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Models for Credit risk in Static Portfolios
(2015-07-02)
In this thesis we investigate models for credit risk in static portfolios.
We study Vasicek's closed form approximation for large portfolios with the mixed binomial model using the beta distribution and a two-factor model ...
Active fund management or passive index cruising?
(2020-08-07)
How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. ...