Browsing NHH Brage by Author "Soud, Asma Salim"
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Analysis of contrarian strategies on risk dimension
Soud, Asma Salim; Konnestad, Tor Salve Halvorsen (Master thesis, 2018)The concept of value strategies outperforming glamour strategies have been dominating in finance literature, but the reason is still contentious. In this thesis, we are replicating the LSV paper and in addition to that, ...