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- 2020
-
Mark
A comparative study of VaR and ES using extreme value theory
(
- Bach. Degree
-
Mark
Alfa-sorterad nollinvesteringsstrategi
(
- Bach. Degree
-
Mark
Portfolio Optimization using the Entropic Value-at-Risk: An Investor Preference Approach
(
- Master (One yr)
-
Mark
Analys av momentumstrategier
(
- Bach. Degree
-
Mark
Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market
(
- Master (One yr)
- 2019
-
Mark
The Impact of Brexit on Levels of Corporate Credit Risk: Evidence from UK and EU Non-financial Companies
(
- Master (One yr)
-
Mark
The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach
(
- Master (Two yrs)
-
Mark
Pairs Trading in Swedish Investment Companies
(
- Master (One yr)
-
Mark
A Comparison of Option Pricing Models:Evidence from European Call Options on Hong Kong Hang Seng Index
(
- Master (One yr)
-
Mark
Diversifying the Swedish Market Portfolio
(
- Bach. Degree