Risk management: simulation of portfolio analysis
Merola, Filippo (A.A. 2020/2021) Risk management: simulation of portfolio analysis. Tesi di Laurea in Corporate finance, Luiss Guido Carli, relatore Emanuele Tarantino, pp. 63. [Bachelor's Degree Thesis]
|
PDF (Full text)
Download (2MB) | Preview |
Abstract/Index
Risk evaluation in capital markets. The concept of risk and return. Measures of risk and return. Diversification and its role. Equity risk premium and its estimation. Portfolio fundamentals. The efficient portfolio. The capital asset pricing model. Portfolio selection and empirical results. Stocks selection and portfolio size. Evaluation of results and considerations. Capital markets are not efficient in practice. Investors' expectations. Investment styles. Investors' behavior. Is the market portfolio efficient?
References
Bibliografia: pp. 61-62.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Corporate finance |
| Thesis Supervisor: | Tarantino, Emanuele |
| Academic Year: | 2020/2021 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Mar 2022 14:37 |
| Last Modified: | 18 Mar 2022 14:37 |
| URI: | https://tesi.luiss.it/id/eprint/31764 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
