Yield curve forecasting and government bonds active management

Rispoli, Mario Danilo (A.A. 2014/2015) Yield curve forecasting and government bonds active management. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 36. [Master's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only

Download (905kB) | Request a copy
[img] PDF (Rispoli)
Restricted to Registered users only

Download (434kB) | Request a copy
[img] PDF (Allegati)
Restricted to Registered users only

Download (479kB) | Request a copy

Abstract/Index

Bond portfolio management. Active bond portfolio management: the investment process. Regressions results. The development and test of the investment strategies.

References

Bibliografia: p. 36.

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: Fixed income, credit and commodities
Thesis Supervisor: Cybo-Ottone, Alberto Adolfo
Thesis Co-Supervisor: Nucera, Federico Calogero
Academic Year: 2014/2015
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 31 Mar 2016 10:22
Last Modified: 31 Mar 2016 10:22
URI: https://tesi.luiss.it/id/eprint/15904

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item