Pairs trading

Semeraro, Giovanni (A.A. 2017/2018) Pairs trading. Tesi di Laurea in Equity markets and alternative investments, LUISS Guido Carli, relatore Paolo Vitale, pp. 86. [Master's Degree Thesis]

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Capital asset pricing model. Market neutral strategies. Statistical arbitrage pairs trading. Cointegration. Statistical analysis. Testing the pair. Implementing the strategy. Case study: Alliance Bernstein and KKR & Co.


Bibliografia: pp. 70-71.

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: Equity markets and alternative investments
Thesis Supervisor: Vitale, Paolo
Thesis Co-Supervisor: Morelli, Marco
Academic Year: 2017/2018
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 11 Apr 2019 10:21
Last Modified: 11 Apr 2019 10:21


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