the Households’ Stockholding Decisions
- Master (One yr)