Blar i ODA Open Digital Archive på forfatter "Rasmussen, Christer"
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Systematic Risk Factors at Oslo Stock Exchange
Korneliussen, Fredrik Grande; Rasmussen, Christer (Master thesis, 2014)We construct five systematic risk factors for the Oslo Stock Exchange over the sample period of 1991 to 2010: an overall market factor, and factors related to firm size, book-tomarket equity, momentum, and leverage and ...