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Factor Models for the Implied Volatility Surface Master Thesis
Nagelkerken, R.J.
December 2022 -
Markov Switching Models, Dynamic Factor Models, or both? Comparing models in an elaborate simulation study and an application in macroeconomics. Master Thesis
Edel, M.T.
December 2022 -
Dynamic portfolio allocation by parametric portfolio policies Master Thesis
Kranjcev, L.
December 2022 -
Solving a Two-Stage Assignment Problem in Rail Freight Transportation Master Thesis
Vaate, M. Bij de
December 2022 -
Constructing pooled forecasts based on leading recession indicators to predict multiple-day variance Master Thesis
Corper, Y.M.
December 2022 -
The carbon risk premium: How much has already been realized in Sweden? Master Thesis
Buijs, R.C.E.J.M.
December 2022 -
Duration Matching in Bond Portfolio Optimization with Interest Rate Swaps Master Thesis
Heeren, S.
December 2022 -
Tail Risk Modeling and the GPD: The P > N Case Master Thesis
Heer, J.P.P. de
December 2022