Browsing BI Open by Author "Risa, Jim Nikolai"
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Time Series Momentum: Is Trend Following Strategies Viable During Periods With Quantitative Easing?
Risa, Jim Nikolai; Stokkevåg, Stian (Master thesis, 2022)In regard to the economy following the financial crisis of 2008, we examine time series momentum within 53 financial instruments divided into four asset classes. Our thesis provides evidence of acute repercussions for time ...