Browsing NHH Brage by Author "Toftesund, Andrine Osaland"

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    • Does Volatility Management Add Value Across Regional and Global Markets? 

      Myhre, Anne Sedberg; Toftesund, Andrine Osaland (Master thesis, 2024)
      In this thesis, we investigate the time-series relation between risk and return by replicating the methodology of Moreira and Muir (2017) and Barroso and Santa-Clara (2015). We construct volatility-managed portfolios for ...