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Essays on latent factor models in finance
(Turun yliopisto. Turun kauppakorkeakoulu, 2018-02-09)
This dissertation considers the application of latent factor models to financial risk management and asset pricing. The purpose is to provide solutions for modelling and forecasting the dynamics of asset prices, and to ...
Portfolio selection under directional return predictability
(Turun yliopisto, 2015-08-21)
Corporate governance and firm financial performance in UK financial institutions
(Turun yliopisto. Turun kauppakorkeakoulu, 2018-03-02)
This thesis consists of four published empirical studies on the effect of three board monitoring committees (namely: audit, remuneration and nomination committees) and board diversity on the performance of UK financial ...
Essays on strategic trading
(Turun yliopisto. Turun kauppakorkeakoulu, 2020-05-22)
This dissertation discusses various aspects of strategic trading using both analytical modeling and numerical methods. Strategic trading, in short, encompasses models of trading, most notably models of optimal execution ...