Islamic finance: a Markowitz and a capital asset pricing model approach
Russo, Roberto (A.A. 2016/2017) Islamic finance: a Markowitz and a capital asset pricing model approach. Tesi di Laurea in Asset management, LUISS Guido Carli, relatore Saverio Massi Benedetti, pp. 130. [Master's Degree Thesis]
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Abstract/Index
A presentation of the Islamic finance. Principles and instruments. The implementation of a Markowitz optimization on an Islamic portfolio. The optimization process. The systematic risk in the Islamic finance.
References
Bibliografia: pp. 113-114. Sitografia: p. 115.
| 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: | Asset management |
| Thesis Supervisor: | Massi Benedetti, Saverio |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2016/2017 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Nov 2017 07:44 |
| Last Modified: | 16 Nov 2017 07:44 |
| URI: | https://tesi.luiss.it/id/eprint/19777 |
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