Value and momentum portfolio strategies among different asset classes
Pacelli, Francesco (A.A. 2016/2017) Value and momentum portfolio strategies among different asset classes. Tesi di Laurea in Fixed income, credit and commodities, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 56. [Master's Degree Thesis]
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Abstract/Index
The mechanics: how these strategies are constructed for the historical study. Results and historical index portfolio performance. Replication strategy with ETFs. Replication strategy performance.
References
Bibliografia: p. 55.
| 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: | Fixed income, credit and commodities |
| Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2016/2017 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jun 2018 12:17 |
| Last Modified: | 21 Jun 2018 12:17 |
| URI: | https://tesi.luiss.it/id/eprint/21418 |
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