Browsing BI Open by Author "Warholm, Erlend Amdal"
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Volatility-Managed Portfolios: Evidence from the Norwegian Equity Market
Warholm, Erlend Amdal; Haugen, Stian (Master thesis, 2019)We study the results of volatility-managed portfolios on the Nor- wegian market to examine Moreira and Muir's (2017) ndings. We replicate their methodology and implemented it on data from the Oslo stock exchange. We ...