Toto, Andrea (Date of defense: 2016-04-16)
The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare ...
Sala Peñalver, Saul (Date of defense: 2017-07-17)
This paper tries to overcome the limitations that retail investor seek when using traditional approaches to asset allocation, particularly in Spanish equities mutual funds. To do so, we structure this ...