Blar i SAM - Master i Økonomi og administrasjon – siviløkonom på emneord "Portfolio"

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    • The 52-Week High as a Reference Point in Trading Behaviour 

      Ubisch, Sverre Søyland von (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 

      Hellesvik, Fredrik Aas (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 ...