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.


Financial use of side information. Background of black-litterman model. Black-litterman model. Construction of an SRI food index. Construction of the two ETFs.


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


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