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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The mechanics: how these strategies are constructed for the historical study. Results and historical index portfolio performance. Replication strategy with ETFs. Replication strategy performance.


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


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