dc.contributor.author | Grozdanic, Adi | |
dc.contributor.author | Munthe-Kaas, Herman Sandnes | |
dc.date.accessioned | 2018-12-10T15:12:46Z | |
dc.date.available | 2018-12-10T15:12:46Z | |
dc.date.issued | 2018 | |
dc.identifier.uri | http://hdl.handle.net/11250/2577007 | |
dc.description | Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018 | nb_NO |
dc.description.abstract | This is our final thesis for the study MSc in Business with major in finance. Our
topic is within the field of asset pricing, where we want to explore if the low
volatility anomaly is present in the Norwegian stock market in the time period
1995-2017. We find the low volatility anomaly to be present on Oslo Stock
Exchange as the low-volatile portfolios outperform the high-volatile portfolios on
all performance measures. The anomaly is robust for different pricing-models and
proxies for risk. Our conclusion is that the low volatility anomaly is present on
Oslo Stock Exchange. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Handelshøyskolen BI | nb_NO |
dc.subject | finans | nb_NO |
dc.subject | finance | nb_NO |
dc.title | The Low Volatility Anomaly on Oslo Stock Exchange | nb_NO |
dc.type | Master thesis | nb_NO |