Browsing BI Open by Author "Christensen, Felix Andreas"

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    • Pitfalls of the Betting-Against-Beta Strategy in Norway 

      Gloppestad, Christine; Christensen, Felix Andreas (Master thesis, 2021)
      In this master thesis, we study the Betting Against Beta strategy in the Norwegian market between 1983 and 2019. We study the drivers of return and evaluate whether investors can pro t from the strategy. We nd that the ...