This is a homework assignment for the course GRA6555 – Asset Management at BI Norwegian Business School (Master of Science), submitted in the Spring semester of 2024. It counts for 30% of the final grade and received a B.

The paper uses a Betting Against Beta (BAB) strategy by going long in low-beta stocks and short in high-beta stocks. The strategy is based on the idea that low-beta stocks often deliver better risk-adjusted returns. It focuses on stocks from Germany, Switzerland, and

This is a homework assignment for the course GRA6555 – Asset Management at BI Norwegian Business School (Master of Science), submitted in the Spring semester of 2024. It counts for 30% of the final grade and received a B.

The paper uses a Betting Against Beta (BAB) strategy by going long in low-beta stocks and short in high-beta stocks. The strategy is based on the idea that low-beta stocks often deliver better risk-adjusted returns. It focuses on stocks from Germany, Switzerland, and Austria, with monthly rebalancing to stay aligned with changing market conditions.