Pairs trading su single sstock futures

Curati, Tiziano (A.A. 2009/2010) Pairs trading su single sstock futures. Tesi di Laurea in M&A and investment banking, LUISS Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 120. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

Il pairs trading su single stock futures. Il campione di dati. Il backtest della strategia. La liquidità dei single stock futures.

References

Bibliografia: pp. 77-120.

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: M&A and investment banking
Thesis Supervisor: Cybo-Ottone, Alberto Adolfo
Thesis Co-Supervisor: Genco, Alessandra
Academic Year: 2009/2010
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 30 May 2011 09:41
Last Modified: 19 May 2015 22:47
URI: https://tesi.luiss.it/id/eprint/4542

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