Sökning: "Cherdwong Pongjindathip"

Hittade 1 uppsats innehållade orden Cherdwong Pongjindathip.

  1. 1. Bigger Beta is not always Better: A Study of Low-Beta Strategies

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Julius Philipp Röder; Cherdwong Pongjindathip; [2015]
    Nyckelord :BAB; Low-Beta Anomaly; Index Investing; Country vs. Industry; Naive Strategy;

    Sammanfattning : This paper tests to what extent it is possible by an individual investor to implement a low-beta strategy, using 78 MSCI indices of countries and industries with a naive diversification (equal-weighting). Five different strategies with three rebalancing windows are built, implementing a simple ranking method. LÄS MER