Browsing NHH Brage by Author "Andersen, Tobias Rau"
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Quality Investing in the Nordics : An empirical analysis of the QMJ factor in the Nordic countries, excluding Iceland
Andersen, Tobias Rau; Haugen, James Martin Fan (Master thesis, 2022)This master thesis provides empirical evidence that quality investing in the Nordics, excluding Iceland, produces abnormal returns. Even though investors are willing to pay a premium for quality, the QMJ factor introduced ...