"Aho, Sami" - Selaus tekijän mukaanPro gradu -tutkielmat ja diplomityöt
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Low-Volatility Anomaly in the U.S. Stock Markets 1975 - 2019
Aho, Sami (20.04.2022)
Pro gradu -tutkielmaThis Master’s thesis focuses on the risk-adjusted performance of low-volatility strategies. This thesis examines if the previously documented anomaly is still present and if the strategy compensates the investor with ...