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.


Literature review. Factor analysis applied to cryptocurrency. Econometric analysis. Cryptocurrency factors analysis. Results. Results using crypto factors.


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


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