Browsing NHH Brage by Author "Krentz, Pia Solheim"
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Do Smart Beta ETFs Outperform the World Market? An empirical analysis on the returns of smart beta ETFs in the European and US markets
Føreland, Frida; Krentz, Pia Solheim (Master thesis, 2022)This thesis investigates if smart beta ETFs in the US and/or Europe deliver excess return relative to the world market and how performance compares between the two markets. We focus on nine smart beta categories in our ...