Constructing a unified European growth market index: methodology and performance evidence

Truffa, Lorenzo (A.A. 2024/2025) Constructing a unified European growth market index: methodology and performance evidence. Tesi di Laurea in Financial economics, Luiss Guido Carli, relatore Nicola Borri, pp. 56. [Master's Degree Thesis]

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Abstract/Index

Empirical analysis of European growth markets. The European growth stock market landscape: historical development and current state. Performance analysis of European growth market indices. Construction of a unified European growth market index. Dataset construction. Index construction methodology. Results. Index composition and evolution over time. Index’s performance and characteristics analysis. Discussion of results: diversification and systematic risk.

References

Bibliografia: pp. 52-54.

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: Financial economics
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Barone, Emilio
Academic Year: 2024/2025
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 18 Jun 2026 14:04
Last Modified: 18 Jun 2026 14:04
URI: https://tesi.luiss.it/id/eprint/46224

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