Blar i NHH Brage på forfatter "Bostad, Mats Engedal"

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    • The role of beta strategies in other asset pricing anomalies 

      Bostad, Mats Engedal; Kjellevold, Pål (Master thesis, 2018)
      This thesis is based on the findings of Liu (2018), and therefore considers long-short, zero cost portfolios based on documented asset pricing anomalies. These include momentum, composite equity issuance, return volatility, ...