Principal portfolios: un'analisi sui 25 portafogli di Fama e French
Borzillo, Viola (A.A. 2022/2023) Principal portfolios: un'analisi sui 25 portafogli di Fama e French. Tesi di Laurea in Econometria per la finanza, Luiss Guido Carli, relatore Federico Carlo Eugenio Carlini, pp. 53. [Master's Degree Thesis]
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Abstract/Index
Paper principal portfolios. Matrice di predizione e principal portfolios. Decomposizione della simmetria alfa-beta. Risultati empirici paper. Principal component analysis e singular value decomposition. PCA. SVD. Confronto PCA con principal portfolios. Dati. Procedimento. Regressione fama Macbeth e risultati.
References
Bibliografia: p. 44.
| 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: | Econometria per la finanza |
| Thesis Supervisor: | Carlini, Federico Carlo Eugenio |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2022/2023 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Jan 2024 15:50 |
| Last Modified: | 23 Jan 2024 15:50 |
| URI: | https://tesi.luiss.it/id/eprint/37683 |
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