Thesis/Theses examined by Paolella, Marc

Grziska, Martin (2014): Multivariate GARCH and dynamic copula models for financial time series: with an application to emerging markets. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Racheva-Iotova, Borjana (2010): An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics