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]
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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 |
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