Volatility-Managed Portfolios: Evidence from the Norwegian Equity Market

dc.contributor.author	Warholm, Erlend Amdal
dc.contributor.author	Haugen, Stian
dc.date.accessioned	2019-10-28T13:45:11Z
dc.date.available	2019-10-28T13:45:11Z
dc.date.issued	2019
dc.identifier.uri	http://hdl.handle.net/11250/2624951
dc.description	Masteroppgave(MSc) in Master of Science in Business, Finance/Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2019	nb_NO
dc.description.abstract	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 found that most of our results mirrored Moreira and Muir's (2017) report. We concluded that there is a clear indication of positive alphas in most cases.	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.subject	financial economics	nb_NO
dc.title	Volatility-Managed Portfolios: Evidence from the Norwegian Equity Market	nb_NO
dc.type	Master thesis	nb_NO