Browsing BI Open by Author "Olsen, Tor Arne"
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The relation between currency momentum and hedge fund returns
Silden, Jan Erik Lofnes; Olsen, Tor Arne (Master thesis, 2019)In this thesis we are developing our own time series momentum factor to help explain the returns of currency trading hedge funds. We are also including both a time series momentum factor and cross-sectional momentum ...