Blar i NTNU Open på forfatter "Matsen, Egil"
-
A study of irrational investors in financial markets
Røsten, Jørgen (Master thesis, 2012) -
Aksjeavkastning på Oslo Børs under ulike politiske styrer
Bjørland, Håkon (Master thesis, 2013)I 2003 skrev Santa-Clara og Valkanov the The Presidential Puzzle som tar for seg sammenhengen mellom sittende amerikansk president og amerikansk aksjeavkastning. De finner en overraskende høy sammenheng på 9 prosentpoeng ... -
Annonseringer av innsiderhandler på Oslo Børs - en test av semi-sterk form markedseffisiens
Zulovic, Kemal (Master thesis, 2012)Markedseffisiensteorien har vært et sentralt emne innen finansiell økonomi siden dens gjennombrudd på 1960-tallet. På sitt mest generelle sier teorien at et marked er effisient når alle priser hele tiden fullt ut reflekterer ... -
Avkastning og risiko ved investeringer i Frontier Markets
Tinholt, Petter Hellstrand (Master thesis, 2013)Investeringer på tvers av land øker, spesielt for vestlige investorer. For å avdekke muligheter og risikoer i de minste, men likevel investerbare, landene har jeg benyttet teori om internasjonal diversifisering ... -
Bolig vs. Aksjer - Hva betyr renta?
Eggen, Nils Gunnar Barstad; Westnes, Kasper (Master thesis, 2024)Siden det rekordlave rentenivået etterfulgt av COVID-19 pandemien, har det vært en rask økning i styringsrenten. Som en følge av dette har de månedlige finansieringskostnadene for å eie egen bolig økt betydelig. Tidligere ... -
Designing Social Security – A Portfolio Choice Approach
Matsen, Egil; Thøgersen, Øystein (Working Paper Series, 1503-299X; 2002:11, Research report, 2002)Public social security systems may provide diversification of risks to individuals’ life-time income. Capturing that a pay-as-you-go program (paygo) may be considered as a “quasiasset”, we study the optimal size of the ... -
En analyse av renteutviklingen sin påvirkning på norske bankers lønnsomhet
Grue, Einar (Master thesis, 2024)Denne oppgaven har følgende problemstilling «Hvordan har renteutviklingen påvirket de norske bankenes lønnsomhet?». Oppgaven hatt tatt utgangspunkt i den norske banknæringen som en helhet, og har sett på hvordan lønnsomhetsmålene ... -
En empirisk analyse av utbytteannonseeringen i norske børsnoterte selskaper
Rekkebo, Simon (Master thesis, 2012) -
Financial Integration and Consumption Comovements in the Nordic Countries
Matsen, Egil; Thøgersen, Øystein (Working Paper Series, 1503-299X; 2002:15, Research report, 2002)The cross-country correlations between annual per capita consumption growth in the Nordic countries (Denmark, Finland, Norway and Sweden) during the period 1973-1996 are much lower than predicted by the basic theory of ... -
Finansiell uro og valutakursar: kan den norske krona bli ei trygg hamn?
Kongsvik, Iselin Bakke (Master thesis, 2014) -
Habit Persistence and Welfare Gains from International Asset Trade
Matsen, Egil (Working Paper Series, 1503-299X; 2002:1, Research report, 2002)We introduce habit formation in a model that studies the link between international trade in financial assets, economic growth, and welfare. As with time separable preferences asset trade increases the mean growth rate, ... -
Hva er Frontline plc verdt 31.12.2023?
Heierstad, Johannes; Østensen, Andreas Møllerløkken; Jonsbråten, Martin (Bachelor thesis, 2024)Vi har i denne bacheloroppgaven besvart problemstillingen “Hva er Frontline plc verdt 31.12.2023?” Problemstillingen er løst i flere momenter. Bacheloroppgaven består av en omfattende strategisk analyse av selskapet og ... -
Institutional spending policies: implications for future asset values and spending
Lindset, Snorre; Matsen, Egil (Journal article; Peer reviewed, 2018)University endowments, sovereign wealth funds, and foundations support spending. In this paper, we analyze how different spending policies affect future asset values and spending opportunities. We show that the covariance ... -
Interest Rate Decisions in an Asymmetric Monetary Union
Matsen, Egil; Røisland, Øistein (Working Paper Series, 1503-299X; 2003:2, Research report, 2003)Growth models of the Dutch disease, such as those of Krugman (1987), Matsuyama (1992), Sachs and Warner (1995) and Gylfason et al. (1999), explain why resource abundance may reduce growth. However, the literature also ... -
International Diversification, Growth, and Welfare with Non-Traded Income Risk and Incomplete Markets
Matsen, Egil (Working Paper Series, 1503-299X; 2002:17, Research report, 2002)We ask how the potential benefits from cross-border asset trade are affected by the presence of non-traded income risk in incomplete markets. We show that the mean consumption growth may be lower with full integration than ... -
Joker: Choice in a simple game with large stakes.
Matsen, Egil; Strøm, Bjarne (Working Paper Series, 1503-299X; 2006:19, Research report, 2006)This paper examines data from the Norwegian television game show Joker, where contestants make well-specified choices under risk. The game involves very large stakes, randomly drawn contestants, and ample opportunities for ... -
Oil Price and Investment Activity on The Norwegian Continental Shelf
Kløve, Birgit; Jung, Andreas Hasvold (Master thesis, 2013) -
On Asymmetric Information across Countries and the Home-Bias Puzzel
Matsen, Egil (Working Paper Series, 1503-299X; 2002:2, Research report, 2002)This paper investigates the allocation decision of an investor who owns two projects, a domestic and a foreign one. A manager governs the expected return from each project, and the investor has less information on the ... -
On the Pricing of Sovereign Debt and the Option to Default
Bakketun, Sondre Solvoll (Master thesis, 2011) -
Optimal Dutch Disease
Matsen, Egil; Torvik, Ragnar (Working Paper Series, 1503-299X; 2003:1, Research report, 2003)Growth models of the Dutch disease, such as those of Krugman (1987), Matsuyama (1992), Sachs and Warner (1995) and Gylfason et al. (1999), explain why resource abundance may reduce growth. However, the literature also ...