Blar i NHH Brage på forfatter "Lund-Kristensen, Amund"
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Riding the yield curve : is it beneficial on a risk-adjusted basis? : exploration of the Norwegian fixed income market
Lund-Kristensen, Amund; Rogers, Henrik (Master thesis, 2020)In this paper, we examine if riding the yield curve strategy in the Norwegian fixed income market is beneficial on a risk-adjusted basis. The strategy is based on purchasing an instrument longer than the investor’s holding ...