Browsing NHH Brage by Author "Kifle, Ella"
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Riding the Low-Beta Wave : What drives the performance of Betting Against Beta?
Kifle, Ella; Gran, Sophie (Master thesis, 2022)This thesis seeks to explain the driving factors behind the Betting Against Beta (Frazzini and Pedersen, 2014) portfolio. We start by replicating the BAB factor, and then construct different portfolios in order to examine ...