Alternative beta: metodologie di replica degli hedge
Lombardi, Niccolò (A.A. 2008/2009) Alternative beta: metodologie di replica degli hedge. Tesi di Laurea in Economia degli intermediari finanziari, LUISS Guido Carli, relatore Claudio Boido, pp. 60. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Definizione hedge funds. Beta alternativo. Factor model: percorso storico. Analisi factor model. Rolling windows clone. Metodo di replica fund creator.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics, Financial Markets and Institutions (28) |
| Chair: | Economia degli intermediari finanziari |
| Thesis Supervisor: | Boido, Claudio |
| Academic Year: | 2008/2009 |
| Session: | Extraordinary |
| Deposited by: | Users 353 not found. |
| Date Deposited: | 19 Apr 2011 15:12 |
| Last Modified: | 13 Dec 2017 15:30 |
| URI: | https://tesi.luiss.it/id/eprint/3484 |
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