Luconi, Mario (A.A. 2024/2025) Spread and alpha determinants in private debt: an empirical study. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Saverio Massi Benedetti, pp. 84. [Master's Degree Thesis]

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Abstract/Index

Predicting the cash margin. Fund data. Variable analysis. Credit risk determinants. Modigliani-miller theorem and capital structure. From net debt/equity to net debt/EBITDA. Banca d’Italia stud-variables impacting credit risk. Alpha in private debt. From cash margin to alpha. Alpha vs categorical variables. Further statistical models. Alpha vs continuous variables. Multicollinearity considerations. Model with multicollinear covariates: ridge regression.

References

Bibliografia: pp. 82-83. Sitografia: p. 84.

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:	Advanced corporate finance
Thesis Supervisor:	Massi Benedetti, Saverio
Thesis Co-Supervisor:	Cybo, Ottone Alberto
Academic Year:	2024/2025
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	10 Feb 2026 10:05
Last Modified:	10 Feb 2026 10:05
URI:	https://tesi.luiss.it/id/eprint/44739

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