Publication
Analysis of quantitative investment strategies: multi-factor investing in a small market: median-of ranks versus robust Z-score composites in Norwegian equities
| Main Authors: | Traa, Sondre Hofseide |
|---|---|
| Subject: | Norwegian equitys Oseax Median-of-ranks Robust Z-score Portfolio construction Transaction costs Multi-factor investing |
| Year: | 2026 |
| Country: | Portugal |
| Document type: | master thesis |
| Access type: | open access |
| Associated institution: | Universidade Nova de Lisboa |
| Language: | English |
| Origin: | Repositório Institucional da UNL |
| Description not available. |