Department of Finance: Nye registreringer
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Von Neumann–Gale dynamics and capital growth in financial markets with frictions
(Journal article; Peer reviewed, 2020) -
Three essays in Empirical Finance
(Doctoral thesis, 2017-09) -
Essays on Empirical Corporate Finance
(Doctoral thesis, 2018-08)This dissertation consists of three essays and is submitted to the Department of Finance at Norwegian School of Economics in partial fulfillment of requirements for the completion of Doctor of Philosophy degree in ... -
Essays on Empirical Corporate Finance
(Doctoral thesis, 2019-06)This dissertation consists of three independent papers about the effect of going public on loan contracting and how institutional investors affect investments in corporate social responsibility. The first paper studies ... -
Essays on Optionality and Risk
(Doctoral thesis, 2019-08) -
Herding in Smart-Beta Investment Products
(Journal article; Peer reviewed, 2019)We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and ... -
Boyan Jovanovic: recipient of the 2019 Global Award for Entrepreneurship Research
(Journal article; Peer reviewed, 2019)The 2019 Global Award for Entrepreneurship Research has been awarded to Professor Boyan Jovanovic at New York University in the USA. Boyan Jovanovic has developed pioneering research that advances our understanding of the ... -
Nedtrapping : en fornuftig løsning for pensjonssparere?
(Master thesis, 2017)I masterutredningen har vi sett nærmere på innskuddspensjon og hvilke produkter som tilbys i dette markedet. Selv om innskuddspensjon er et relativt nytt produkt i norsk sammenheng, har det allerede vært flere ulike ... -
Passiv forvaltning av obligasjoner i det norske markedet : en simulering av passiv indeksforvaltning basert på Nordic Bond Pricing sin «Regular Market Index» for 2015-2016
(Master thesis, 2017)Passiv forvaltning har til nå vært lite benyttet i det norske obligasjonsmarkedet. I utlandet, og særlig i det amerikanske markedet, er det derimot en økende andel obligasjoner som blir forvaltet passivt. I USA forventes ... -
High Yield Bonds or Junk Bonds?
(Master thesis, 2016)The objective of this thesis is to calculate the returns in the Norwegian high yield bond market between 2005 and 2015. To further strengthen our results, we attempt to find and measure explanatory factors for the differences ... -
Learning by Failing, or Failing to Learn?
(Master thesis, 2016)This thesis investigates the effects on company performance of employing a CEO with bankruptcy experience. Bankruptcy experience refers to that the incumbent CEO has previously filed for bankruptcy as CEO in another ... -
Fripoliser : er det fornuftig å gi fra seg rentegarantien?
(Master thesis, 2016)Masteroppgaven er skrevet i forbindelse med fordypningen i finansiell økonomi ved Norges Handelshøyskole. Temaet for oppgaven har vært forvaltning av fripoliser, og følgende problemstilling er besvart: For hvilke ... -
Corporate governance in private equity : do boards really matter? : an empirical study of Norwegian private equity
(Master thesis, 2015)We examine how private equity funds a↵ect corporate governance in Norwegian portfolio companies. We find that general partners do not prioritize the board as long as everything is going according to plan. We also find ... -
Does tradeoff theory explain high-frequency debt issuers?
(Working paper, 2015-07)Over the past forty years, one-third of the publicly listed industrial firms in the U.S. raised two- thirds of all public and private debts (net of debt rollovers). We use these high-frequency debt issuers (HFIs) - large ... -
Partial Adjustment to Public Information in the Pricing of IPOs
(Working paper, 2016-01)Extant literature shows that IPO first-day returns are correlated with market returns preceding the issue. We propose a new explanation for this puzzling predictability by adding a public signal to Benveniste and Spindt ... -
Et marked for G? : en undersøkelse av grunnbeløpets markedspotensial
(Master thesis, 2015)Grunnbeløpet i Folketrygden er i dag en beregningsfaktor som påvirker oss alle gjennom forskjellige trygde-, pensjons- og forsikringsordninger. Når grunnbeløpet hvert år endres er det enorme beløp som påvirkes. Det eksisterer ... -
Understanding private equity performance : a review of dynamics driving fund performance
(Master thesis, 2015)In recent years, more papers on private equity performance have emerged, casting light over a market that earlier was characterised by privacy and secrecy. Early studies mostly use VentureXpert as a data provider, however, ... -
Private Equity Zombie Funds : performance and fund characteristics : An empirical analysis of the global private equity market
(Master thesis, 2015)This thesis investigates performance and other characteristics of zombie funds in the global private equity market using a dataset from Preqin. Our sample comprises a total of 4 204 private equity funds with vintage years ... -
An empirical analysis of the KMVMerton model - A case of Swedish real estate companies
(Master thesis, 2015)This thesis examines the contribution of applying the KMV-Merton model on Swedish real estate companies listed at the NASDAQ OMX Nordic Real Estate Index. Comparing the KMV-Merton model credit rating to frequently applied ... -
Callable risky perpetual debt with protection period
(Journal article; Peer reviewed, 2010)Issuances in the USD 260 Bn global market of perpetual risky debt are often motivated by capital requirements for financial institutions. We analyze callable risky perpetual debt emphasizing an initial protection (‘grace’) ...