| dc.contributor.author | Gloppestad, Christine | |
| dc.contributor.author | Christensen, Felix Andreas | |
| dc.date.accessioned | 2021-10-25T10:57:45Z | |
| dc.date.available | 2021-10-25T10:57:45Z | |
| dc.date.issued | 2021 | |
| dc.identifier.uri | https://hdl.handle.net/11250/2825309 | |
| dc.description | Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2021 | en_US |
| dc.description.abstract | 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 main driver of return is overweighting of small stocks in the
low-beta portfolio, which in turn is utilized by an unconventional hedging method. We conclude
that, in practice, investors are not able to pro t from the strategy in Norway. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Handelshøyskolen BI | en_US |
| dc.subject | finans | en_US |
| dc.subject | finance | en_US |
| dc.title | Pitfalls of the Betting-Against-Beta Strategy in Norway | en_US |
| dc.type | Master thesis | en_US |
