Predictability of return
Ditommaso, Vincenzo (A.A. 2018/2019) Predictability of return. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Pierpaolo Benigno, pp. 120. [Master's Degree Thesis]
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Abstract/Index
Ilmanen's model. The proxy: inverse relative wealth. Structure of my analysis. Structure of the analysis: stock market and moving average. Application of the strategy. Let’s start trading! “Improving” the strategy. The search for a new market signal. Expanding the strategy. Some final notes and recaps. The importance of the dataset.
References
Bibliografia: pp. 110-115.
| 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: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 09 Sep 2020 13:30 |
| Last Modified: | 09 Sep 2020 13:30 |
| URI: | https://tesi.luiss.it/id/eprint/27110 |
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