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]
PDF (Full text)
Restricted to Registered users only Download (905kB) | Request a copy |
|
PDF (Rispoli)
Restricted to Registered users only Download (434kB) | Request a copy |
|
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 |