Browsing Thesis by Author "Haug, Jørgen"
Now showing items 41-43 of 43
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Scale, Skill and Returns : An empirical study of returns to scale in the Nordic mutual fund industry
Synnes, Joakim Husevåg; Sylte, Håvard (Master thesis, 2023)This study investigates how fund size and industry size affects the performance of Nordic mutual funds. While the effects of scale in the mutual funds industry has been widely studied in the US, literature specific to ... -
Slow but steady wins the race : an inquiry into the fundamental relation between systematic risk and stock returns with empirical evidence from the Oslo Stock Exchange in the period of 1990 – 2018
Støle, Kristian Flørnes; Rojahn, Fredrik (Master thesis, 2019)A value-weighted (equal-weighted) portfolio comprised of the twenty percent of the stocks on the Oslo Stock Exchange with the lowest beta each month produced cumulative excess returns of 1241% (692%) from 1990 to 2018. ... -
Why Does It Feel So Good To Be Bad? An empirical analysis of traditional and modern sin stock returns in developed countries from January 2000 to August 2022
Feltstykket, Andrea Vilje Strandvik; Thorvildsen, Anette Hveem (Master thesis, 2022)This study aims to give managers and investors a better financial basis to assess whether they should be exposed to sinful companies. Accordingly, this thesis examines the presence of alpha for sin stocks in developed ...