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Calibrating Bayesian risk scenarios of interest rates with the help of Macro-Economic Factors Master Thesis
Wijshoff, K.A.
April 2019 -
Comparing the Block Maxima and Peak over Thresholdmethod in quantifying risk under serial dependence Master Thesis
Nuis, M.V.
April 2019 -
Why are asset prices so volatile? Master Thesis
Herrewijn, S.R.
April 2019 -
To Switch or Not to Switch: Return Prediction and Master Thesis
Can, H.
April 2019 -
Calibrating Bayesian risk scenarios of interest rates with the help of Macro-Economic Factors Master Thesis
Wijshoff, K.A.
April 2019 -
Long Term Portfolio Choice: Stock Return Predictability & Regime Uncertainty Master Thesis
Gorlov, R.S.
April 2019 -
How to prevent pension funds from becoming a sinking giant? Master Thesis
Pijl, B. van der and Dijk, D.J.C. van
April 2019 -
Extreme quantile estimation under serial dependence Master Thesis
Wu, Y.
April 2019