Browsing BI Open by Author "Molvik, Erlend Hjertaker"
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Multifactor Strategy Implementation in the Norwegian Equity Market
Molvik, Erlend Hjertaker; Lillebo, Maren Paulsen (Master thesis, 2021)We study the performance of implementation methods for multifactor strategies in the Norwegian equity market. We compare the risk-adjusted performance of three different strategies implemented with equal weights, ...