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- 2011
-
Mark
Conditional Heteroscedastic Cointegration Analysis with Structural Breaks - A study on the Chinese stock markets
(
- Master (One yr)
-
Mark
The search for alpha continues. Estimating time-varying risk premia of hedge funds with a conditional model.
(
- Master (One yr)
-
Mark
How informative are bank stress tests? - Bank opacity in the European Union
(
- Master (One yr)
-
Mark
Returns on Assets and Returns on Stocks: Based on Swedish Market
(
- Master (One yr)
-
Mark
The impact of oil price on stock returns in oil-exporting economies: The case of Russia and Norway
(
- Master (One yr)
-
Mark
Corporate credit spreads and the Financial Accelerator Mechanism: Differentiating between credit rating, time to maturity and industry sector
(
- Master (One yr)
-
Mark
Portfolio Pricing with Measures of Conditional Skewness and Kurtosis
(
- Master (One yr)
-
Mark
Assessing the default risk of Chinese public companies in the energy industry with the KMV model
(
- Master (One yr)
-
Mark
A quantitative analysis of Nordic hedge fund performance during changing market conditions
(
- Master (One yr)
-
Mark
Profitability of Momentum Strategies Around the World
(
- Master (One yr)
-
Mark
Is an Optimal Currency Area an Optimal Portfolio?
(
- Master (One yr)
-
Mark
The Evolution of Equity Market Integration on Sectoral Level: A time-varying approach to analyzing the impact of EMU
(
- Master (One yr)
-
Mark
Dynamic optimal hedge ratios: Evidence from Asian stock futures markets
(
- Master (One yr)
-
Mark
Performance of exchange-traded funds during the financial crisis
(
- Master (Two yrs)
- 2010
-
Mark
Expected Shortfall as a Complement to Value at Risk - A study applied to commodities
(
- Master (One yr)
-
Mark
Asset-Specific and Systematic Liquidity on the Swedish Stock Market
(
- Master (One yr)
-
Mark
Risky Relations - A study of the relationship between expected stock returns and volatility on the international market
(
- Master (One yr)
-
Mark
Forecasting Volatility: Evidence From The Swiss Stock Market
(
- Master (One yr)
-
Mark
Portfolio Optimization -The Mean-Variance and CVaR approach
(
- Master (One yr)
-
Mark
Considerations and implications of issuing sovereign bonds: the case of Mongolia
(
- Master (One yr)
-
Mark
Examining the changes in Probability to Default before and during the financial crisis with an industry specific perspective
(
- Master (One yr)
-
Mark
An analysis of Gold Market Volatility
(
- Master (One yr)
-
Mark
Predicting the default probability of companies in USA and EU during the financial crisis, A study based on the KMV model
(
- Master (One yr)
-
Mark
Effects of Changes in Executive Compensation – In the Light of the Financial Crisis
(
- Master (One yr)
-
Mark
Forecasting Volatility - A Comparison Study of Model Based Forecasts and Implied Volatility
(
- Master (One yr)
-
Mark
Equity Market Risk Premium: Emerging and Frontier Markets
(
- Master (One yr)