Browsing BI Open by Author "Gundersen, Sjur Braatø"
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Cross-Asset Analysis The Impact of Value and Momentum Strategies
Kristiansen, Henrik Lyslo; Gundersen, Sjur Braatø (Master thesis, 2023)This thesis performs a comprehensive analysis of momentum and value strategies across four asset classes, identifying a consistent decline in momentum returns relative to historical performance. The study demonstrates ...