Browsing NHH Brage by Author "Alexandersen, Isak"
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Study on portfolio selection with skewness at Oslo Stock Exchange
Alexandersen, Isak; Luong, Kim Huu (Master thesis, 2019)In this paper we investigate the statistical measure of skewness in a portfolio management setting at Oslo Stock Exchange (OSE). Our analysis follows earlier research on the topic of non-normal investor preferences which ...