Claus Munk

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• Cryptocurrencies in Optimized Portfolios: A Portfolio Theory Approach: The Portfolio Performance-enhancing Capabilities of Cryptocurrencies

  Brynjarsson, A. & Agústsdóttír, K.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2022

  MSc in Finance and Strategic Management, (Graduate Programme) Final Thesis, 2022

  Student thesis: Master thesis

  File

• Does It Pay to Bet Against Beta? An Empirical Analysis

  Weber, B.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2024

  Student thesis: Master thesis

  File

• Factor-based Mean-variance Investing on the U.S. Stock Market

  Frederiksen, S. G. & Følsgaard, J. V.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2019

  MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2019

  Student thesis: Master thesis

  File

• Optimal Allocation under a Stochastic Interest Rate and the Costs from Suboptimal Allocation

  Melgaard, D. M. & Nørgaard, K. V.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2016

  Student thesis: Master thesis

  File

• Optimal Portfolio Choice in the Presence of Illiquid Assets

  Habibi, S.

  MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2021

  Student thesis: Master thesis

  File

• Trading Strategies and their Impact on the Wealth of Investors: From an Asset Pricing Perspective

  Jensen, M. E.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2017

  Student thesis: Master thesis

  File

• The Optimal Time-varying Factor Portfolio: A Mean-variance Approach

  Matthisson, J. S.

  MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2023

  Student thesis: Master thesis

  File