Browsing NHH Brage by Author "Sendstad, Lars Hegnes"
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Evaluating dynamic covariance matrix forecasting and portfolio optimization
Sendstad, Lars Hegnes; Holten, Dag Martin (Master thesis, 2012)In this thesis we have evaluated the covariance forecasting ability of the simple moving average, the exponential moving average and the dynamic conditional correlation models. Overall we found that a dynamic portfolio can ... -
Sequential Investment in Emerging Technologies under Policy Uncertainty
Sendstad, Lars Hegnes; Chronopoulos, Michail (Discussion paper;10/16, Working paper, 2016-06-14)Investment in emerging technologies is particularly challenging, since, apart from uncertainty in revenue streams, firms must also take into account both policy uncertainty and the random arrival of innovations. We assume ... -
Sequential investment in renewable energy technologies under policy uncertainty
Sendstad, Lars Hegnes; Chronopoulos, Michail (Journal article; Peer reviewed, 2019) -
Strategic Technology Switching under Risk Aversion and Uncertainty
Sendstad, Lars Hegnes; Chronopoulos, Michail (Discussion paper;10/17, Working paper, 2017-09-12)Sequential investment opportunities or the presence of a rival typically hasten investment under risk neutrality. By contrast, greater price uncertainty or risk aversion increase the incentive to postpone investment in the ...