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- 2021
-
Mark
The Black-Litterman Model: An Investigation of Confidence
- Master (One yr)
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Mark
Strategies for mitigating foreign exchange risk
- Master (Two yrs)
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Mark
Pandemic resilience and stock returns: asset pricing during the Covid-19 using the Fama French models
- Master (One yr)
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Mark
Investor Sentiment and Chinese Stock Market Returns under Pandemic Outbreak
- Master (One yr)
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Mark
Backtesting Expected Shortfall
- Master (One yr)
- 2020
-
Mark
An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book
- Master (One yr)
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Mark
Downgrades and Outlook Changes: Evidence from the London Stock Exchange
- Master (One yr)
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Mark
Volatility spillover between electricity, carbon emissions and green certificates: A Nordic case study
- Master (Two yrs)
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Mark
Analys av momentumstrategier
- Bach. Degree
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Mark
Backtesting Expected Shortfall A comparative empirical evaluation of different backtests
- Master (One yr)