Blar i NHH Brage på forfatter "Ågheim, Simon Linder"
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Sector betting in the gross profitability anomaly : a performance analysis and sector betting effects in the U.S equity market
Ågheim, Simon Linder; Sivertsen, Martin (Master thesis, 2017)This thesis presents an analysis of quality investing; more specifically how gross profitability scaled by book assets can generate abnormal returns in the U.S market, as previously illustrated by Novy-Marx (2012). Our ...