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: MARIA LAURA MARCEDDU
Date Deposited: 19 Apr 2011 15:12
Last Modified: 13 Dec 2017 15:30
URI: https://tesi.luiss.it/id/eprint/3484

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item