• Pricing American Put Options and Determining Optimal Exercise Strategy 

  Kjellberg, Teodor K.; Udnesseter, Markus (Master thesis, 2024)

  This thesis examines three numerical methods for pricing American put options: the Least-Squares Monte Carlo method (LSM), the Binomial method (BM), and the Implicit Finite Difference method (FDM). Our study focuses on ...

• Sustainable Investing in a Changing World: ESG Screening and Investor Priorities 

  Thorsen, Anita Engelstad; Vik, Ellen (Master thesis, 2024)

  This thesis investigates the potential for sustainable investing to enhance portfolio performance, focusing on the comparison between green and brown stocks. Through ESG screening, we investigate the impact of sustainability ...

• FRAUD DETECTION IN U.S. FINANCIAL STATEMENTS: INCORPORATING GOVERNANCE IN DETECTIVE MODELLING 

  Tidemann, Fredrik; Zhu, Richard (Master thesis, 2024)

  This thesis extends the financial fraud detection model from ”The Model of Fraud Detection in Financial Statements by Means of Financial Ratios” by Kanapickien˙e and Grundien˙e (2015) by integrating governance factors with ...

• Working Capital Management: The Impact of the Cash Conversion Cycle on Profitability and Financing for US Firms 

  Morvik, Vegard; Tinderholt, Sander (Master thesis, 2024)

  This thesis investigates the impact of the Cash Conversion Cycle (CCC) on profitability, debt, and cash holdings among US firms from 2002 to 2022, utilizing regression models and data from the CRSP/Compustat Merged Database. ...

• Navigating Market Distress: Dynamic Portfolio Management Using Hidden Markov Models 

  Rolfsøn, Joakim Myhre; Sveum, Sebastian (Master thesis, 2024)

  We develop a regime-switching model combining the approaches of Moreira and Muir and Daniel, Jagannathan, and Kim to construct regime-aware portfolios. Our model predicts and bypasses regimes of market distress, ...

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