Dynamic portfolio allocation: criptocurrency indeX
Bianco, Francesco (A.A. 2018/2019) Dynamic portfolio allocation: criptocurrency indeX. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 120. [Master's Degree Thesis]
|
PDF (Full text)
Download (2MB) | Preview |
Abstract/Index
Blockchain. Overview and definitions. Dataset. Cryptocurrency index (CriX). Dynamic index construction. Dynamic portfolio allocation: Markowitz approach. Exponential weighted scheme (EWMA).
References
Bibliografia: p. 105.
| 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: | Proietti, Tommaso |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Sep 2020 10:52 |
| Last Modified: | 21 Sep 2020 10:52 |
| URI: | https://tesi.luiss.it/id/eprint/27165 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
