Blar i BI Open på forfatter "Haraldstad, Didrik Pedersen"
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Dynamic Factor Strategies: Navigating Business Cycle Adaptation With Factor Timing
Haraldstad, Didrik Pedersen; Nilssen, Fredrik Kristoffer (Master thesis, 2023)In this study, we explore the time-series variation in factor premia and its dependence on business cycle stages. Utilizing this observed variation, we devise a dynamic factor timing strategy that aligns with shifts in the ...