Top ten US tech companies: a study through valuation, the implementation of the Black Litterman model and a pair trading strategy
Piscopello, Francesco (A.A. 2019/2020) Top ten US tech companies: a study through valuation, the implementation of the Black Litterman model and a pair trading strategy. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Luana Zaccaria, pp. 137. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Technology companies. Valuation methodologies. Discounted cash flow method. Fraud. Altman Z score model. Ratios. Other methods. Dividends. Valuation results. Portfolio allocation using the Black-Litterman model. Modern portfolio theory. Shrinkage method. Pair trading. Properties of pair trading. A pair trading example. Engle and granger two step approach. Pair trading strategy implementation.
References
Bibliografia: pp. 116-120. Sitografia: p. 121.
| 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: | Advanced corporate finance |
| Thesis Supervisor: | Zaccaria, Luana |
| Thesis Co-Supervisor: | Capasso, Arturo |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 May 2021 12:28 |
| Last Modified: | 14 May 2021 12:28 |
| URI: | https://tesi.luiss.it/id/eprint/29481 |
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