The liability driven investment approach to asset allocation strategies
Spaziante, Giuseppe (A.A. 2017/2018) The liability driven investment approach to asset allocation strategies. Tesi di Laurea in Advanced financial mathematics, LUISS Guido Carli, relatore Marco Pirra, pp. 117. [Master's Degree Thesis]
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Abstract/Index
Literature review. Portfolio theory and asset allocation. Theoretical analysis. Defining the liability driven investment approach. Quantitative analysis.
References
Bibliografia: pp. 93-98.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
| Chair: | Advanced financial mathematics |
| Thesis Supervisor: | Pirra, Marco |
| Thesis Co-Supervisor: | Fersini, Paola |
| Academic Year: | 2017/2018 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 May 2019 09:10 |
| Last Modified: | 16 May 2019 09:10 |
| URI: | https://tesi.luiss.it/id/eprint/23467 |
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