Portfolio allocation with mutual funds: the impact of economic predictors on fund manager decision

Stijepovic, Petar (A.A. 2022/2023) Portfolio allocation with mutual funds: the impact of economic predictors on fund manager decision. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 57. [Master's Degree Thesis]

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Abstract/Index

Literature and hypotheses. A model for predicting mutual fund performance. Theoretical background. The model. Financial reasoning of the model. Methodology. Estimation approach. Dataset and variables. Empirical analysis. Mutual fund performance. Expanding predictive capabilities. Integrating supplementary predictor.

References

Bibliografia: pp. 39-42.

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: Empirical finance
Thesis Supervisor: Morelli, Giacomo
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2022/2023
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 16 Jan 2024 14:20
Last Modified: 16 Jan 2024 14:20
URI: https://tesi.luiss.it/id/eprint/37579

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