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]

[img]
Preview
PDF (Full text)
Download (2MB) | Preview

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

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item