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]

[img] PDF (Full text)
Restricted to Registered users only

Download (2MB) | Request a copy


Literature review. Portfolio theory and asset allocation. Theoretical analysis. Defining the liability driven investment approach. Quantitative analysis.


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


Downloads per month over past year

Repository Staff Only

View Item View Item