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]

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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?


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


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