Optimal stock allocation under predictable patterns and horizon constraints

Chiarella, Vincenzo (A.A. 2015/2016) Optimal stock allocation under predictable patterns and horizon constraints. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 89. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


How the investment horizon affects stock allocation. Risk aversion, investment horizon and stock allocation. The additional contribution of predicable patterns on stock allocation over different investment horizons. Momentum and mean revision of stock returns: literature review and empirical evidence.


Bibliografia: pp. 74-76.

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: Nucera, Federico Calogero
Academic Year: 2015/2016
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 31 Mar 2017 12:24
Last Modified: 31 Mar 2017 12:24
URI: https://tesi.luiss.it/id/eprint/18579


Downloads per month over past year

Repository Staff Only

View Item View Item