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dc.contributor.authorWong, Winnie
dc.date.accessioned2019-10-30T09:16:28Z
dc.date.available2019-10-30T09:16:28Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2625322
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractThis thesis highlights the important role of positively skewed short horizon stock returns, and the effect of compounding on the long-term return distribution. I show that the majority of individual common stocks deliver a lifetime buy-and-hold return less than the accumulated one-month Treasury bill rate over matched horizons, and that they often are negative - the results help explain why poorly diversified active strategies often will underperform market averages.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.titleDo stocks outperform Treasury bills?nb_NO
dc.typeMaster thesisnb_NO


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