Pension funds asset allocation in low interest rate environment

Meghnagi, Daniel (A.A. 2015/2016) Pension funds asset allocation in low interest rate environment. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 67. [Master's Degree Thesis]

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Background and literature review. Macroeconomic environment and future expectations. The methodology. A mutivariate model of strategic asset allocation. The results. VAR estimation.


Bibliografia: pp. 46-47.

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: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 01 Jun 2017 09:19
Last Modified: 01 Jun 2017 09:19


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