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- 2011
-
Mark
A quantitative analysis of Nordic hedge fund performance during changing market conditions
(
- Master (One yr)
-
Mark
The Macroeconomic Factors and The Returns of Stock
(
- Master (Two yrs)
-
Mark
Profitability of Momentum Strategies Around the World
(
- Master (One yr)
-
Mark
Risk Management in Corporate Loan Portfolio - Default Correlation
(
- Master (Two yrs)
-
Mark
Oil Volatility Spillovers to the US and EU industries
(
- Master (Two yrs)
-
Mark
Is an Optimal Currency Area an Optimal Portfolio?
(
- Master (One yr)
-
Mark
Estimating and Testing Risk Approaches: A Technical Analysis using Affine Term Structure Models, Monte Carlo Simulation and GARCH Method
(
- Master (One yr)
-
Mark
An analysis of the Swedish Stock Market Volatility with realized volatility, implied volatility and conditional times series models
(
- Master (Two yrs)
-
Mark
Market risk in volatile times: a comparison of methods for calculating Value at Risk
(
- Master (One yr)
-
Mark
EU Bank Capital Structure and Capital Requirements
(
- Master (One yr)