Application of black litterman model to build ETFs
Spina, Luisa (A.A. 2015/2016) Application of black litterman model to build ETFs. Tesi di Laurea in Econometric theory, LUISS Guido Carli, relatore Giuseppe Ragusa, pp. 138. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Financial use of side information. Background of black-litterman model. Black-litterman model. Construction of an SRI food index. Construction of the two ETFs.
References
Bibliografia: pp. 109-111. Sitografia: pp. 112-113.
| 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: | Econometric theory |
| Thesis Supervisor: | Ragusa, Giuseppe |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2015/2016 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 19 Oct 2016 13:15 |
| Last Modified: | 11 Dec 2017 13:24 |
| URI: | https://tesi.luiss.it/id/eprint/17063 |
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