Active management of commodities through signals
Magi, Xavier (A.A. 2016/2017) Active management of commodities through signals. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 58. [Master's Degree Thesis]
|
PDF (Full text)
Download (955kB) | Preview |
Abstract/Index
The financialization of commodity markets. Data. Constructing the strategy. Individual signals. Refining signals. Forecasting idiosyncratic volatility. Combining the signals. Neural networks. Diversification and robustness analysis.
References
Bibliografia: pp. 49-53.
| 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: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 May 2018 13:53 |
| Last Modified: | 15 May 2018 13:53 |
| URI: | https://tesi.luiss.it/id/eprint/20974 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
