Browsing School of Business and Law by Title
Now showing items 1-20 of 2159
-
2010, 2011, 2012? : ein stokastisk analyse av framdriftsplanen for teater- og konserthus for Sørlandet
(Master thesis, 2006)Denne rapporten omhandlar begrepet usikkerheit i framdriftsplanleggjing av prosjekt. Byggeprosjektet ”Teater- og Konserthus for Sørlandet” er eit prestisjeprosjekt som når resultatet blir overlevert, blir ei realisering ... -
25 år siden Kyotoprotokollen - hva har skjedd?
(Master thesis, 2022)Denne studien har valgt åtte selskap som opererer i energi-, ressurs og utslippsintensive sektorer og vurdert deres bærekraftrapportering i en tidsperiode fra 1997 til 2020. Hensikten med studien er å undersøke om funnene ... -
25 år siden Kyotoprotokollen - hva har skjedd?
(Master thesis, 2022)Denne studien har valgt åtte selskap som opererer i energi-, ressurs og utslippsintensive sektorer og vurdert deres bærekraftrapportering i en tidsperiode fra 1997 til 2020. Hensikten med studien er å undersøke om funnene ... -
A Behavioural Mean – Expected Shortfall Solution to the Asset Allocation Puzzle and the Time Diversification Puzzle
(Master thesis, 2018)Konfidensiell til / confidential until 01.01.2024 -
A Comparative Analysis of Alternative Portfolio Insurance Strategies
(Master thesis, 2018)Literature within the field of Portfolio Insurance (PI) provides no clear evidence for or against the usefulness of implementing PI strategies. The goal of this thesis is to investigate the real- life performance, using ... -
A Comparative Analysis of Micro Finances: An Economic Impact of Micro Finance upon Income Level of People in Kavrepalanchok District, Nepal
(Master thesis, 2016)Micro Finance, one of the essential banking services providing institution has a major contribution upon the economic development of people and nation. It targets mostly to low income generating people and assist them ... -
A comparative study of volatility forecasting models
(Master thesis, 2014)The purpose of this thesis is to investigate which of the selected models that forecasts the out-of-sample volatility most accurate and to see if the regression based models can outperform the historical volatility models. ... -
A comparison of volatility prediction between ARIMA-GARCH and VAR models
(Master thesis, 2015)In this thesis the authors use ARIMA-GARCH and VAR to predict future volatility of 6 macroeconomic variables from the US. The data is monthly and spans the period 1964-2014, where the last 20 years are used as the ... -
A Cost Analysis on Reablement in the Municipality of Kristiansand
(Master thesis, 2019) -
A critical view on temperature modelling for application in weather derivatives markets
(Journal article; Peer reviewed, 2012)In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low-order autoregressive component and a variance describing the heteroskedastic residuals. The model is estimated ... -
A Hybrid Model for Analyzing the Effect of the Carbon Border Adjustment Mechanism on the Historical Volatility of the EU ETS
(Master thesis, 2024)The 1st of October 2023 the Carbon Boarder Adjustment Mechanism (CBAM) transitional phase began. The CBAM is a tool created by the European Union (EU) to reach the target of 55% reduction in greenhouse gas emission levels ... -
A Hybrid Model for Analyzing the Effect of the Carbon Border Adjustment Mechanism on the Historical Volatility of the EU ETS
(Master thesis, 2024)The 1st of October 2023 the Carbon Boarder Adjustment Mechanism (CBAM) transitional phase began. The CBAM is a tool created by the European Union (EU) to reach the target of 55% reduction in greenhouse gas emission levels ... -
A Long Term View on the Short Term Co-movement of Output and Prices in a Small Open Economy
(Journal article; Peer reviewed, 2012)One assumption behind inflation targeting as objective for monetary policy is that inflation rates in the short run to some extent reflect output cycles. The present paper investigates the historical co-movements of output ... -
A new aid modality for Africa
(Journal article; Peer reviewed, 2013)The result of current aid policies is that only a small percentage of foreign aid reaches the poorest of the poor in the least developed countries. Current trends of urbanisation and self-reliance place elderly people in ... -
A note on fair value accounting in a crisis: The influence of the hedge accounting regulations
(Journal article; Peer reviewed, 2010)The role of fair value accounting in the financial crisis is contorversial and heavily debated. Some claim that fair value accounting of financial instruments contributed to the recent crisis. This note acknowledges that, ... -
A Re-Examination of Performance of Optimized Portfolios
(Master thesis, 2017)DeMiguel, Garlappi, and Uppal (2009) conducted a study demonstrating that meanvariance optimized portfolios do not consistently outperform the naive diversi cation strategy in out-of-sample tests. This caused a heated ... -
A Reexamination of Time-Varying Stock Return Predictability
(Master thesis, 2019)In predicting stock market returns, academic research has had its primary focus onmacroeconomic variables, and less attention has been paid towards technical indicators.The evidence of the stock return predictability is ... -
A reply to Olav Bjerkholt on the postwar Norwegian economy
(Journal article; Peer reviewed, 2014)Professor Olav Bjerkholt has provided a spirited critique of our 2014 article titled “Ragnar Frisch and the Postwar Norwegian Economy.” Here we reply briefly, noting that many of the quotations he provides actually support ... -
A resource-based perspective on corporate environmental performance and profitability in the luxury fashion industry
(Master thesis, 2017)The purpose of this study is to analyse if there is a positive relationship between corporate environmental performance and profitability in the luxury fashion industry. Using a multiple regression analysis on data from ... -
A Strategic Analysis & Fundamental Valuation of SalMar ASA
(Master thesis, 2017)This master thesis, in the field of Management Accounting and Financial Economics, was written with the purpose of finding the intrinsic value of SalMar ASA’s equity at 31.12.2015. The price per share of SalMar was 155.00 ...