An empirical application of a parametric approach to portfolio choices on Italian stock market
Buldrini, Lidia (A.A. 2019/2020) An empirical application of a parametric approach to portfolio choices on Italian stock market. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 72. [Master's Degree Thesis]
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Abstract/Index
Portfolio choice problem in literature. Which model is the best one? Empirical considerations. Brandt’s model: a parametric approach for portfolio weights estimation. Methodology: a simple linear policy. Extensions to the simple linear policy. An empirical application: the Italian stock market. Analysis of results: hypotheses testing.
References
Bibliografia: pp. 61-62.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Dec 2020 10:47 |
| Last Modified: | 14 Dec 2020 10:47 |
| URI: | https://tesi.luiss.it/id/eprint/27797 |
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