Browsing Master Thesis by Author "Persson, Svein-Arne"
Now showing items 1-20 of 28
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The 2015 Paris Climate Agreement and stock market performance : An empirical analysis of the stock market reaction across different industries in Europe and the United States
Immer, Tobias; Stokvik, Chris Alexander (Master thesis, 2023)Aggregated market behavior: We used cumulative average abnormal returns (CAARs) to analyze the aggregated market behavior. There were negative average abnormal returns (AARs) in the days leading up to the announcement and ... -
A contrarian investment strategy for equity fund selection
Eriksson, Lars Patrick; Ilyas, Uman (Master thesis, 2016-03-30)The following thesis examines the existence of contrarian profits in the Norwegian equity fund market. Three different pricing models are used to determine if a contrarian strategy is able to create abnormal returns in ... -
Aktive ESG-valg i passiv forvaltning: Implikasjoner for investor som følge av kapitalforvalteres praktiske implementering av negativ ESG-screening
Norum, Anne; Hegstad, Thomas (Master thesis, 2022) -
Beyond the Hype: Do Bond Investors Forgo Yield When Investing Green?: A Yield Comparison in the Nordic Secondary Bond Market
Gurigard, Vetle Ravnsborg; Morken, Kaja Norheim (Master thesis, 2021)Mobilizing public and private capital towards environmentally friendly projects is crucial to reaching the goals set by the Paris Agreement. Green bonds are one type of financial security that seeks to attract investment ... -
Boliglånsforskriftenes effekt på husholdningsgjeld : en empirisk analyse av boliglånsforskriftenes utvikling og effekten de har hatt på gjeldsveksten for norske husholdninger.
Larsen, Jens-Christian; Leung, Wai Pok (Master thesis, 2019)Oppgavens hovedformål er å måle boliglånsforskriftenes effekt på gjeldsvekst blant norske husholdninger. Innføring av låneforskrifter og andre myndighetsreguleringer bidrar til et robust finansielt system i Norge. I ... -
Capital Structure in the Shipping Industry : An Analysis of Leverage and Asset Volatility in Publicly Traded Shipping Companies
Austevoll, Arvid; Klophmann, Jørgen (Master thesis, 2023)This research paper provides a comprehensive analysis of the optimal leverage in the shipping industry, focusing on the influence of asset volatility on static and dynamic capital structure decisions. Under static model ... -
Comparing structural credit models and their applicability to banks
Haug, Kristian Høyem; Finstad, Per Leyell Espetvedt (Master thesis, 2019)Throughout this thesis we have presented a narrow overview of the research field of structural credit models and their applicability to banks. We have focused on two of the newer contributions to the field by Nagel and ... -
COVID-19 restrictions effect on volatility: How did government interventions affect global stock market volatility?
Vålbekk, Sebastian; Minde, Daniel (Master thesis, 2022)Our thesis seeks to investigate whether or not government lockdowns attempting to stop the spread of COVID-19 affected volatility in global stock markets. To investigate this relationship, we utilize a sample of 64 ... -
A credit risk analysis of the Norwegian bank bond market : Effects of MREL implementiation in the Norwegian bank bond market
Kalland-Olsen, Arne; Reiersen, Jarand (Master thesis, 2021)If recovery and resolution directives are credible, investors owning bail-in debt will have an incentive to monitor the risk of a bank. In this thesis we have analyzed the effects of the new EU resolution framework, with ... -
Design matters: an event study of CoCo bond offering announcements : how does design affect equity and credit markets perception of CoCo’s?
Duhonj, Borjan; Sivertsen, Torgeir Rødsten (Master thesis, 2016)This thesis performs an event study on contingent convertible (CoCo) bond offering announcements made in the period 2009-2016. Using a sample of 95 announcements from 39 European banks and a standard event study methodology, ... -
Diversifisering med kryptovaluta : kan bitcoin bidra til å forbedre risikojusterte avkastningsmål i norske institusjonelle investorers porteføljer?
Wickmann, Stig Henrik; Urstad, Ole (Master thesis, 2018)I denne oppgaven undersøker vi i hvilken grad inkludering av Bitcoin i innskuddspensjonsfond fra DNB og Storebrand kan bidra til økt diversifisering og forbedring av risikojusterte avkastningsmål. Vi bruker optimering ... -
The Economics of Technology Stock Prices An empirical study of the relationship between macroeconomic variables and the Norwegian technology index
Huuse, Henrik Forfang; Pedersen, Steinar (Master thesis, 2022)Many of today's largest and most influential companies are in the technology sector. In recent years, these firms have experienced enormous growth in their stock price. For investors, this has been an excellent opportunity ... -
Er porteføljer aktivt eller passivt forvaltet? : en analyse av active share, tracking error og R2
Bøe, Ole Martin; Stokka, Mona (Master thesis, 2017)I denne masterutredningen undersøkes mål på grad av aktiv forvaltning, med fokus på måltallene active share, tracking error og R2 ut i fra både ex-post og ex-ante beregninger. Analysen er gjort på grunnlag av porteføljer ... -
Financing of Start-ups : An Empirical Study of Debt Financing in Norwegian Start-ups
Kasteren, Sindri S. Antoineson van; Larsen, Mads Wilhelmsen (Master thesis, 2023)The main goal of this thesis is to identify factors which determine the debt levels of Norwegian start-ups and how debt financing develops as firms mature. This is achieved by analysing a dataset consisting of 100.381 ... -
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 ... -
Is Materiality Key to Profit on Sustainability? An empirical analysis of material sustainability and its effect on stock performance on Oslo Stock Exchange
Baklund, Caroline Brusdal; Østby, Ida Emilie (Master thesis, 2022)In this thesis, we examine whether the companies’ focus and prioritization of material sustainability issues have value implications for companies listed in Norway. Material sustainability issues are those issues that ... -
Kan investorer på Oslo Børs oppnå meravkastning ved å følge analytikeranbefalinger? En empirisk studie av analytikeres treffsikkerhet og preferanser
de Groot, Alexander; Stensby, Markus Nerbøvik (Master thesis, 2022)I denne utredningen undersøkes det om investorer på Oslo Børs kan oppnå risikojustert meravkastning ved å følge analytikeranbefalinger. Dette gjøres ved å konstruere porteføljer basert på anbefalinger, og sammenligne ... -
Litigation Risk in Directors’ and Officers’ Liability Insurance : The Impact of Company-Related Risk Factors on the Insurance Premium
Formo, Julie Østraat; Haugan, Erlend (Master thesis, 2021)A directors’ and officers’ (D&O) liability insurance policy prices the risk of litigation. The objective of this thesis is to investigate whether company-specific risk factors are incorporated in the pricing, and in such ... -
Market sentiment and its predictive abilities in the stock market : empirical study of leading indicators derived from market sentiment
Skiftesvik, Daniel Sandal; Vasshus, Øystein Kvalvik (Master thesis, 2021)The purpose of this thesis is to investigate the relationship between multiple possible leading indicators and the stock market (S&P500 index). A leading indicator can be defined as a piece of data that corresponds to ... -
Modeling credit risk for small and medium-sized enterprises : evidence from Norway
Cheraghali, Hamid (Master thesis, 2018)Primarily, this paper investigates the determining factors of default in the Norwegian small and medium-sized enterprises (SMEs). Using logit regressions on a database comprises over 280,000 Norwegian firms (with sales ...