Browsing NHH Brage by Author "Myklebust, Olav Heggheim"

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Short-Term Stocks, Long-Term Gains : Leveraging Implied Equity Duration in Portfolio Management

Myklebust, Olav Heggheim; Sylte, Jardar André Furland (Master thesis, 2023)

This thesis extends the literature on equity duration by analyzing stock market dynamics, particularly the short duration premium. Utilizing a robust dataset spanning from 1970 to 2022, our approach extends Weber’s (2018) ...