Blar i Fakultet for økonomi (ØK) på tidsskrift "Journal of Investing"

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    • Hedge Funds as a Diversification Vehicle 

      Mikkelsen, Andreas; Kjærland, Frode; Henriksen, Tom Erik Sønsteng (Journal article; Peer reviewed, 2019)
      This study evaluates the out-of-sample diversification benefits of including hedge fund indexes in global stock-bond portfolios. The topic is investigated by assessing several asset allocation strategies from 1998 to 2016. ...

    • Is Beta Dead for Commodities? 

      Westgaard, Sjur; Steen, Marie Gotteberg (Journal article; Peer reviewed, 2017)
      Analyzing the relationship between stocks and commodities is important for investors using commodities as a part of their asset allocation. The commodity beta measures how much the commodity return will fall/rise (in ...