Blar i NHH Brage på forfatter "Gilje, Erik Årstad"
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Do Mechanical Value Investing Strategies Beat The Market In The Nordics?
Gilje, Erik Årstad; Kindem, Andreas (Master thesis, 2022)In this thesis, we study whether three mechanical value investing strategies consistently generate excess risk-adjusted returns (alpha) on the Nordic exchanges for a Norwegian investor (returns are reflected in NOK). We ...