Implementing investment strategies in the augmented black-litterman model: a new approach
Covicchio, Edoardo (A.A. 2014/2015) Implementing investment strategies in the augmented black-litterman model: a new approach. Tesi di Laurea in Advanced financial mathematics, LUISS Guido Carli, relatore Gaia Barone, pp. 60. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. The canonical referenced augmented black-litterman model. Investment strategies implementation. Implementing investment strategies in the augmented black-litterman: a worked example. Results.
References
Bibliografia: pp. 58-60.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Advanced financial mathematics |
| Thesis Supervisor: | Barone, Gaia |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2014/2015 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 04 May 2016 14:42 |
| Last Modified: | 04 May 2016 14:42 |
| URI: | https://tesi.luiss.it/id/eprint/16140 |
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