Browsing NHH Brage by Author "Kongslie, Petter"
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Optimal bets in oil-related stocks: a quantitative approach
Kongslie, Petter; Nordli, Peder Melsnes (Master thesis, 2015)This thesis examines how implied cost of equity from fundamental valuations affect optimal allocation for a marginal investor, net of costs. We find Black- Litterman long-only restricted portfolio incorporating implied ...