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- 2022
-
Mark
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
(
- Master (One yr)
- 2021
-
Mark
A study incorporating skewness in Expected Shortfall Estimation
(
- Master (One yr)
-
Mark
Comparing Risk Parity Portfolios Does a Tail-Risk Parity strategy provide better downside protection than the Risk Parity strategy during economic crisis?
(
- Master (Two yrs)
-
Mark
The Black-Litterman Model: An Investigation of Confidence
(
- Master (One yr)
-
Mark
Pandemic resilience and stock returns: asset pricing during the Covid-19 using the Fama French models
(
- Master (One yr)
-
Mark
Investor Sentiment and Chinese Stock Market Returns under Pandemic Outbreak
(
- Master (One yr)
-
Mark
Strategies for mitigating foreign exchange risk
(
- Master (Two yrs)
-
Mark
Backtesting Expected Shortfall
(
- Master (One yr)
-
Mark
Portföljoptimering med hjälp av Conditional Value-at-Risk
(
- Bach. Degree
-
Mark
Aktiefondernas prestationer- En finansiell studie om premiepensioner
(
- Bach. Degree
- 2020
-
Mark
Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
(
- Master (One yr)
-
Mark
An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book
(
- Master (One yr)
-
Mark
Downgrades and Outlook Changes: Evidence from the London Stock Exchange
(
- Master (One yr)
-
Mark
Volatility spillover between electricity, carbon emissions and green certificates: A Nordic case study
(
- Master (Two yrs)
-
Mark
Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market
(
- Master (One yr)
-
Mark
Analys av momentumstrategier
(
- Bach. Degree
-
Mark
Backtesting Expected Shortfall A comparative empirical evaluation of different backtests
(
- Master (One yr)
-
Mark
Credit Default Swap Bond Basis Trading Opportunities in Times of Economic Uncertainty in European Financial Market
(
- Master (One yr)
-
Mark
A comparative study of VaR and ES using extreme value theory
(
- Bach. Degree
-
Mark
Alfa-sorterad nollinvesteringsstrategi
(
- Bach. Degree