Browsing NHH Brage by Author "Støle, Kristian Flørnes"

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Slow but steady wins the race : an inquiry into the fundamental relation between systematic risk and stock returns with empirical evidence from the Oslo Stock Exchange in the period of 1990 – 2018

Støle, Kristian Flørnes; Rojahn, Fredrik (Master thesis, 2019)

A value-weighted (equal-weighted) portfolio comprised of the twenty percent of the stocks on the Oslo Stock Exchange with the lowest beta each month produced cumulative excess returns of 1241% (692%) from 1990 to 2018. ...