Aihe-ehdotuksia
- VaR
- 2041 4
- Economics 4
- CVaR 3
- EWMA 3
- GARCH 3
- backtesting 3
- student's t-distribution 3
- Kansantaloustiede 2
- Modern portfolio theory 2
- Taloustiede 2
- alternative investments 2
- arvopaperisalkut 2
- portfolio optimization 2
- Conditional Value at Risk 1
- ES 1
- Expected Shortfall 1
- Finnvera 1
- Solidium 1
- Value at Risk 1
- banking crises 1
- banks (monetary institutions) 1
- bonds 1
- credit risk 1
- debt crises 1
- diversification 1
- euro 1
- government bonds 1
- lainat 1
- loan supply 1
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2
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4
Would student's t-GARCH improve VaR estimates?
Julkaistu 2005Hae kokoteksti Hae kokotekstiPro gradu -
5
Optimal portfolio allocation with real assets : a Finnish perspective
Julkaistu 2017Hae kokoteksti Hae kokotekstiPro gradu -
6
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7
Suomen valtion takausportfolion ja osakeomistusten riskit
Julkaistu 2021Hae kokoteksti Hae kokotekstiPro gradu