Asset bubbles: an empirical test of their effects on a replicating portfolio
Confaloni, Jacopo (A.A. 2016/2017) Asset bubbles: an empirical test of their effects on a replicating portfolio. Tesi di Laurea in Advanced financial mathematics, LUISS Guido Carli, relatore Gaia Barone, pp. 106. [Master's Degree Thesis]
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Abstract/Index
What is a bubble? Bubbles in history and famous business scandals. Literature review. New theories about speculative bubbles. The effect of a bubble bursting on a replicating portfolio. Theory behind practical application.
References
Bibliografia: pp. 94-96.
| 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: | Barone, Gaia |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 12 Oct 2017 12:40 |
| Last Modified: | 12 Oct 2017 12:40 |
| URI: | https://tesi.luiss.it/id/eprint/19574 |
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