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Is smart beta investing profitable? evidence from the Nordic stock market
(Routledge, Taylor & Francis Group, 2020-12-10)
- article
This study examines the profitability of the mixing and integrating approach for constructing multi-factor smart beta portfolios. While most studies explore this issue in a U.S. market setting, this is the first study that ...
Combining value and momentum : evidence from the Nordic equity market
(Taylor & Francis, 2019-02-22)
- article
This is the first article that explores the recently proposed average ranking approach for the value and momentum strategy in the Nordic equity market offering an exceptional experimental environment. Our results indicate ...