Blar i NHH Brage på forfatter "Sjuve, André Wattø"
-
Norwegian equities mean reversion : statistical arbitrage as a source of views in the Black-Litterman Model
Sjuve, André Wattø (Master thesis, 2018)A trading strategy incorporating s-scores and conditional mean returns in the BlackLitterman model is backtested over a 13-year period, 01.01.2005-29.12.2017, on the OBX index at the Oslo Stock Exchange. Estimating the ... -
Norwegian mutual fund newsletters : newsletter information and its relation to performance, fund manager efforts, and investor flows
Baade, Charlotte Leikanger; Øvrelid, Amalie Dimmen (Master thesis, 2020)By analysing the sentiment and similarity of monthly Norwegian mutual fund newsletters, we find that more positive sentiment and higher similarity is associated with higher performance in the relevant month. We find no ... -
The Potential for Energy Arbitrage Using Battery Energy Storage Systems in Norwegian Power Markets : An Economic Viability Study through Financial Valuation
Ian, Benjamin Kiil; Nordbø, André Risnes (Master thesis, 2023)arbitrage, the process of storing energy when prices are low and offering it when prices are high, has, through increased electricity prices and price volatility, shown greater economic potential over the past couple of ... -
Replikeringsevnen til passive fond i det europeiske markedet : En analyse av replikeringsmetoder og ulike faktorers påvirkning på replikeringsevnen til indeks- og børsfond
Bui, Nhu Thao; Nilsen, Frida Gustad (Master thesis, 2023)Med bakgrunn i den økte populariteten ved investering i passive fond undersøker vi tre metoder som anvendes når fondene skal kopiere referanseindeksen, full, delvis og syntetisk replikering. Ved bruk av 152 indeks- og ... -
Valuation of Ocean Yield ASA : A fundamental analysis and valuation of Ocean Yield ASA
Nygård, Andreas (Master thesis, 2021)This thesis aims to value the equity of Ocean Yield ASA. With a bottom-up approach, each vessel in the fleet is valued based on the contracted backlog of charter hire and the expected sales price from purchase obligations ...