Pair trading: statistical arbitrage on the UK stock market

Scarpellino, Jacopo (A.A. 2016/2017) Pair trading: statistical arbitrage on the UK stock market. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 115. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Efficient market theory. Methodology. A portfolio on FTSE100. Performances summary.


Bibliografia e sitografia: pp. 68-70.

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: Financial and credit derivatives
Thesis Supervisor: Nucera, Federico Calogero
Thesis Co-Supervisor: Curcio, Domenico
Academic Year: 2016/2017
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 15 May 2018 13:33
Last Modified: 15 May 2018 13:33


Downloads per month over past year

Repository Staff Only

View Item View Item