Browsing NHH Brage by Author "Karlsen, Jørgen Wollert"
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Playing it Safe : An inquiry into the beta anomaly in the Nordic markets
Karlsen, Jørgen Wollert; Karoliussen, Jan Markus (Master thesis, 2023)Extensive research indicates the existence of a beta anomaly across international markets and various asset classes. However, the mechanisms driving the anomaly and the feasibility of profitably exploiting it have been ...