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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