Blar i AURA på forfatter "Grimsrud, David Borkner"
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Dynamic Asset Allocation Strategies Based on Volatility, Unexpected Volatility and Financial Turbulence
Grimsrud, David Borkner (Master thesis, 2015)This master thesis looks at unexpected volatility- and financial turbulence’s predictive ability, and exploit these measures of financial risk, together with volatility, to create three dynamic asset allocation strategies, ...