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]

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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.


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


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