Asset pricing models, arbitrage pricing theory and fundamental analysis: main applications and the European market case
Silvestri, Alfredo (A.A. 2014/2015) Asset pricing models, arbitrage pricing theory and fundamental analysis: main applications and the European market case. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 99. [Master's Degree Thesis]
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Abstract/Index
Asset pricing and the efficient market hypothesis. The fama-French 3-factor model. Expansions to the 3-factor model and the fama-French 5-factor model.
References
Bibliografia: pp. 80-99.
| 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: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Carmassi, Jacopo |
| Academic Year: | 2014/2015 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Jun 2016 10:39 |
| Last Modified: | 22 Jun 2016 10:39 |
| URI: | https://tesi.luiss.it/id/eprint/16422 |
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