A critical and empirical review on portfolio construction techniques

Pascale, Vincenzo (A.A. 2015/2016) A critical and empirical review on portfolio construction techniques. Tesi di Laurea in Advanced financial mathematics, LUISS Guido Carli, relatore Marco Pirra, pp. 131. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


What portfolio management does. Mean variance portfolio theory. Simplifyng portfolio selection. An emirical test on asset pricing models. Modern portfolio theory and the future of PM.


Bibliografia e sitografia: pp. 113-114.

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: Pirra, Marco
Thesis Co-Supervisor: Barone, Gaia
Academic Year: 2015/2016
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 22 Mar 2017 14:00
Last Modified: 22 Mar 2017 14:00
URI: https://tesi.luiss.it/id/eprint/18516


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