Blar i NHH Brage på forfatter "Erstad, Aslak Holm"
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Quality minus junk : predicting wealth generating stocks with quality minus junk
Erstad, Aslak Holm; Lorentzen, Kristian Andreassen (Master thesis, 2021)In this thesis, we investigate if the quality minus junk (QMJ) factor can be used to predict the stocks responsible for the excess wealth creation in the US. We find that quality has a low predictive power on next months ...