Browsing SAM - Master i Økonomi og administrasjon – siviløkonom by Subject "Portfolio"
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The 52-Week High as a Reference Point in Trading Behaviour
(Master thesis, 2015)Using Oslo Stock Exchange market data from 1991 to 2010, a portfolio based on the current price's nearness to the 52-week high price yields returns comparable to and partly independent of a past performance based momentum ... -
Volatility Forcasting and Portfolio Optimization
(Master thesis, 2021)This thesis investigates the relationship between volatility forecasting and portfolio performance. The aim is to use stylized facts about financial asset returns to improve the accuracy of volatility forecasts and see ...