Student papers: Recent submissions
Now showing items 41-60 of 3217
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Pricing American Put Options and Determining Optimal Exercise Strategy
(Master thesis, 2024)This thesis examines three numerical methods for pricing American put options: the Least-Squares Monte Carlo method (LSM), the Binomial method (BM), and the Implicit Finite Difference method (FDM). Our study focuses on ... -
Sustainable Investing in a Changing World: ESG Screening and Investor Priorities
(Master thesis, 2024)This thesis investigates the potential for sustainable investing to enhance portfolio performance, focusing on the comparison between green and brown stocks. Through ESG screening, we investigate the impact of sustainability ... -
FRAUD DETECTION IN U.S. FINANCIAL STATEMENTS: INCORPORATING GOVERNANCE IN DETECTIVE MODELLING
(Master thesis, 2024)This thesis extends the financial fraud detection model from ”The Model of Fraud Detection in Financial Statements by Means of Financial Ratios” by Kanapickien˙e and Grundien˙e (2015) by integrating governance factors with ... -
Working Capital Management: The Impact of the Cash Conversion Cycle on Profitability and Financing for US Firms
(Master thesis, 2024)This thesis investigates the impact of the Cash Conversion Cycle (CCC) on profitability, debt, and cash holdings among US firms from 2002 to 2022, utilizing regression models and data from the CRSP/Compustat Merged Database. ... -
Navigating Market Distress: Dynamic Portfolio Management Using Hidden Markov Models
(Master thesis, 2024)We develop a regime-switching model combining the approaches of Moreira and Muir and Daniel, Jagannathan, and Kim to construct regime-aware portfolios. Our model predicts and bypasses regimes of market distress, ... -
Sitting Tight On A Big Tool: Are B2B Marketing Professionals Embracing AI To Mitigate Uncertainty?
(Master thesis, 2024)In this Master's Thesis, I will dive into the realm of Business-To-Business (B2B) Marketing, and the use of Artificial Intelligence (AI) in strategic decision-making to navigate through the multifaceted nature of uncertainty. ... -
How do fluctuations in interest rate differentials during macroeconomic announcements affect the response of the Norwegian Krone (NOK), in contrast to the Danish Krone (DKK), which maintains stability through its fixed exchange rate to the Euro?
(Master thesis, 2024)This thesis examines how the Norwegian Krone (NOK) and Danish Krone (DKK) exchange rates respond to interest rate movements during macroeconomic announcements. Norway operates under a flexible exchange rate regime, while ... -
The importance of contractual terms on Additional Tier 1 bond performance
(Master thesis, 2024)The collapse of Credit Suisse in mid-March 2023 resulted in an unprecedented event where Additional Tier 1 (AT1) bondholders experienced complete write-downs before any shareholder equity, prompting international regulatory ... -
BRICS vs. the US Dollar: Analyzing the Potential of a BRICS Reserve Currency and Leadership Challenges that may Arise
(Master thesis, 2024)Although there have been substantial changes in the global monetary structure since the 1960s, the US dollar continues to hold its position as the primary world reserve currency. For over six decades, several currencies, ... -
Skattemessig tilhørighet og utfordringene som følger
(Master thesis, 2024)I vår masteroppgave ønsker vi å undersøke det dagsaktuelle temaet som omhandler hvordan økningen i beskatning av eiendeler påvirker norske selskapers konkurranseevne på det norske og internasjonale markedet, spesielt i ... -
ESG Ratings: The Hidden Predictor of Stock Price Reactions to Negative ESG News?
(Master thesis, 2024)This thesis investigates if companies with high ESG ratings are less impacted by negative ESG news on their stock prices compared to companies with low ESG ratings. Utilizing event study methodology, cross-sectional- and ... -
Let’s Get Personal: The Mediating Role of Self-Disclosure in the Relationship Between Psychological Safety and Work Stress
(Master thesis, 2024)Work stress is a significant modern health issue associated with severe negative outcomes. This study examines the influence of self-disclosure on the relationship between psychological safety and work stress, aiming to ... -
Interoperable and Silo clearing: How do clearing setups affect collateral requirements and systemic risk?
(Master thesis, 2024)Clearing plays a crucial role in the post trade processing of cash equities trading. It not only ensures the timely and accurate settlement of securities but also serves as a risk mitigation tool for market participants. ... -
How do cross-border M&A transactions in the Nordic countries impact acquiring firms’ performance, both in the short- and long-term?
(Master thesis, 2024)This study investigates the impact of cross-border M&A transactions on the performance of acquiring firms in the Nordic countries from 2011 to 2020. Using the classical event study methodology, the findings indicate ... -
Climbing the ladder of interest: A study of the impact of interest rate hikes on corporate bond credit spreads in the U.S
(Master thesis, 2024)This thesis examines the impact of interest rate hikes and other key economic variables on the credit spreads of corporate bonds. Based on rising interest rates and shifts in investor preferences, our study seeks to capture ... -
Emission Reduction Initiatives: A Path to Abnormal Returns?
(Master thesis, 2024)This thesis investigates whether firms who invest in emission reduction initiatives yield higher returns than those who abstain from them by drawing upon datasets which cover the period 2010-2022, for 2.174 companies. ... -
Exploring the Truck Driver Shortage Phenomenon with Evidence and Insights from the Norwegian Freight Transport Industry
(Master thesis, 2024)Trucking is one of the most critical links in modern supply chains, as most shipments rely on trucks to reach their final destination. Ironically, a shortage of professional truck drivers is reported to be one of the most ... -
A comparing study of land based fish farming technologies
(Master thesis, 2024)This thesis endeavors to empirically evaluate the economic feasibility and ecological sustainability of land-based fish farming in comparison to traditional offshore aquaculture practices. Various sustainability indicators ... -
Optimising Advertisement Styles on Social Media: Evaluating the Comparative Effects of UGC- Style versus Traditional-Style Advertisements on Brand Recall, Recognition, and Consumer Perceptions
(Master thesis, 2024)Following the recognition of social media advertising as a key component of advertising success, there is an increasing interest in the topic of user-generated content. Although existing literature acknowledges user-generated ... -
The Alpha of Outcasts: Financial Insights from Excluded Companies
(Master thesis, 2024)Research from Hoepner and Schopohl (2018) finds that excluding companies from investment portfolios does not significantly impact the performance of major funds, such as the Norwegian Government Pension Fund and the Swedish ...