Portfolio regularization by the lq norm

Midi, Federica (A.A. 2018/2019) Portfolio regularization by the lq norm. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 73. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Methodology. Lq-norm. Results. Analysis on the financial crysis.

References

Bibliografia: p. 60. Sitografia: p. 61.

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: Econometric theory
Thesis Supervisor: Santucci de Magistris, Paolo
Thesis Co-Supervisor: Grassi, Stefano
Academic Year: 2018/2019
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 03 Apr 2020 08:34
Last Modified: 03 Apr 2020 08:34
URI: https://tesi.luiss.it/id/eprint/26243

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