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dc.contributor.authorStensen, Paal Kristian
dc.contributor.authorMoskov, Kristian
dc.date.accessioned2023-11-08T14:05:32Z
dc.date.available2023-11-08T14:05:32Z
dc.date.issued2023
dc.identifier.urihttps://hdl.handle.net/11250/3101473
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2023en_US
dc.description.abstractThis thesis aims to examine whether investment strategies based on value and momentum in isolation and in combination are profitable in the Norwegian equity market between 1992 and 2022. Our research follows the methodology outlined in Asness Moskovitz and Pedersen (2013) and Jagadeesh and Titman (1993). We find evidence of a momentum premium but no value premium in our sample. Furthermore, we find statistically significant alpha in (75/25) portfolio, and not in the (50/50) combination of momentum and value, in that order.en_US
dc.language.isoengen_US
dc.publisherHandelshøyskolen BIen_US
dc.subjectfinansen_US
dc.subjectfinanceen_US
dc.titleEmpircal analysis of Value and Momentum strategies Evidence from the Norwegian equity marketen_US
dc.typeMaster thesisen_US


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