Empirical evidence in the emerging markets: implementation of the CAPM and the Fama-French & Carhart models

Di Ciommo, Giulio (A.A. 2022/2023) Empirical evidence in the emerging markets: implementation of the CAPM and the Fama-French & Carhart models. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 60. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Abnormal returns: definition and causes. CAPM & multifactor models of risk. Fama-french three and five factor model. Carhart model. Portfolio measures. Emerging markets: definition and selection. When in emerging markets, follow the abnormal returns. Multifactor model in emerging markets. M&A operations in emerging markets. The sample Methodology. Results.

References

Bibliografia: pp. 55-58.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Advanced corporate finance
Thesis Supervisor: Murro, Pierluigi
Thesis Co-Supervisor: Santella, Rosella
Academic Year: 2022/2023
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 10 Jul 2024 10:51
Last Modified: 10 Jul 2024 10:51
URI: https://tesi.luiss.it/id/eprint/39269

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