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

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item