An analysis of the multi factorial risk models and their role in portfolio immunization
Ciarniello, Manuel (A.A. 2018/2019) An analysis of the multi factorial risk models and their role in portfolio immunization. Tesi di Laurea in Capital markets, Luiss Guido Carli, relatore Paolo Vitale, pp. 57. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Presentation of multi-factorial models. Fama and French five-factor model. Immunization of portfolios against one or more risk factors. Bond portfolio immunization.
References
Bibliografia: pp. 50-52.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Capital markets |
| Thesis Supervisor: | Vitale, Paolo |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 09 Sep 2020 12:31 |
| Last Modified: | 09 Sep 2020 12:31 |
| URI: | https://tesi.luiss.it/id/eprint/27107 |
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