State dependent asset allocation: a Markov regime switching approach

Molinari, Riccardo (A.A. 2012/2013) State dependent asset allocation: a Markov regime switching approach. Tesi di Laurea in Advanced econometrics, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 53. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Markov processes and their use in economic analysis. Literature review. Methodology and research methods. Empirical results.


Bibliografia: pp. 47-53.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Advanced econometrics
Thesis Supervisor: Ragusa, Giuseppe
Thesis Co-Supervisor: Rinott, Joseph
Academic Year: 2012/2013
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 06 Feb 2014 13:06
Last Modified: 19 May 2015 23:38


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