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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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.


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


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