Blar i NHH Brage på forfatter "Masood, Rabia"
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Investigating quality minus junk : the role of shorting, market beta, firm size and value in the quality minus junk anomaly
Masood, Rabia (Master thesis, 2018)The quality factor of Asness, Frazzini and Pedersen (2013) combines several quality dimensions, identified in previous literature, into one strategy which presents an asset pricing puzzle of quality being positively ...