Browsing NTNU Open by Author "Olsen, Trygve"
Now showing items 1-1 of 1
-
A comparison of four different diversification strategies in the Norwegian market with portfolios consisting of stocks and bonds : a comparison of risk and return in portfolios of stocks and bonds in the Norwegian market based on equal weighting, 60/40, mean-variance, and risk parity
Olsen, Trygve (Master thesis, 2016-10-04)This thesis takes a closer look on the Norwegian bond and stock market in the period 1998- 2012 and compares different portfolio allocations. The problem statement is as follows: “A comparison of risk and return in ...