Blar i Department of Economics and Finance på forfatter "Zakamulin, Valeriy Ivanovich"
-
Chasing the Winners: Investigating the Performance of Momentum Strategies
Gaupset, Mari; Sørbø, Kristine (Master thesis, 2023)Momentum strategies are receiving increasing attention in the field of finance due to their potential to generate superior returns. Momentum investing is based on the premise that assets that have exhibited strong performance ... -
Chasing the Winners: Investigating the Performance of Momentum Strategies
Gaupset, Mari; Sørbø, Kristine (Master thesis, 2023)Momentum strategies are receiving increasing attention in the field of finance due to their potential to generate superior returns. Momentum investing is based on the premise that assets that have exhibited strong performance ... -
How Norway’s Sovereign Wealth Fund Affect the Excluded Companies’ Stock Price
Knudsen, Maria Nesvold; Bakkevold, Oda (Master thesis, 2022)This thesis examines the effect Norway’s Government Pension Fund Global (GPFG) has on the companies it excludes from the portfolio. The data sample consists of 25 companies excluded based on environmental damage and ... -
Implied Volatility: A theoretical study on explaining the stylized facts of implied volatility using the utility indifference model.
Jahnsen, Sofie (Master thesis, 2023)The breakthrough Black-Scholes (BS) model predicts a horizontal line when plotting the implied volatility (IV) against the strike price. However, empirical studies uncovered that the implied volatility derived from option ... -
Market Timing Using Artificial Neural Networks
Charles, Jeffrey Benjamin; Meselu, Daniel Debbasu (Master thesis, 2022)The emergence of artificial neural networks has given us some of the most impressive technological tools. Inspired by the human brain, these networks consist of interconnected artificial neurons that can detect patterns ... -
Market Timing Using Artificial Neural Networks
Meselu, Daniel Debbasu; Charles, Jeffrey Benjamin (Master thesis, 2022)The emergence of artificial neural networks has given us some of the most impressive technological tools. Inspired by the human brain, these networks consist of interconnected artificial neurons that can detect patterns ... -
The Sell-in-May Effect in International Stock Markets
Fjeldberg, Audun Przytula; Konsmo, Emil Sebastian (Master thesis, 2022)Several studies have presented evidence for higher returns in stock markets from the beginning of November to the end of April compared to the rest of the year. This phenomenon is well known as the Sell-in-May effect. The ... -
Timing the market with a combination of moving averages
Beyer, Kyrre Vaa (Master thesis, 2022)I 2016 skrev Glabadanidis en oppgave om ytelsen til kombinasjonsstrategien for glidende gjennomsnitt. Han fant at en kombinasjon av glidende gjennomsnitt med ulike lengder forbedret standardavviket, årlig avkastning og ...