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    • The performance of idiosyncratic volatility portfolios in the S&P 500 

      Stålnacke, Jarkko (2016)
      Pro gradu - tutkielma 
      The aim of this thesis is to test whether portfolios of S&P 500 stocks, sorted on idiosyncratic volatility, yield different future returns. According to traditional finance theory, higher undiversified risk is compensated ...
      Kokoteksti luettavissa vain Tritonian asiakaskoneilla.