Multifactor analysis of the crix excess returns
Ventucci, Pasquale (A.A. 2018/2019) Multifactor analysis of the crix excess returns. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 58. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Factor analysis applied to cryptocurrency. Econometric analysis. Cryptocurrency factors analysis. Results. Results using crypto factors.
References
Bibliografia: pp. 39-40.
| 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: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Sep 2020 14:13 |
| Last Modified: | 21 Sep 2020 14:13 |
| URI: | https://tesi.luiss.it/id/eprint/27177 |
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