Sökning: "Cherdwong Pongjindathip"
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1. Bigger Beta is not always Better: A Study of Low-Beta Strategies
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
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