Browsing BI Open by Author "Glastad, Kristina Ree"
Now showing items 1-1 of 1
-
The Trend of Value Premium and the Predictive Role of Uncertainty Measures in Strategic Asset Allocation
Engen, Anelill Sandnes; Glastad, Kristina Ree (Master thesis, 2024)This thesis examines the presence of a Value Premium in the US market, and if it has gone down in the second half of the time period from 1963 to 2019. Furthermore, we study the potential predictive power of uncertainty ...