The profitability of capital structure arbitrage from 2015 to 2017: evidence on volatility estimator and companies’ leverage
Marini, Marco (A.A. 2016/2017) The profitability of capital structure arbitrage from 2015 to 2017: evidence on volatility estimator and companies’ leverage. Tesi di Laurea in Advanced corporate finance, LUISS Guido Carli, relatore Raffaele Oriani, pp. 141. [Master's Degree Thesis]
|
PDF (Full text)
Download (2MB) | Preview |
Abstract/Index
Capital structure and debt riskiness. The evolution of structural models for debt pricing. Capital structure arbitrage. Strategy description and historical profitability. Capital structure arbitrage profitability and the effects of GARCH.
References
Bibliografia: pp. 106-114.
| 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) |
| Outstanding Thesis: | Department of Business and Management |
| Chair: | Advanced corporate finance |
| Thesis Supervisor: | Oriani, Raffaele |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Apr 2018 08:19 |
| Last Modified: | 18 May 2018 15:53 |
| URI: | https://tesi.luiss.it/id/eprint/20608 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
