Blar i Norges Handelshøyskole på tittel
Viser treff 6837-6856 av 8325
-
Stochastic optimization for multispecies fisheries in the Barents Sea
(Discussion paper;02/14, Working paper, 2014-02)This study presents a multispecies stochastic model. The model suggests optimal fishing policy for two species in a three species predator prey ecosystem in the Barents Sea. We have employed stochastic dynamic programing ... -
Stochastic programming, cooperation, and risk exchange
(Discussion paper, Working paper, 2001-08)Stochastic programming offers handy instruments to analyze exchange of goods and risks. Absent efficient markets for some of those items, such programming may imitate or synthesize market-like transfers among concerned ... -
Stochastic programs with binary distributions: Structural properties of scenario trees and algorithms
(Discussion paper;12/17, Working paper, 2017-10-27)Binary random variables often refer to such as customers that are present or not, roads that are open or not, machines that are operable or not. At the same time, stochastic programs often apply to situations where penalties ... -
Stochastic Stackelberg equilibria with applications to time dependent newsvendor models
(Discussion paper, Working paper, 2011-05) -
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
(Journal article; Peer reviewed, 2013)In this paper, we prove a maximum principle for general stochastic differential Stackelberg games, and apply the theory to continuous time newsvendor problems. In the newsvendor problem, a manufacturer sells goods to a ... -
The stock market and investment in the small and open Norwegian economy
(Report, Research report, 2000-10)The relationship between the stock market and investment is analyzed by utilizing a multivariate vector autoregressive model, which also includes fundamentals represented by production and the bank interest rate. Two ... -
The stock market effect of Cybercriminals : an empirical study of the price effects on US listed companies targeted by a data breach
(Master thesis, 2020)This study investigates the effect of a data breach with more than 30 000 records stolen on publicly US listed companies' share price. Utilizing the market model, we examine abnormal returns after an announcement of a ... -
Stock market reaction to green bond announcements : an empirical study on firms listed on European stock exchanges
(Master thesis, 2019)This thesis contributes to the recent academic literature on green bonds, by providing evidence of positive abnormal returns following green bond announcements in the European stock market from November 2013 to October ... -
The stock market reaction to Green M&As : an empirical analysis of companies listed in the US and UK
(Master thesis, 2019)This thesis seeks to investigate the relationship between shareholder value and acquisitions with a environmental-friendly ("Green") perspective. By examining the shareholders reaction to the announcement of Green ... -
The stock market reaction to private placement announcements : An empirical study of private placements on the Oslo Stock Exchange during the time period 2012 to 2020
(Master thesis, 2021)During the last decades, private placements have become the preferred approach for issuing equity on the Oslo Stock Exchange (OSE), despite its discriminatory nature. With a sample consisting of 95 events (private placements) ... -
Stock market reactions to firm-specific ESG news : an empirical analysis of the effect of positive and negative firmspecific ESG news on stock market returns and trading volume at the Oslo Stock Exchange
(Master thesis, 2021)This empirical analysis investigates the effect of firm-specific ESG news on daily stock returns and trading volume in the period 2010-2020, and seek to examine whether non-financial ESG news is valuable for investors. We ... -
Stock Market Reactions to Lockdown Announcements : An Empirical Event Study Measuring Abnormal Returns on Oslo Stock Exchange during the COVID-19 Pandemic
(Master thesis, 2022)Our study investigates the effect of COVID-19 lockdown announcements on the Norwegian stock market, using the event study methodology over multiple events to measure abnormal returns for the OBX Total Return Index and a ... -
Stock Market Volatility Forecasting Using Ensemble Models
(Master thesis, 2022)Extensive research has been done within the field of finance to better predict future volatility and anticipate changes in financial market uncertainty. The advent of more advanced machine learning methods, such as ... -
Stock price development of fish farming companies : which variables have an impact on the stock price of companies listed on the Oslo Stock Exchange?
(Master thesis, 2021)The purpose of our paper is to identify how different variables have an impact on the share price of the fish farming companies listed on the Oslo Stock Exchange. In other words, we look at how changes in these variables ... -
Stokastisk dominans på Oslo Børs : kan man generere risikojustert meravkastning med stokastisk dominans som seleksjonskriterie på Oslo Børs?
(Master thesis, 2016)Denne masteroppgaven ønsker å undersøke om det nnes et vedvarende empirisk forhold mellom relativ andre- og tredjeordens stokastisk dominans mellom aksjer, og aksjenes fremtidig avkastning i det norske investeringsuniverset. ... -
En stokastisk tre-faktor modell for fraktmarkedet innenfor bulk shipping
(Master thesis, 2012)I denne oppgaven har vi koblet sammen en stokastisk modell av fraktmarkedet innenfor bulk shipping, med en fundamental modell av endring i tilbudskurven over tid. Problemet med tidligere stokastiske modeller har vært at ... -
Stoler markedet på analytikerne? : en empirisk studie av analytikeranbefalingers påvirkning på aksjemarkedet
(Master thesis, 2019)I denne utredningen har vi samlet inn og analysert 33 277 analytikeranbefalinger fra 21 meglerhus utstedt på 25 selskaper over en tidsperiode på tolv år. Den analyserte perioden strekker seg fra 01.01.2007 – 31.12.2018 ... -
Storms, insurance, and climate change - An exploratory study of property damage, compensation, and climate adaptation
(Master thesis, 2022)This thesis is structured around four research questions that explore different aspects of storms and how they affect the insurance sector. Due to climate change, extreme weather events, such as storms, are expected to ... -
Storms, insurance, and climate change - An exploratory study of property damage, compensation, and climate adaptation
(Master thesis, 2022)This thesis is structured around four research questions that explore different aspects of storms and how they affect the insurance sector. Due to climate change, extreme weather events, such as storms, are expected to ... -
Stortingssalen som markedsplass : analyse av statens grunnlagsinvesteringer 1840-1914
(Doctoral thesis, 1980)