Browsing NHH Brage by Author "Søraas, Espen André"
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How do Alternative Asset Classes Affect Performance of Traditional Stock & Bond Portfolios? An Empirical Analysis of Strategic Asset Allocation and Risk Management through Business Cycles
Søraas, Espen André; Heimstad, Ivar Fjelde (Master thesis, 2021)The main scope of this thesis is to examine how alternative asset classes affect performance of traditional stock and bond portfolios. We will employ financial engineering and quantitative analytics to construct the most ...